| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 763965.8653 | 708414.4942 | 55551.3711 | 1305491.6746 | 939714.2644 | 365777.4102 |
| Total P&L (%) | 763.9659 | 708.4145 | 55.5514 | 1305.4917 | 939.7143 | 365.7774 |
| Avg Daily Profit (%) | 0.3054 | 0.2832 | 0.0222 | 0.1057 | 0.0937 | 0.0615 |
| Buy And Hold Return (%) | 249.3964 | 249.3964 | 249.3964 | 249.3964 | 249.3964 | 249.3964 |
| Max Trade Drawdown | -121484 | -70332 | -61380 | -568307 | -392923 | -398567 |
| Profit Factor | 2.4089 | 3.6857 | 1.1995 | 1.5289 | 1.8041 | 1.2814 |
| Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
| Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
| Losing Trades | 49 | 28 | 21 | 49 | 28 | 21 |
| Profitability (%) | 47.3118 | 40.4255 | 54.3478 | 47.3118 | 40.4255 | 54.3478 |
| Ratio Avg Win / Avg Loss | 2.6826 | 5.4315 | 1.0076 | 1.7026 | 2.6587 | 1.0764 |
| Largest Winning Trade | 448397 | 448397 | 54865 | 447041 | 447041 | 353814 |
| Largest Losing Trade | -30568 | -29679 | -30568 | -224554 | -152925 | -224554 |
| Avg Bars in Trades | 79 | 83 | 74 | 79 | 83 | 74 |
| Avg Bars in Winners | 101 | 120 | 86 | 101 | 120 | 86 |
| Avg Bars in Losers | 59 | 58 | 61 | 59 | 58 | 61 |
| Bars Traded | 7364 | 3919 | 3443 | 7364 | 3919 | 3443 |
| Profit Streak | 0 | 0 | 34.4293 | 0 | 0 | 34.4293 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 348330 | 312657 | -328884 | -50811 | -70164 | -130217 |
{
"trading_pair": "ETC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7504,
"evaluation_days": 2501.33,
"actual_first_datapoint_time": 1542758400000,
"first_datapoint_time": 1546012800000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758853095612,
"expiration_time": 1765328256000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 178,
"offset": 0,
"std": 3.1488
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 72,
"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": [
[
763965.865298865,
708414.4941950196,
55551.3711038452,
1305491.6745514998,
939714.2643978939,
365777.4101536066
],
[
763.965865,
708.414494,
55.551371,
1305.491675,
939.714264,
365.77741
],
[
0.305424,
0.283215,
0.022209,
0.105719,
0.093655,
0.061528
],
[
249.396427,
249.396427,
249.396427,
249.396427,
249.396427,
249.396427
],
[
-121484,
-70332,
-61380,
-568307,
-392923,
-398567
],
[
2.408884,
3.685655,
1.199487,
1.528906,
1.804145,
1.281432
],
[
93,
47,
46,
93,
47,
46
],
[
44,
19,
25,
44,
19,
25
],
[
49,
28,
21,
49,
28,
21
],
[
47.311828,
40.425532,
54.347826,
47.311828,
40.425532,
54.347826
],
[
2.682621,
5.431491,
1.007569,
1.702645,
2.65874,
1.076403
],
[
448397,
448397,
54865,
447041,
447041,
353814
],
[
-30568,
-29679,
-30568,
-224554,
-152925,
-224554
],
[
79,
83,
74,
79,
83,
74
],
[
101,
120,
86,
101,
120,
86
],
[
59,
58,
61,
59,
58,
61
],
[
7364,
3919,
3443,
7364,
3919,
3443
],
[
0,
0,
34.429347,
0,
0,
34.429347
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
348330,
312657,
-328884,
-50811,
-70164,
-130217
]
]
}
{
"trading_pair": "ETC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7504,
"evaluation_days": 2501.33,
"actual_first_datapoint_time": 1542758400000,
"first_datapoint_time": 1546012800000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758853095612,
"expiration_time": 1765328256000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 178,
"offset": 0,
"std": 3.1488
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 72,
"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) |
|---|