| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 513193.7216 | 491190.4987 | 22003.223 | 55921.0478 | 694004.3362 | -638083.2884 |
| Total P&L (%) | 513.1937 | 491.1905 | 22.0032 | 55.921 | 694.0043 | -638.0833 |
| Avg Daily Profit (%) | 0.2463 | 0.2358 | 0.0106 | 0.0213 | 0.0995 | 0 |
| Buy And Hold Return (%) | 74.2914 | 74.2914 | 74.2914 | 74.2914 | 74.2914 | 74.2914 |
| Max Trade Drawdown | -129734 | -80072 | -118802 | -820811 | -233144 | -778386 |
| Profit Factor | 1.4392 | 1.8876 | 1.0358 | 1.0138 | 1.4235 | 0.7342 |
| Total Trades | 272 | 136 | 136 | 272 | 136 | 136 |
| Winning Trades | 132 | 59 | 73 | 132 | 59 | 73 |
| Losing Trades | 140 | 77 | 63 | 140 | 77 | 63 |
| Profitability (%) | 48.5294 | 43.3824 | 53.6765 | 48.5294 | 43.3824 | 53.6765 |
| Ratio Avg Win / Avg Loss | 1.5264 | 2.4635 | 0.8939 | 1.0753 | 1.8578 | 0.6337 |
| Largest Winning Trade | 248121 | 248121 | 42098 | 391644 | 391644 | 113321 |
| Largest Losing Trade | -74171 | -39946 | -74171 | -647594 | -233144 | -647594 |
| Avg Bars in Trades | 90 | 98 | 81 | 90 | 98 | 81 |
| Avg Bars in Winners | 111 | 127 | 98 | 111 | 127 | 98 |
| Avg Bars in Losers | 69 | 76 | 61 | 69 | 76 | 61 |
| Bars Traded | 24514 | 13405 | 11109 | 24514 | 13405 | 11109 |
| Profit Streak | 12.1756 | 0 | 42.5923 | 12.1756 | 0 | 42.5923 |
| Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 428027 | 305428 | -525638 | -533981 | -60537 | -579072 |
{
"trading_pair": "ETC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579485600000,
"first_datapoint_time": 1580803200000,
"last_datapoint_time": 1759550400000,
"evaluation_time": 1759558374669,
"expiration_time": 1766030400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 184,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 43,
"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": [
[
513193.7216484169,
491190.4986951993,
22003.2229532181,
55921.0477596312,
694004.3361878787,
-638083.2884282477
],
[
513.193722,
491.190499,
22.003223,
55.921048,
694.004336,
-638.083288
],
[
0.246333,
0.235772,
0.010562,
0.021323,
0.099502,
0
],
[
74.29136,
74.29136,
74.29136,
74.29136,
74.29136,
74.29136
],
[
-129734,
-80072,
-118802,
-820811,
-233144,
-778386
],
[
1.439217,
1.887635,
1.035774,
1.013843,
1.423492,
0.734238
],
[
272,
136,
136,
272,
136,
136
],
[
132,
59,
73,
132,
59,
73
],
[
140,
77,
63,
140,
77,
63
],
[
48.529412,
43.382353,
53.676471,
48.529412,
43.382353,
53.676471
],
[
1.526442,
2.463523,
0.893887,
1.075288,
1.857777,
0.633658
],
[
248121,
248121,
42098,
391644,
391644,
113321
],
[
-74171,
-39946,
-74171,
-647594,
-233144,
-647594
],
[
90,
98,
81,
90,
98,
81
],
[
111,
127,
98,
111,
127,
98
],
[
69,
76,
61,
69,
76,
61
],
[
24514,
13405,
11109,
24514,
13405,
11109
],
[
12.175633,
0,
42.592299,
12.175633,
0,
42.592299
],
[
1,
0,
3,
1,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
428027,
305428,
-525638,
-533981,
-60537,
-579072
]
]
}
{
"trading_pair": "ETC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579485600000,
"first_datapoint_time": 1580803200000,
"last_datapoint_time": 1759550400000,
"evaluation_time": 1759558374669,
"expiration_time": 1766030400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 184,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 43,
"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) |
|---|