| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 583692.3554 | 596481.0176 | -12788.6622 | 178342.6855 | 653098.65 | -474755.9645 |
| Total P&L (%) | 583.6924 | 596.481 | -12.7887 | 178.3427 | 653.0987 | -474.756 |
| Avg Daily Profit (%) | 0.2335 | 0.2386 | -0.0051 | 0.041 | 0.0808 | 0 |
| Buy And Hold Return (%) | 302.8492 | 302.8492 | 302.8492 | 302.8492 | 302.8492 | 302.8492 |
| Max Trade Drawdown | -103353 | -55322 | -73319 | -817334 | -161654 | -766264 |
| Profit Factor | 2.0426 | 3.7716 | 0.9629 | 1.0928 | 2.3458 | 0.6695 |
| Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
| Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
| Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
| Profitability (%) | 51.2821 | 51.2821 | 51.2821 | 51.2821 | 51.2821 | 51.2821 |
| Ratio Avg Win / Avg Loss | 1.9404 | 3.5831 | 0.9147 | 1.0382 | 2.2286 | 0.636 |
| Largest Winning Trade | 401601 | 401601 | 56251 | 443767 | 443767 | 277665 |
| Largest Losing Trade | -72011 | -31341 | -72011 | -685909 | -108602 | -685909 |
| Avg Bars in Trades | 186 | 177 | 194 | 186 | 177 | 194 |
| Avg Bars in Winners | 216 | 196 | 236 | 216 | 196 | 236 |
| Avg Bars in Losers | 154 | 156 | 151 | 154 | 156 | 151 |
| Bars Traded | 14514 | 6913 | 7600 | 14514 | 6913 | 7600 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -33778 | 300842 | -580591 | -461036 | -85855 | -580591 |
{
"trading_pair": "ETC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 15000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1544299200000,
"first_datapoint_time": 1547697600000,
"last_datapoint_time": 1760356800000,
"evaluation_time": 1760367691664,
"expiration_time": 1766836800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 231,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 237,
"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": [
[
583692.3553742544,
596481.0175712024,
-12788.6621969477,
178342.6854891591,
653098.6499796939,
-474755.9644905349
],
[
583.692355,
596.481018,
-12.788662,
178.342685,
653.09865,
-474.755964
],
[
0.233477,
0.238592,
-0.005115,
0.040956,
0.080794,
0
],
[
302.849191,
302.849191,
302.849191,
302.849191,
302.849191,
302.849191
],
[
-103353,
-55322,
-73319,
-817334,
-161654,
-766264
],
[
2.042575,
3.771641,
0.962894,
1.092798,
2.345846,
0.669519
],
[
78,
39,
39,
78,
39,
39
],
[
40,
20,
20,
40,
20,
20
],
[
38,
19,
19,
38,
19,
19
],
[
51.282051,
51.282051,
51.282051,
51.282051,
51.282051,
51.282051
],
[
1.940447,
3.583059,
0.914749,
1.038158,
2.228553,
0.636043
],
[
401601,
401601,
56251,
443767,
443767,
277665
],
[
-72011,
-31341,
-72011,
-685909,
-108602,
-685909
],
[
186,
177,
194,
186,
177,
194
],
[
216,
196,
236,
216,
196,
236
],
[
154,
156,
151,
154,
156,
151
],
[
14514,
6913,
7600,
14514,
6913,
7600
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-33778,
300842,
-580591,
-461036,
-85855,
-580591
]
]
}
{
"trading_pair": "ETC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 15000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1544299200000,
"first_datapoint_time": 1547697600000,
"last_datapoint_time": 1760356800000,
"evaluation_time": 1760367691664,
"expiration_time": 1766836800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 231,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 237,
"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) |
|---|