| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 706751.2342 | 717198.2608 | -10447.0266 | 237154.0246 | 407132.4708 | -169978.4462 |
| Total P&L (%) | 706.7512 | 717.1983 | -10.447 | 237.154 | 407.1325 | -169.9784 |
| Avg Daily Profit (%) | 0.3394 | 0.3444 | -0.005 | 0.0584 | 0.078 | 0 |
| Buy And Hold Return (%) | 140.3974 | 140.3974 | 140.3974 | 140.3974 | 140.3974 | 140.3974 |
| Max Trade Drawdown | -165664 | -154938 | -21343 | -1871353 | -1704801 | -206201 |
| Profit Factor | 2.9226 | 3.2129 | 0.7598 | 1.0857 | 1.1669 | 0.4794 |
| Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
| Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
| Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
| Profitability (%) | 45.7627 | 41.3793 | 50 | 45.7627 | 41.3793 | 50 |
| Ratio Avg Win / Avg Loss | 3.4639 | 4.5516 | 0.7598 | 1.2868 | 1.6531 | 0.4794 |
| Largest Winning Trade | 531921 | 531921 | 7307 | 1447895 | 1447895 | 38676 |
| Largest Losing Trade | -58351 | -58351 | -8631 | -902123 | -902123 | -179778 |
| Avg Bars in Trades | 361 | 728 | 6 | 361 | 728 | 6 |
| Avg Bars in Winners | 216 | 478 | 6 | 216 | 478 | 6 |
| Avg Bars in Losers | 483 | 905 | 6 | 483 | 905 | 6 |
| Bars Traded | 21322 | 21138 | 184 | 21322 | 21138 | 184 |
| Profit Streak | 44.1956 | 0 | 64.1123 | 44.1956 | 0 | 64.1123 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -167094 | 386785 | -579988 | -430752 | -131287 | -579988 |
{
"trading_pair": "ETC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579183200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758789700882,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 42,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 64,
"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": [
[
706751.2341728399,
717198.260751666,
-10447.0265788262,
237154.0245750729,
407132.4708186491,
-169978.4462435756
],
[
706.751234,
717.198261,
-10.447027,
237.154025,
407.132471,
-169.978446
],
[
0.339376,
0.344393,
-0.005017,
0.058378,
0.077994,
0
],
[
140.39741,
140.39741,
140.39741,
140.39741,
140.39741,
140.39741
],
[
-165664,
-154938,
-21343,
-1871353,
-1704801,
-206201
],
[
2.922639,
3.212877,
0.759795,
1.085726,
1.166864,
0.479397
],
[
59,
29,
30,
59,
29,
30
],
[
27,
12,
15,
27,
12,
15
],
[
32,
17,
15,
32,
17,
15
],
[
45.762712,
41.37931,
50,
45.762712,
41.37931,
50
],
[
3.463869,
4.551576,
0.759795,
1.286787,
1.653058,
0.479397
],
[
531921,
531921,
7307,
1447895,
1447895,
38676
],
[
-58351,
-58351,
-8631,
-902123,
-902123,
-179778
],
[
361,
728,
6,
361,
728,
6
],
[
216,
478,
6,
216,
478,
6
],
[
483,
905,
6,
483,
905,
6
],
[
21322,
21138,
184,
21322,
21138,
184
],
[
44.195612,
0,
64.112279,
44.195612,
0,
64.112279
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-167094,
386785,
-579988,
-430752,
-131287,
-579988
]
]
}
{
"trading_pair": "ETC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579183200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758789700882,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 42,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 64,
"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) |
|---|