| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 472946.2115 | 491059.8522 | -18113.6407 | 12254.7805 | 53242.6204 | -40987.8399 |
| Total P&L (%) | 472.9462 | 491.0599 | -18.1136 | 12.2548 | 53.2426 | -40.9878 |
| Avg Daily Profit (%) | 0.227 | 0.2357 | -0.0087 | 0.0055 | 0.0205 | -0.0253 |
| Buy And Hold Return (%) | 50.2242 | 50.2242 | 50.2242 | 50.2242 | 50.2242 | 50.2242 |
| Max Trade Drawdown | -115802 | -58862 | -90254 | -356094 | -172628 | -218412 |
| Profit Factor | 1.7845 | 2.8578 | 0.9465 | 1.0129 | 1.1173 | 0.9173 |
| Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
| Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
| Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
| Profitability (%) | 44.4444 | 38 | 51.0204 | 44.4444 | 38 | 51.0204 |
| Ratio Avg Win / Avg Loss | 2.2307 | 4.6628 | 0.9086 | 1.2661 | 1.8229 | 0.8806 |
| Largest Winning Trade | 489408 | 489408 | 38772 | 192189 | 192189 | 89579 |
| Largest Losing Trade | -56919 | -33520 | -56919 | -151194 | -137778 | -151194 |
| Avg Bars in Trades | 249 | 211 | 288 | 249 | 211 | 288 |
| Avg Bars in Winners | 364 | 309 | 405 | 364 | 309 | 405 |
| Avg Bars in Losers | 157 | 150 | 166 | 157 | 150 | 166 |
| Bars Traded | 24685 | 10555 | 14129 | 24685 | 10555 | 14129 |
| Profit Streak | 0 | 0 | 48.6219 | 0 | 0 | 48.6219 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 336223 | -171340 | -579559 | -559412 | -587702 | -579559 |
{
"trading_pair": "ETC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579140000000,
"first_datapoint_time": 1580378400000,
"last_datapoint_time": 1759204800000,
"evaluation_time": 1759208136315,
"expiration_time": 1765684800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 173,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 132,
"offset": 0
}
}
} {
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
472946.2114885676,
491059.8522092866,
-18113.640720719,
12254.7805104894,
53242.6203719346,
-40987.8398614451
],
[
472.946211,
491.059852,
-18.113641,
12.254781,
53.24262,
-40.98784
],
[
0.227015,
0.235709,
-0.008695,
0.005549,
0.020491,
-0.025313
],
[
50.224197,
50.224197,
50.224197,
50.224197,
50.224197,
50.224197
],
[
-115802,
-58862,
-90254,
-356094,
-172628,
-218412
],
[
1.784532,
2.857827,
0.946491,
1.012906,
1.117274,
0.917283
],
[
99,
50,
49,
99,
50,
49
],
[
44,
19,
25,
44,
19,
25
],
[
55,
31,
24,
55,
31,
24
],
[
44.444444,
38,
51.020408,
44.444444,
38,
51.020408
],
[
2.230665,
4.66277,
0.908632,
1.266133,
1.82292,
0.880591
],
[
489408,
489408,
38772,
192189,
192189,
89579
],
[
-56919,
-33520,
-56919,
-151194,
-137778,
-151194
],
[
249,
211,
288,
249,
211,
288
],
[
364,
309,
405,
364,
309,
405
],
[
157,
150,
166,
157,
150,
166
],
[
24685,
10555,
14129,
24685,
10555,
14129
],
[
0,
0,
48.621948,
0,
0,
48.621948
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
336223,
-171340,
-579559,
-559412,
-587702,
-579559
]
]
}
{
"trading_pair": "ETC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579140000000,
"first_datapoint_time": 1580378400000,
"last_datapoint_time": 1759204800000,
"evaluation_time": 1759208136315,
"expiration_time": 1765684800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 173,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 132,
"offset": 0
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|