| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 629956.3161 | 602563.092 | 27393.2242 | 515583.2622 | 641288.992 | -125705.7298 |
| Total P&L (%) | 629.9563 | 602.5631 | 27.3932 | 515.5833 | 641.289 | -125.7057 |
| Avg Daily Profit (%) | 0.252 | 0.241 | 0.011 | 0.0727 | 0.0802 | 0 |
| Buy And Hold Return (%) | 264.2054 | 264.2054 | 264.2054 | 264.2054 | 264.2054 | 264.2054 |
| Max Trade Drawdown | -115142 | -63906 | -99470 | -1061735 | -498400 | -866171 |
| Profit Factor | 2.3057 | 4.1518 | 1.094 | 1.1888 | 1.589 | 0.9234 |
| Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
| Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
| Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
| Profitability (%) | 50.7937 | 46.875 | 54.8387 | 50.7937 | 46.875 | 54.8387 |
| Ratio Avg Win / Avg Loss | 2.2336 | 4.7053 | 0.901 | 1.1517 | 1.8009 | 0.7605 |
| Largest Winning Trade | 346346 | 346346 | 40643 | 472382 | 472382 | 280243 |
| Largest Losing Trade | -58574 | -36450 | -58574 | -792487 | -240475 | -792487 |
| Avg Bars in Trades | 77 | 74 | 79 | 77 | 74 | 79 |
| Avg Bars in Winners | 106 | 99 | 112 | 106 | 99 | 112 |
| Avg Bars in Losers | 46 | 52 | 40 | 46 | 52 | 40 |
| Bars Traded | 4853 | 2381 | 2472 | 4853 | 2381 | 2472 |
| Profit Streak | 78.2725 | 334.2725 | 0 | 78.2725 | 334.2725 | 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 | -141793 | 383047 | -462137 | -265807 | -86491 | -580190 |
{
"trading_pair": "ETC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542758400000,
"first_datapoint_time": 1545609600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758911543886,
"expiration_time": 1765195200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 47,
"offset": 0,
"a": 0.52791
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 67,
"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": [
[
629956.3161343888,
602563.0919714349,
27393.224162954,
515583.2621761067,
641288.9919575757,
-125705.7297814688
],
[
629.956316,
602.563092,
27.393224,
515.583262,
641.288992,
-125.70573
],
[
0.251983,
0.241025,
0.010957,
0.072722,
0.080161,
0
],
[
264.205353,
264.205353,
264.205353,
264.205353,
264.205353,
264.205353
],
[
-115142,
-63906,
-99470,
-1061735,
-498400,
-866171
],
[
2.305675,
4.151756,
1.09404,
1.188817,
1.588999,
0.923435
],
[
63,
32,
31,
63,
32,
31
],
[
32,
15,
17,
32,
15,
17
],
[
31,
17,
14,
31,
17,
14
],
[
50.793651,
46.875,
54.83871,
50.793651,
46.875,
54.83871
],
[
2.233623,
4.705323,
0.900974,
1.151666,
1.800865,
0.760476
],
[
346346,
346346,
40643,
472382,
472382,
280243
],
[
-58574,
-36450,
-58574,
-792487,
-240475,
-792487
],
[
77,
74,
79,
77,
74,
79
],
[
106,
99,
112,
106,
99,
112
],
[
46,
52,
40,
46,
52,
40
],
[
4853,
2381,
2472,
4853,
2381,
2472
],
[
78.272499,
334.272499,
0,
78.272499,
334.272499,
0
],
[
1,
3,
0,
1,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-141793,
383047,
-462137,
-265807,
-86491,
-580190
]
]
}
{
"trading_pair": "ETC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542758400000,
"first_datapoint_time": 1545609600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758911543886,
"expiration_time": 1765195200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 47,
"offset": 0,
"a": 0.52791
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 67,
"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) |
|---|