Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 691385.3521 | 622468.7504 | 68916.6017 | 953844.6999 | 1343172.5886 | -389327.8887 |
Total P&L (%) | 691.3854 | 622.4688 | 68.9166 | 953.8447 | 1343.1726 | -389.3279 |
Avg Daily Profit (%) | 0.2763 | 0.2488 | 0.0275 | 0.0942 | 0.1067 | 0 |
Buy And Hold Return (%) | 362.9673 | 362.9673 | 362.9673 | 362.9673 | 362.9673 | 362.9673 |
Max Trade Drawdown | -144900 | -57013 | -103878 | -2547303 | -433200 | -2197818 |
Profit Factor | 2.4956 | 4.6231 | 1.2373 | 1.2756 | 2.5686 | 0.8505 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Profitability (%) | 55.9322 | 55.1724 | 56.6667 | 55.9322 | 55.1724 | 56.6667 |
Ratio Avg Win / Avg Loss | 1.9662 | 3.7563 | 0.9461 | 1.005 | 2.087 | 0.6504 |
Largest Winning Trade | 317975 | 317975 | 61042 | 530219 | 530219 | 437305 |
Largest Losing Trade | -64753 | -28979 | -64753 | -1906016 | -197746 | -1906016 |
Avg Bars in Trades | 79 | 108 | 52 | 79 | 108 | 52 |
Avg Bars in Winners | 103 | 136 | 71 | 103 | 136 | 71 |
Avg Bars in Losers | 49 | 72 | 27 | 49 | 72 | 27 |
Bars Traded | 4703 | 3133 | 1570 | 4703 | 3133 | 1570 |
Profit Streak | 134.7316 | 134.7316 | 472.2316 | 134.7316 | 134.7316 | 472.2316 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -171456 | 301267 | -321652 | -247716 | -46463 | -578606 |
{ "trading_pair": "ETC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5004, "evaluation_days": 2502, "actual_first_datapoint_time": 1543492800000, "first_datapoint_time": 1551268800000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759642407870, "expiration_time": 1766107584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 181, "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": [ [ 691385.3520993979, 622468.7503659235, 68916.6017334742, 953844.6998711932, 1343172.5885590117, -389327.8886878181 ], [ 691.385352, 622.46875, 68.916602, 953.8447, 1343.172589, -389.327889 ], [ 0.276333, 0.248788, 0.027545, 0.09417, 0.106749, 0 ], [ 362.967284, 362.967284, 362.967284, 362.967284, 362.967284, 362.967284 ], [ -144900, -57013, -103878, -2547303, -433200, -2197818 ], [ 2.495607, 4.623116, 1.237257, 1.275579, 2.568641, 0.850544 ], [ 59, 29, 30, 59, 29, 30 ], [ 33, 16, 17, 33, 16, 17 ], [ 26, 13, 13, 26, 13, 13 ], [ 55.932203, 55.172414, 56.666667, 55.932203, 55.172414, 56.666667 ], [ 1.966236, 3.756282, 0.946138, 1.005002, 2.087021, 0.650416 ], [ 317975, 317975, 61042, 530219, 530219, 437305 ], [ -64753, -28979, -64753, -1906016, -197746, -1906016 ], [ 79, 108, 52, 79, 108, 52 ], [ 103, 136, 71, 103, 136, 71 ], [ 49, 72, 27, 49, 72, 27 ], [ 4703, 3133, 1570, 4703, 3133, 1570 ], [ 134.731572, 134.731572, 472.231572, 134.731573, 134.731573, 472.231573 ], [ 3, 1, 4, 3, 1, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -171456, 301267, -321652, -247716, -46463, -578606 ] ] }
{ "trading_pair": "ETC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5004, "evaluation_days": 2502, "actual_first_datapoint_time": 1543492800000, "first_datapoint_time": 1551268800000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759642407870, "expiration_time": 1766107584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 181, "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) |
---|