| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 911183.1432 | 716639.4337 | 194543.7095 | 22946380.3182 | 24678769.1159 | -1732388.7977 |
| Total P&L (%) | 911.1831 | 716.6394 | 194.5437 | 22946.3803 | 24678.7691 | -1732.3888 |
| Avg Daily Profit (%) | 0.3636 | 0.286 | 0.0776 | 0.2173 | 0.2202 | 0 |
| Buy And Hold Return (%) | 248.6635 | 248.6635 | 248.6635 | 248.6635 | 248.6635 | 248.6635 |
| Max Trade Drawdown | -112342 | -68414 | -72163 | -49764105 | -22937127 | -37666335 |
| Profit Factor | 1.7378 | 2.167 | 1.3133 | 1.1071 | 1.2567 | 0.9853 |
| Total Trades | 450 | 225 | 225 | 450 | 225 | 225 |
| Winning Trades | 166 | 84 | 82 | 166 | 84 | 82 |
| Losing Trades | 284 | 141 | 143 | 284 | 141 | 143 |
| Profitability (%) | 36.8889 | 37.3333 | 36.4444 | 36.8889 | 37.3333 | 36.4444 |
| Ratio Avg Win / Avg Loss | 2.9732 | 3.6375 | 2.2903 | 1.894 | 2.1095 | 1.7183 |
| Largest Winning Trade | 188777 | 188777 | 33500 | 12845802 | 12845802 | 7654711 |
| Largest Losing Trade | -29214 | -18915 | -29214 | -10540078 | -5147217 | -10540078 |
| Avg Bars in Trades | 11 | 11 | 10 | 11 | 11 | 10 |
| Avg Bars in Winners | 18 | 17 | 18 | 18 | 17 | 18 |
| Avg Bars in Losers | 6 | 7 | 6 | 6 | 7 | 6 |
| Bars Traded | 4953 | 2535 | 2418 | 4953 | 2535 | 2418 |
| Profit Streak | 32.4867 | 33.4867 | 32.4867 | 32.4867 | 33.4867 | 32.4867 |
| Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 330950 | 239311 | -257630 | -94459 | 219941 | -581831 |
{
"trading_pair": "ETC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5012,
"evaluation_days": 2506,
"actual_first_datapoint_time": 1543492800000,
"first_datapoint_time": 1545825600000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1760010052429,
"expiration_time": 1766463552000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 49,
"offset": 0
}
},
"second_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"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": [
[
911183.1431855755,
716639.4337002768,
194543.7094852999,
22946380.31823564,
24678769.11594976,
-1732388.7977141414
],
[
911.183143,
716.639434,
194.543709,
22946.380318,
24678.769116,
-1732.388798
],
[
0.363601,
0.285969,
0.077631,
0.217319,
0.220217,
0
],
[
248.663457,
248.663457,
248.663457,
248.663457,
248.663457,
248.663457
],
[
-112342,
-68414,
-72163,
-49764105,
-22937127,
-37666335
],
[
1.737838,
2.167046,
1.313338,
1.10708,
1.256729,
0.985339
],
[
450,
225,
225,
450,
225,
225
],
[
166,
84,
82,
166,
84,
82
],
[
284,
141,
143,
284,
141,
143
],
[
36.888889,
37.333333,
36.444444,
36.888889,
37.333333,
36.444444
],
[
2.973168,
3.637541,
2.290334,
1.894041,
2.10951,
1.718335
],
[
188777,
188777,
33500,
12845802,
12845802,
7654711
],
[
-29214,
-18915,
-29214,
-10540078,
-5147217,
-10540078
],
[
11,
11,
10,
11,
11,
10
],
[
18,
17,
18,
18,
17,
18
],
[
6,
7,
6,
6,
7,
6
],
[
4953,
2535,
2418,
4953,
2535,
2418
],
[
32.486718,
33.486718,
32.486718,
32.486718,
33.486718,
32.486718
],
[
3,
2,
1,
3,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
330950,
239311,
-257630,
-94459,
219941,
-581831
]
]
}
{
"trading_pair": "ETC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5012,
"evaluation_days": 2506,
"actual_first_datapoint_time": 1543492800000,
"first_datapoint_time": 1545825600000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1760010052429,
"expiration_time": 1766463552000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 49,
"offset": 0
}
},
"second_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"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) |
|---|