| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 794624.581 | 851963.4994 | -57338.9184 | -34672.2088 | 105269.3893 | -139941.5981 |
| Total P&L (%) | 794.6246 | 851.9635 | -57.3389 | -34.6722 | 105.2694 | -139.9416 |
| Avg Daily Profit (%) | 0.3814 | 0.4089 | -0.0275 | -0.0204 | 0.0345 | 0 |
| Buy And Hold Return (%) | 65.2708 | 65.2708 | 65.2708 | 65.2708 | 65.2708 | 65.2708 |
| Max Trade Drawdown | -130298 | -82901 | -99964 | -396945 | -239573 | -184414 |
| Profit Factor | 2.0265 | 2.893 | 0.8231 | 0.97 | 1.1594 | 0.7164 |
| Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
| Winning Trades | 63 | 29 | 34 | 63 | 29 | 34 |
| Losing Trades | 84 | 44 | 40 | 84 | 44 | 40 |
| Profitability (%) | 42.8571 | 39.726 | 45.9459 | 42.8571 | 39.726 | 45.9459 |
| Ratio Avg Win / Avg Loss | 2.702 | 4.3894 | 0.9683 | 1.2933 | 1.7591 | 0.8429 |
| Largest Winning Trade | 920158 | 920158 | 26444 | 384556 | 384556 | 36688 |
| Largest Losing Trade | -38630 | -31739 | -38630 | -140508 | -88263 | -140508 |
| Avg Bars in Trades | 167 | 256 | 78 | 167 | 256 | 78 |
| Avg Bars in Winners | 250 | 455 | 75 | 250 | 455 | 75 |
| Avg Bars in Losers | 104 | 126 | 81 | 104 | 126 | 81 |
| Bars Traded | 24589 | 18757 | 5832 | 24589 | 18757 | 5832 |
| 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 | 397828 | -60606 | -646812 | -581500 | -276280 | -646812 |
{
"trading_pair": "ETC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579867200000,
"first_datapoint_time": 1581177600000,
"last_datapoint_time": 1759932000000,
"evaluation_time": 1759937104778,
"expiration_time": 1766412000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 183,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 75,
"offset": 0,
"std": 2.2864
}
}
} {
"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": [
[
794624.5810134071,
851963.499443642,
-57338.9184302347,
-34672.2087929517,
105269.3892702053,
-139941.5980631571
],
[
794.624581,
851.963499,
-57.338918,
-34.672209,
105.269389,
-139.941598
],
[
0.38142,
0.408943,
-0.027523,
-0.020434,
0.034525,
0
],
[
65.270779,
65.270779,
65.270779,
65.270779,
65.270779,
65.270779
],
[
-130298,
-82901,
-99964,
-396945,
-239573,
-184414
],
[
2.026466,
2.893031,
0.823074,
0.969954,
1.159393,
0.716446
],
[
147,
73,
74,
147,
73,
74
],
[
63,
29,
34,
63,
29,
34
],
[
84,
44,
40,
84,
44,
40
],
[
42.857143,
39.726027,
45.945946,
42.857143,
39.726027,
45.945946
],
[
2.701955,
4.389426,
0.968322,
1.293272,
1.759079,
0.842878
],
[
920158,
920158,
26444,
384556,
384556,
36688
],
[
-38630,
-31739,
-38630,
-140508,
-88263,
-140508
],
[
167,
256,
78,
167,
256,
78
],
[
250,
455,
75,
250,
455,
75
],
[
104,
126,
81,
104,
126,
81
],
[
24589,
18757,
5832,
24589,
18757,
5832
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
397828,
-60606,
-646812,
-581500,
-276280,
-646812
]
]
}
{
"trading_pair": "ETC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579867200000,
"first_datapoint_time": 1581177600000,
"last_datapoint_time": 1759932000000,
"evaluation_time": 1759937104778,
"expiration_time": 1766412000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 183,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 75,
"offset": 0,
"std": 2.2864
}
}
}
| # | 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) |
|---|