| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 267457.2677 | 353642.9418 | -86185.6741 | -71621.5585 | 155104.0853 | -226725.6438 |
| Total P&L (%) | 267.4573 | 353.6429 | -86.1857 | -71.6216 | 155.1041 | -226.7256 |
| Avg Daily Profit (%) | 0.1284 | 0.1697 | -0.0414 | -0.0604 | 0.045 | 0 |
| Buy And Hold Return (%) | 73.9534 | 73.9534 | 73.9534 | 73.9534 | 73.9534 | 73.9534 |
| Max Trade Drawdown | -238444 | -105004 | -170416 | -651970 | -334738 | -567655 |
| Profit Factor | 1.1153 | 1.3176 | 0.9285 | 0.986 | 1.0636 | 0.9158 |
| Total Trades | 1038 | 519 | 519 | 1038 | 519 | 519 |
| Winning Trades | 481 | 237 | 244 | 481 | 237 | 244 |
| Losing Trades | 557 | 282 | 275 | 557 | 282 | 275 |
| Profitability (%) | 46.3391 | 45.6647 | 47.0135 | 46.3391 | 45.6647 | 47.0135 |
| Ratio Avg Win / Avg Loss | 1.2916 | 1.5678 | 1.0465 | 1.1418 | 1.2655 | 1.0321 |
| Largest Winning Trade | 254472 | 254472 | 39283 | 236949 | 236949 | 149114 |
| Largest Losing Trade | -29841 | -24054 | -29841 | -154561 | -110275 | -154561 |
| Avg Bars in Trades | 23 | 23 | 24 | 23 | 23 | 24 |
| Avg Bars in Winners | 26 | 24 | 28 | 26 | 24 | 28 |
| Avg Bars in Losers | 21 | 22 | 20 | 21 | 22 | 20 |
| Bars Traded | 24753 | 12134 | 12619 | 24753 | 12134 | 12619 |
| Profit Streak | 0 | 5.149 | 0 | 0 | 5.149 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -113248 | 309610 | -577838 | -574504 | -288251 | -577838 |
{
"trading_pair": "ETC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579442400000,
"first_datapoint_time": 1580853600000,
"last_datapoint_time": 1759507200000,
"evaluation_time": 1759512875073,
"expiration_time": 1765987200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 197,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
267457.2677323472,
353642.941791408,
-86185.6740590613,
-71621.5584927302,
155104.0853353571,
-226725.643828088
],
[
267.457268,
353.642942,
-86.185674,
-71.621558,
155.104085,
-226.725644
],
[
0.12838,
0.169749,
-0.041369,
-0.06044,
0.044962,
0
],
[
73.953431,
73.953431,
73.953431,
73.953431,
73.953431,
73.953431
],
[
-238444,
-105004,
-170416,
-651970,
-334738,
-567655
],
[
1.115334,
1.317612,
0.928508,
0.986046,
1.063555,
0.915789
],
[
1038,
519,
519,
1038,
519,
519
],
[
481,
237,
244,
481,
237,
244
],
[
557,
282,
275,
557,
282,
275
],
[
46.339114,
45.66474,
47.013487,
46.339114,
45.66474,
47.013487
],
[
1.291561,
1.567791,
1.046475,
1.141846,
1.265496,
1.03214
],
[
254472,
254472,
39283,
236949,
236949,
149114
],
[
-29841,
-24054,
-29841,
-154561,
-110275,
-154561
],
[
23,
23,
24,
23,
23,
24
],
[
26,
24,
28,
26,
24,
28
],
[
21,
22,
20,
21,
22,
20
],
[
24753,
12134,
12619,
24753,
12134,
12619
],
[
0,
5.149017,
0,
0,
5.149017,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-113248,
309610,
-577838,
-574504,
-288251,
-577838
]
]
}
{
"trading_pair": "ETC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579442400000,
"first_datapoint_time": 1580853600000,
"last_datapoint_time": 1759507200000,
"evaluation_time": 1759512875073,
"expiration_time": 1765987200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 197,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|