| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 775835.5954 | 590706.5474 | 185129.048 | 7152614.3768 | 7957659.209 | -805044.8322 |
| Total P&L (%) | 775.8356 | 590.7065 | 185.129 | 7152.6144 | 7957.6592 | -805.0448 |
| Avg Daily Profit (%) | 0.3724 | 0.2835 | 0.0889 | 0.2058 | 0.2109 | 0 |
| Buy And Hold Return (%) | 65.418 | 65.418 | 65.418 | 65.418 | 65.418 | 65.418 |
| Max Trade Drawdown | -126028 | -72275 | -87553 | -13084735 | -5030011 | -10053027 |
| Profit Factor | 1.5672 | 1.8631 | 1.2709 | 1.0863 | 1.201 | 0.9814 |
| Total Trades | 620 | 310 | 310 | 620 | 310 | 310 |
| Winning Trades | 197 | 97 | 100 | 197 | 97 | 100 |
| Losing Trades | 423 | 213 | 210 | 423 | 213 | 210 |
| Profitability (%) | 31.7742 | 31.2903 | 32.2581 | 31.7742 | 31.2903 | 32.2581 |
| Ratio Avg Win / Avg Loss | 3.3651 | 4.0911 | 2.6688 | 2.3324 | 2.6373 | 2.061 |
| Largest Winning Trade | 238625 | 238625 | 51990 | 4882798 | 4882798 | 2227019 |
| Largest Losing Trade | -29568 | -15507 | -29568 | -3541656 | -1450666 | -3541656 |
| Avg Bars in Trades | 39 | 41 | 38 | 39 | 41 | 38 |
| Avg Bars in Winners | 85 | 86 | 85 | 85 | 86 | 85 |
| Avg Bars in Losers | 18 | 20 | 16 | 18 | 20 | 16 |
| Bars Traded | 24705 | 12759 | 11946 | 24705 | 12759 | 11946 |
| Profit Streak | 28.4823 | 29.649 | 28.4823 | 28.4823 | 29.649 | 28.4823 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 341949 | 238232 | -81862 | -119289 | 109827 | -583293 |
{
"trading_pair": "ETC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579442400000,
"first_datapoint_time": 1580904000000,
"last_datapoint_time": 1759507200000,
"evaluation_time": 1759512874612,
"expiration_time": 1765987200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 187,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 204,
"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": [
[
775835.5954087004,
590706.547368604,
185129.0480400962,
7152614.376835553,
7957659.208996569,
-805044.8321610079
],
[
775.835595,
590.706547,
185.129048,
7152.614377,
7957.659209,
-805.044832
],
[
0.372402,
0.28354,
0.088862,
0.205841,
0.210904,
0
],
[
65.418045,
65.418045,
65.418045,
65.418045,
65.418045,
65.418045
],
[
-126028,
-72275,
-87553,
-13084735,
-5030011,
-10053027
],
[
1.567181,
1.863086,
1.270867,
1.086254,
1.201009,
0.981423
],
[
620,
310,
310,
620,
310,
310
],
[
197,
97,
100,
197,
97,
100
],
[
423,
213,
210,
423,
213,
210
],
[
31.774194,
31.290323,
32.258065,
31.774194,
31.290323,
32.258065
],
[
3.365064,
4.091107,
2.668821,
2.332414,
2.637268,
2.060989
],
[
238625,
238625,
51990,
4882798,
4882798,
2227019
],
[
-29568,
-15507,
-29568,
-3541656,
-1450666,
-3541656
],
[
39,
41,
38,
39,
41,
38
],
[
85,
86,
85,
85,
86,
85
],
[
18,
20,
16,
18,
20,
16
],
[
24705,
12759,
11946,
24705,
12759,
11946
],
[
28.482345,
29.649012,
28.482345,
28.482345,
29.649012,
28.482345
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
341949,
238232,
-81862,
-119289,
109827,
-583293
]
]
}
{
"trading_pair": "ETC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579442400000,
"first_datapoint_time": 1580904000000,
"last_datapoint_time": 1759507200000,
"evaluation_time": 1759512874612,
"expiration_time": 1765987200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 187,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 204,
"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) |
|---|