| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 926699.8005 | 885619.9718 | 41079.8286 | 1173095.6784 | 187401.1758 | 985694.5026 |
| Total P&L (%) | 926.6998 | 885.62 | 41.0798 | 1173.0957 | 187.4012 | 985.6945 |
| Avg Daily Profit (%) | 0.3701 | 0.3537 | 0.0164 | 0.1017 | 0.0422 | 0.0953 |
| Buy And Hold Return (%) | 351.5155 | 351.5155 | 351.5155 | 351.5155 | 351.5155 | 351.5155 |
| Max Trade Drawdown | -184944 | -87567 | -110316 | -8265257 | -5053605 | -4338295 |
| Profit Factor | 2.3211 | 3.8368 | 1.1055 | 1.0491 | 1.0136 | 1.0974 |
| Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
| Winning Trades | 45 | 25 | 20 | 45 | 25 | 20 |
| Losing Trades | 50 | 22 | 28 | 50 | 22 | 28 |
| Profitability (%) | 47.3684 | 53.1915 | 41.6667 | 47.3684 | 53.1915 | 41.6667 |
| Ratio Avg Win / Avg Loss | 2.579 | 3.3763 | 1.5477 | 1.1657 | 0.892 | 1.5364 |
| Largest Winning Trade | 509211 | 509211 | 57297 | 4061823 | 4061823 | 1754547 |
| Largest Losing Trade | -41822 | -35206 | -41822 | -2541789 | -2541789 | -1744000 |
| Avg Bars in Trades | 75 | 79 | 71 | 75 | 79 | 71 |
| Avg Bars in Winners | 97 | 93 | 102 | 97 | 93 | 102 |
| Avg Bars in Losers | 55 | 63 | 49 | 55 | 63 | 49 |
| Bars Traded | 7192 | 3745 | 3447 | 7192 | 3745 | 3447 |
| Profit Streak | 19.9026 | 180.9026 | 19.9026 | 19.9026 | 180.9026 | 19.9026 |
| Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 387780 | 525830 | -442638 | -225881 | -507731 | -183472 |
{
"trading_pair": "ETC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7512,
"evaluation_days": 2504,
"actual_first_datapoint_time": 1543276800000,
"first_datapoint_time": 1550476800000,
"last_datapoint_time": 1759593600000,
"evaluation_time": 1759613988006,
"expiration_time": 1766083968000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 237,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 21,
"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": [
[
926699.8004700928,
885619.9718460025,
41079.82862409,
1173095.6784010108,
187401.1758470323,
985694.5025539787
],
[
926.6998,
885.619972,
41.079829,
1173.095678,
187.401176,
985.694503
],
[
0.370088,
0.353682,
0.016406,
0.101651,
0.04217,
0.095285
],
[
351.515503,
351.515503,
351.515503,
351.515503,
351.515503,
351.515503
],
[
-184944,
-87567,
-110316,
-8265257,
-5053605,
-4338295
],
[
2.321092,
3.836754,
1.10553,
1.049107,
1.013608,
1.097425
],
[
95,
47,
48,
95,
47,
48
],
[
45,
25,
20,
45,
25,
20
],
[
50,
22,
28,
50,
22,
28
],
[
47.368421,
53.191489,
41.666667,
47.368421,
53.191489,
41.666667
],
[
2.578991,
3.376344,
1.547742,
1.165675,
0.891975,
1.536396
],
[
509211,
509211,
57297,
4061823,
4061823,
1754547
],
[
-41822,
-35206,
-41822,
-2541789,
-2541789,
-1744000
],
[
75,
79,
71,
75,
79,
71
],
[
97,
93,
102,
97,
93,
102
],
[
55,
63,
49,
55,
63,
49
],
[
7192,
3745,
3447,
7192,
3745,
3447
],
[
19.902639,
180.902639,
19.902639,
19.902639,
180.902639,
19.902639
],
[
2,
3,
1,
2,
3,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
387780,
525830,
-442638,
-225881,
-507731,
-183472
]
]
}
{
"trading_pair": "ETC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7512,
"evaluation_days": 2504,
"actual_first_datapoint_time": 1543276800000,
"first_datapoint_time": 1550476800000,
"last_datapoint_time": 1759593600000,
"evaluation_time": 1759613988006,
"expiration_time": 1766083968000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 237,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 21,
"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) |
|---|