| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 301368.1676 | 313253.7352 | -11885.5677 | 25422.0773 | 63215.3493 | -37793.2721 |
| Total P&L (%) | 301.3682 | 313.2537 | -11.8856 | 25.4221 | 63.2153 | -37.7933 |
| Avg Daily Profit (%) | 0.1447 | 0.1504 | -0.0057 | 0.0109 | 0.0235 | -0.0228 |
| Buy And Hold Return (%) | 62.7106 | 62.7106 | 62.7106 | 62.7106 | 62.7106 | 62.7106 |
| Max Trade Drawdown | -158083 | -155399 | -29578 | -339299 | -326314 | -58324 |
| Profit Factor | 1.609 | 1.8476 | 0.9051 | 1.0325 | 1.1024 | 0.7722 |
| Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
| Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
| Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
| Profitability (%) | 50.5155 | 52.0833 | 48.9796 | 50.5155 | 52.0833 | 48.9796 |
| Ratio Avg Win / Avg Loss | 1.5762 | 1.6998 | 0.9428 | 1.0114 | 1.0142 | 0.8044 |
| Largest Winning Trade | 133610 | 133610 | 14896 | 115663 | 115663 | 25246 |
| Largest Losing Trade | -65005 | -65005 | -18810 | -224491 | -224491 | -30692 |
| Avg Bars in Trades | 254 | 493 | 19 | 254 | 493 | 19 |
| Avg Bars in Winners | 231 | 432 | 21 | 231 | 432 | 21 |
| Avg Bars in Losers | 277 | 558 | 18 | 277 | 558 | 18 |
| Bars Traded | 24651 | 23678 | 973 | 24651 | 23678 | 973 |
| Profit Streak | 87.0901 | 88.4235 | 87.0901 | 87.0901 | 88.4235 | 87.0901 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 107011 | 370193 | -580242 | -527615 | -431667 | -580242 |
{
"trading_pair": "BCH_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580068800000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758816588085,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 48,
"offset": 0,
"std": 4.18116
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 187,
"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": [
[
301368.1675521249,
313253.7352155374,
-11885.5676634125,
25422.0772504392,
63215.3493275613,
-37793.272077122
],
[
301.368168,
313.253735,
-11.885568,
25.422077,
63.215349,
-37.793272
],
[
0.144715,
0.150422,
-0.005707,
0.010878,
0.023527,
-0.022792
],
[
62.710589,
62.710589,
62.710589,
62.710589,
62.710589,
62.710589
],
[
-158083,
-155399,
-29578,
-339299,
-326314,
-58324
],
[
1.609023,
1.847634,
0.905125,
1.03246,
1.102412,
0.772224
],
[
97,
48,
49,
97,
48,
49
],
[
49,
25,
24,
49,
25,
24
],
[
48,
23,
25,
48,
23,
25
],
[
50.515464,
52.083333,
48.979592,
50.515464,
52.083333,
48.979592
],
[
1.576185,
1.699824,
0.942839,
1.011389,
1.014219,
0.8044
],
[
133610,
133610,
14896,
115663,
115663,
25246
],
[
-65005,
-65005,
-18810,
-224491,
-224491,
-30692
],
[
254,
493,
19,
254,
493,
19
],
[
231,
432,
21,
231,
432,
21
],
[
277,
558,
18,
277,
558,
18
],
[
24651,
23678,
973,
24651,
23678,
973
],
[
87.09014,
88.423473,
87.09014,
87.09014,
88.423473,
87.09014
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
107011,
370193,
-580242,
-527615,
-431667,
-580242
]
]
}
{
"trading_pair": "BCH_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580068800000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758816588085,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 48,
"offset": 0,
"std": 4.18116
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 187,
"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) |
|---|