| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 467408.1369 | 492007.1349 | -24598.998 | -15489.6013 | 173593.0361 | -189082.6374 |
| Total P&L (%) | 467.4081 | 492.0071 | -24.599 | -15.4896 | 173.593 | -189.0826 |
| Avg Daily Profit (%) | 0.2244 | 0.2362 | -0.0118 | -0.0081 | 0.0483 | 0 |
| Buy And Hold Return (%) | 56.5885 | 56.5885 | 56.5885 | 56.5885 | 56.5885 | 56.5885 |
| Max Trade Drawdown | -138536 | -104598 | -118141 | -435981 | -233889 | -269070 |
| Profit Factor | 2.0263 | 3.6017 | 0.9076 | 0.9809 | 1.5581 | 0.623 |
| Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
| Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
| Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
| Profitability (%) | 46.5517 | 44.8276 | 48.2759 | 46.5517 | 44.8276 | 48.2759 |
| Ratio Avg Win / Avg Loss | 2.3265 | 4.4329 | 0.9725 | 1.1263 | 1.9177 | 0.6675 |
| Largest Winning Trade | 480644 | 480644 | 37646 | 353338 | 353338 | 100465 |
| Largest Losing Trade | -72735 | -24976 | -72735 | -234320 | -66198 | -234320 |
| Avg Bars in Trades | 418 | 375 | 461 | 418 | 375 | 461 |
| Avg Bars in Winners | 588 | 505 | 664 | 588 | 505 | 664 |
| Avg Bars in Losers | 270 | 270 | 271 | 270 | 270 | 271 |
| Bars Traded | 24279 | 10901 | 13378 | 24279 | 10901 | 13378 |
| Profit Streak | 87.351 | 339.601 | 0 | 87.351 | 339.601 | 0 |
| Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -168602 | 503175 | -581503 | -759393 | -129378 | -581503 |
{
"trading_pair": "ETC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1580047200000,
"first_datapoint_time": 1581523200000,
"last_datapoint_time": 1760112000000,
"evaluation_time": 1760113529163,
"expiration_time": 1766592000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 206,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 197,
"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": [
[
467408.1369183819,
492007.1348978534,
-24598.9979794714,
-15489.6012896238,
173593.0361472808,
-189082.6374369044
],
[
467.408137,
492.007135,
-24.598998,
-15.489601,
173.593036,
-189.082637
],
[
0.224356,
0.236164,
-0.011808,
-0.008078,
0.048322,
0
],
[
56.588496,
56.588496,
56.588496,
56.588496,
56.588496,
56.588496
],
[
-138536,
-104598,
-118141,
-435981,
-233889,
-269070
],
[
2.026287,
3.601715,
0.907636,
0.980938,
1.558138,
0.623021
],
[
58,
29,
29,
58,
29,
29
],
[
27,
13,
14,
27,
13,
14
],
[
31,
16,
15,
31,
16,
15
],
[
46.551724,
44.827586,
48.275862,
46.551724,
44.827586,
48.275862
],
[
2.326478,
4.43288,
0.972467,
1.126262,
1.917708,
0.667522
],
[
480644,
480644,
37646,
353338,
353338,
100465
],
[
-72735,
-24976,
-72735,
-234320,
-66198,
-234320
],
[
418,
375,
461,
418,
375,
461
],
[
588,
505,
664,
588,
505,
664
],
[
270,
270,
271,
270,
270,
271
],
[
24279,
10901,
13378,
24279,
10901,
13378
],
[
87.351032,
339.601032,
0,
87.351032,
339.601032,
0
],
[
1,
3,
0,
1,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-168602,
503175,
-581503,
-759393,
-129378,
-581503
]
]
}
{
"trading_pair": "ETC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1580047200000,
"first_datapoint_time": 1581523200000,
"last_datapoint_time": 1760112000000,
"evaluation_time": 1760113529163,
"expiration_time": 1766592000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 206,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 197,
"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) |
|---|