| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1434434.7567 | 1258366.2242 | 176068.5325 | 18077324.582 | 9659299.9716 | 8418024.6105 |
| Total P&L (%) | 1434.4348 | 1258.3662 | 176.0685 | 18077.3246 | 9659.3 | 8418.0246 |
| Avg Daily Profit (%) | 0.5722 | 0.5019 | 0.0702 | 0.2077 | 0.1829 | 0.1775 |
| Buy And Hold Return (%) | 375.344 | 375.344 | 375.344 | 375.344 | 375.344 | 375.344 |
| Max Trade Drawdown | -81485 | -73026 | -31429 | -12922980 | -11531461 | -4906905 |
| Profit Factor | 5.2216 | 6.5025 | 2.5849 | 1.4611 | 1.3534 | 1.7092 |
| Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
| Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
| Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
| Profitability (%) | 56.5217 | 50 | 62.8571 | 56.5217 | 50 | 62.8571 |
| Ratio Avg Win / Avg Loss | 4.0166 | 6.5025 | 1.5274 | 1.1239 | 1.3534 | 1.01 |
| Largest Winning Trade | 936364 | 936364 | 57430 | 7918434 | 7918434 | 2376550 |
| Largest Losing Trade | -29153 | -29153 | -18734 | -4632611 | -4632611 | -3055654 |
| Avg Bars in Trades | 68 | 106 | 31 | 68 | 106 | 31 |
| Avg Bars in Winners | 72 | 111 | 43 | 72 | 111 | 43 |
| Avg Bars in Losers | 63 | 102 | 11 | 63 | 102 | 11 |
| Bars Traded | 4732 | 3634 | 1098 | 4732 | 3634 | 1098 |
| Profit Streak | 175.192 | 181.692 | 175.192 | 175.192 | 181.692 | 175.192 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -86975 | 622907 | -257387 | -94598 | 333196 | 453576 |
{
"trading_pair": "ETC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5014,
"evaluation_days": 2507,
"actual_first_datapoint_time": 1543492800000,
"first_datapoint_time": 1550145600000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760070990447,
"expiration_time": 1766552544000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 155,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 136,
"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": [
[
1434434.7566574493,
1258366.2241823801,
176068.5324750689,
18077324.582035705,
9659299.971585242,
8418024.610450467
],
[
1434.434757,
1258.366224,
176.068532,
18077.324582,
9659.299972,
8418.02461
],
[
0.572172,
0.501941,
0.070231,
0.207745,
0.182888,
0.177452
],
[
375.343967,
375.343967,
375.343967,
375.343967,
375.343967,
375.343967
],
[
-81485,
-73026,
-31429,
-12922980,
-11531461,
-4906905
],
[
5.221591,
6.50245,
2.58487,
1.461111,
1.353373,
1.709229
],
[
69,
34,
35,
69,
34,
35
],
[
39,
17,
22,
39,
17,
22
],
[
30,
17,
13,
30,
17,
13
],
[
56.521739,
50,
62.857143,
56.521739,
50,
62.857143
],
[
4.016608,
6.50245,
1.527423,
1.123932,
1.353373,
1.009999
],
[
936364,
936364,
57430,
7918434,
7918434,
2376550
],
[
-29153,
-29153,
-18734,
-4632611,
-4632611,
-3055654
],
[
68,
106,
31,
68,
106,
31
],
[
72,
111,
43,
72,
111,
43
],
[
63,
102,
11,
63,
102,
11
],
[
4732,
3634,
1098,
4732,
3634,
1098
],
[
175.192019,
181.692019,
175.192019,
175.192019,
181.692019,
175.192019
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-86975,
622907,
-257387,
-94598,
333196,
453576
]
]
}
{
"trading_pair": "ETC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5014,
"evaluation_days": 2507,
"actual_first_datapoint_time": 1543492800000,
"first_datapoint_time": 1550145600000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760070990447,
"expiration_time": 1766552544000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 155,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 136,
"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) |
|---|