| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 184675.4979 | 122423.6482 | 62251.8498 | 211983.1006 | 174974.0809 | 37009.0197 |
| Total P&L (%) | 184.6755 | 122.4236 | 62.2519 | 211.9831 | 174.9741 | 37.009 |
| Avg Daily Profit (%) | 0.1773 | 0.1175 | 0.0598 | 0.1093 | 0.0972 | 0.0302 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -60060 | -41151 | -52033 | -199745 | -119406 | -155649 |
| Profit Factor | 1.6453 | 2.002 | 1.3796 | 1.3108 | 1.6504 | 1.0896 |
| Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
| Winning Trades | 84 | 39 | 45 | 84 | 39 | 45 |
| Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
| Profitability (%) | 73.0435 | 68.4211 | 77.5862 | 73.0435 | 68.4211 | 77.5862 |
| Ratio Avg Win / Avg Loss | 0.6072 | 0.924 | 0.3986 | 0.4837 | 0.7617 | 0.3148 |
| Largest Winning Trade | 53788 | 53788 | 19967 | 77937 | 77937 | 44494 |
| Largest Losing Trade | -51862 | -24443 | -51862 | -155374 | -79396 | -155374 |
| Avg Bars in Trades | 212 | 242 | 183 | 212 | 242 | 183 |
| Avg Bars in Winners | 125 | 134 | 117 | 125 | 134 | 117 |
| Avg Bars in Losers | 449 | 477 | 411 | 449 | 477 | 411 |
| Bars Traded | 24477 | 13836 | 10641 | 24477 | 13836 | 10641 |
| Profit Streak | 17.3986 | 0 | 60.607 | 17.3986 | 0 | 60.607 |
| Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 428528 | -212746 | -289765 | -44469 | -240591 | -453653 |
{
"trading_pair": "ETC_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669158000000,
"first_datapoint_time": 1669813200000,
"last_datapoint_time": 1759158000000,
"evaluation_time": 1759160041382,
"expiration_time": 1765638000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 68,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 183,
"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": [
[
184675.497920886,
122423.6481518763,
62251.8497690097,
211983.1005723235,
174974.0808692052,
37009.0197031184
],
[
184.675498,
122.423648,
62.25185,
211.983101,
174.974081,
37.00902
],
[
0.177288,
0.117526,
0.059762,
0.109286,
0.097151,
0.030233
],
[
10,
10,
10,
10,
10,
10
],
[
-60060,
-41151,
-52033,
-199745,
-119406,
-155649
],
[
1.645344,
2.002007,
1.379613,
1.310778,
1.650385,
1.089594
],
[
115,
57,
58,
115,
57,
58
],
[
84,
39,
45,
84,
39,
45
],
[
31,
18,
13,
31,
18,
13
],
[
73.043478,
68.421053,
77.586207,
73.043478,
68.421053,
77.586207
],
[
0.60721,
0.924003,
0.398555,
0.48374,
0.761716,
0.314772
],
[
53788,
53788,
19967,
77937,
77937,
44494
],
[
-51862,
-24443,
-51862,
-155374,
-79396,
-155374
],
[
212,
242,
183,
212,
242,
183
],
[
125,
134,
117,
125,
134,
117
],
[
449,
477,
411,
449,
477,
411
],
[
24477,
13836,
10641,
24477,
13836,
10641
],
[
17.398627,
0,
60.60696,
17.398627,
0,
60.60696
],
[
1,
0,
4,
1,
0,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
428528,
-212746,
-289765,
-44469,
-240591,
-453653
]
]
}
{
"trading_pair": "ETC_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669158000000,
"first_datapoint_time": 1669813200000,
"last_datapoint_time": 1759158000000,
"evaluation_time": 1759160041382,
"expiration_time": 1765638000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 68,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 183,
"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) |
|---|