Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1289382.757 | 1232898.3724 | 56484.3846 | 1318804.6963 | 1023975.3677 | 294829.3286 |
Total P&L (%) | 1289.3828 | 1232.8984 | 56.4844 | 1318.8047 | 1023.9754 | 294.8293 |
Avg Daily Profit (%) | 0.5155 | 0.4929 | 0.0226 | 0.1061 | 0.0968 | 0.0549 |
Buy And Hold Return (%) | 426.3017 | 426.3017 | 426.3017 | 426.3017 | 426.3017 | 426.3017 |
Max Trade Drawdown | -100208 | -94183 | -40469 | -3883633 | -3499396 | -1072498 |
Profit Factor | 3.6094 | 4.9203 | 1.3144 | 1.1395 | 1.1542 | 1.1048 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 49.2537 | 51.5152 | 47.0588 | 49.2537 | 51.5152 | 47.0588 |
Ratio Avg Win / Avg Loss | 3.7187 | 4.6309 | 1.4787 | 1.174 | 1.0863 | 1.2429 |
Largest Winning Trade | 1068225 | 1068225 | 34225 | 4067798 | 4067798 | 913799 |
Largest Losing Trade | -48023 | -48023 | -21198 | -1267260 | -1267260 | -657234 |
Avg Bars in Trades | 105 | 159 | 53 | 105 | 159 | 53 |
Avg Bars in Winners | 116 | 155 | 75 | 116 | 155 | 75 |
Avg Bars in Losers | 94 | 163 | 33 | 94 | 163 | 33 |
Bars Traded | 7072 | 5266 | 1806 | 7072 | 5266 | 1806 |
Profit Streak | 103.8692 | 169.5358 | 103.8692 | 103.8692 | 169.5358 | 103.8692 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -105911 | 569636 | -328902 | -241353 | -117679 | -391246 |
{ "trading_pair": "ETC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7504, "evaluation_days": 2501.33, "actual_first_datapoint_time": 1543276800000, "first_datapoint_time": 1549468800000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759380696810, "expiration_time": 1765846656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 216, "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": [ [ 1289382.7570414338, 1232898.3724459184, 56484.3845955158, 1318804.6963031208, 1023975.3676828095, 294829.3286203117 ], [ 1289.382757, 1232.898372, 56.484385, 1318.804696, 1023.975368, 294.829329 ], [ 0.515479, 0.492897, 0.022582, 0.106096, 0.096774, 0.054917 ], [ 426.301736, 426.301736, 426.301736, 426.301736, 426.301736, 426.301736 ], [ -100208, -94183, -40469, -3883633, -3499396, -1072498 ], [ 3.609369, 4.920327, 1.314419, 1.139511, 1.154238, 1.104766 ], [ 67, 33, 34, 67, 33, 34 ], [ 33, 17, 16, 33, 17, 16 ], [ 34, 16, 18, 34, 16, 18 ], [ 49.253731, 51.515152, 47.058824, 49.253731, 51.515152, 47.058824 ], [ 3.718744, 4.630896, 1.478721, 1.174041, 1.086342, 1.242862 ], [ 1068225, 1068225, 34225, 4067798, 4067798, 913799 ], [ -48023, -48023, -21198, -1267260, -1267260, -657234 ], [ 105, 159, 53, 105, 159, 53 ], [ 116, 155, 75, 116, 155, 75 ], [ 94, 163, 33, 94, 163, 33 ], [ 7072, 5266, 1806, 7072, 5266, 1806 ], [ 103.869176, 169.535843, 103.869176, 103.869176, 169.535843, 103.869176 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -105911, 569636, -328902, -241353, -117679, -391246 ] ] }
{ "trading_pair": "ETC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7504, "evaluation_days": 2501.33, "actual_first_datapoint_time": 1543276800000, "first_datapoint_time": 1549468800000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759380696810, "expiration_time": 1765846656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 216, "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) |
---|