Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 888925.0825 | 934492.5063 | -45567.4238 | 118186.3053 | -84266.6027 | 202452.908 |
Total P&L (%) | 888.9251 | 934.4925 | -45.5674 | 118.1863 | -84.2666 | 202.4529 |
Avg Daily Profit (%) | 0.3554 | 0.3736 | -0.0182 | 0.0312 | -0.0739 | 0.0443 |
Buy And Hold Return (%) | 318.7791 | 318.7791 | 318.7791 | 318.7791 | 318.7791 | 318.7791 |
Max Trade Drawdown | -253493 | -132553 | -128084 | -4493558 | -3520519 | -1048585 |
Profit Factor | 2.325 | 3.3213 | 0.8302 | 1.0142 | 0.9858 | 1.0835 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Losing Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Profitability (%) | 45.9184 | 51.0204 | 40.8163 | 45.9184 | 51.0204 | 40.8163 |
Ratio Avg Win / Avg Loss | 2.7383 | 3.1884 | 1.2038 | 1.1945 | 0.9463 | 1.5711 |
Largest Winning Trade | 843406 | 843406 | 31916 | 2675495 | 2675495 | 798045 |
Largest Losing Trade | -43909 | -43909 | -27298 | -1226119 | -1226119 | -391983 |
Avg Bars in Trades | 73 | 104 | 43 | 73 | 104 | 43 |
Avg Bars in Winners | 94 | 118 | 65 | 94 | 118 | 65 |
Avg Bars in Losers | 55 | 89 | 27 | 55 | 89 | 27 |
Bars Traded | 7229 | 5116 | 2113 | 7229 | 5116 | 2113 |
Profit Streak | 70.4293 | 172.4293 | 70.4293 | 70.4293 | 172.4293 | 70.4293 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364888 | 500278 | -582028 | -522299 | -579580 | -430028 |
{ "trading_pair": "ETC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7504, "evaluation_days": 2501.33, "actual_first_datapoint_time": 1542758400000, "first_datapoint_time": 1548403200000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758853094517, "expiration_time": 1765328256000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 192, "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": [ [ 888925.0825244486, 934492.5063317025, -45567.4238072537, 118186.3053303243, -84266.6026620904, 202452.9079924157 ], [ 888.925083, 934.492506, -45.567424, 118.186305, -84.266603, 202.452908 ], [ 0.355381, 0.373598, -0.018217, 0.031195, -0.073909, 0.044256 ], [ 318.779082, 318.779082, 318.779082, 318.779082, 318.779082, 318.779082 ], [ -253493, -132553, -128084, -4493558, -3520519, -1048585 ], [ 2.324981, 3.3213, 0.830177, 1.014161, 0.98577, 1.083528 ], [ 98, 49, 49, 98, 49, 49 ], [ 45, 25, 20, 45, 25, 20 ], [ 53, 24, 29, 53, 24, 29 ], [ 45.918367, 51.020408, 40.816327, 45.918367, 51.020408, 40.816327 ], [ 2.738311, 3.188448, 1.203757, 1.194457, 0.94634, 1.571116 ], [ 843406, 843406, 31916, 2675495, 2675495, 798045 ], [ -43909, -43909, -27298, -1226119, -1226119, -391983 ], [ 73, 104, 43, 73, 104, 43 ], [ 94, 118, 65, 94, 118, 65 ], [ 55, 89, 27, 55, 89, 27 ], [ 7229, 5116, 2113, 7229, 5116, 2113 ], [ 70.429335, 172.429335, 70.429335, 70.429335, 172.429335, 70.429335 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 364888, 500278, -582028, -522299, -579580, -430028 ] ] }
{ "trading_pair": "ETC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7504, "evaluation_days": 2501.33, "actual_first_datapoint_time": 1542758400000, "first_datapoint_time": 1548403200000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758853094517, "expiration_time": 1765328256000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 192, "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) |
---|