| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1011775.8822 | 846434.483 | 165341.3992 | 9938720.6565 | 3604497.0432 | 6334223.6133 |
| Total P&L (%) | 1011.7759 | 846.4345 | 165.3414 | 9938.7207 | 3604.497 | 6334.2236 |
| Avg Daily Profit (%) | 0.4045 | 0.3384 | 0.0661 | 0.1845 | 0.1445 | 0.1666 |
| Buy And Hold Return (%) | 374.6318 | 374.6318 | 374.6318 | 374.6318 | 374.6318 | 374.6318 |
| Max Trade Drawdown | -89492 | -45117 | -57689 | -9980475 | -5706002 | -6538489 |
| Profit Factor | 3.6237 | 5.1866 | 1.9013 | 1.4193 | 1.2515 | 1.6757 |
| Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
| Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
| Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
| Profitability (%) | 57.1429 | 52.6316 | 61.5385 | 57.1429 | 52.6316 | 61.5385 |
| Ratio Avg Win / Avg Loss | 2.7178 | 4.6679 | 1.1883 | 1.0645 | 1.1264 | 1.0473 |
| Largest Winning Trade | 499323 | 499323 | 58297 | 4313522 | 4313522 | 3266338 |
| Largest Losing Trade | -40105 | -33401 | -40105 | -3266773 | -3069319 | -3266773 |
| Avg Bars in Trades | 91 | 122 | 60 | 91 | 122 | 60 |
| Avg Bars in Winners | 104 | 137 | 77 | 104 | 137 | 77 |
| Avg Bars in Losers | 72 | 105 | 33 | 72 | 105 | 33 |
| Bars Traded | 7016 | 4655 | 2361 | 7016 | 4655 | 2361 |
| Profit Streak | 33.5478 | 0 | 326.8812 | 33.5478 | 0 | 326.8812 |
| Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -31338 | 444499 | -265057 | -35814 | 16617 | 457114 |
{
"trading_pair": "ETC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7503,
"evaluation_days": 2501,
"actual_first_datapoint_time": 1543276800000,
"first_datapoint_time": 1550246400000,
"last_datapoint_time": 1759334400000,
"evaluation_time": 1759352932570,
"expiration_time": 1765816992000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 154,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 243,
"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": [
[
1011775.8821506256,
846434.4829564743,
165341.3991941508,
9938720.656492475,
3604497.0432130704,
6334223.613279409
],
[
1011.775882,
846.434483,
165.341399,
9938.720656,
3604.497043,
6334.223613
],
[
0.404549,
0.338438,
0.06611,
0.184458,
0.144532,
0.166641
],
[
374.631751,
374.631751,
374.631751,
374.631751,
374.631751,
374.631751
],
[
-89492,
-45117,
-57689,
-9980475,
-5706002,
-6538489
],
[
3.623692,
5.186556,
1.901281,
1.419289,
1.251539,
1.675727
],
[
77,
38,
39,
77,
38,
39
],
[
44,
20,
24,
44,
20,
24
],
[
33,
18,
15,
33,
18,
15
],
[
57.142857,
52.631579,
61.538462,
57.142857,
52.631579,
61.538462
],
[
2.717769,
4.667901,
1.188301,
1.064467,
1.126385,
1.047329
],
[
499323,
499323,
58297,
4313522,
4313522,
3266338
],
[
-40105,
-33401,
-40105,
-3266773,
-3069319,
-3266773
],
[
91,
122,
60,
91,
122,
60
],
[
104,
137,
77,
104,
137,
77
],
[
72,
105,
33,
72,
105,
33
],
[
7016,
4655,
2361,
7016,
4655,
2361
],
[
33.547831,
0,
326.881164,
33.547831,
0,
326.881164
],
[
1,
0,
4,
1,
0,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-31338,
444499,
-265057,
-35814,
16617,
457114
]
]
}
{
"trading_pair": "ETC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7503,
"evaluation_days": 2501,
"actual_first_datapoint_time": 1543276800000,
"first_datapoint_time": 1550246400000,
"last_datapoint_time": 1759334400000,
"evaluation_time": 1759352932570,
"expiration_time": 1765816992000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 154,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 243,
"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) |
|---|