| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 599814.3977 | 503471.9884 | 96342.4094 | 2131897.6859 | 1578990.3251 | 552907.3608 |
| Total P&L (%) | 599.8144 | 503.472 | 96.3424 | 2131.8977 | 1578.9903 | 552.9074 |
| Avg Daily Profit (%) | 0.2796 | 0.2347 | 0.0449 | 0.1449 | 0.1316 | 0.0875 |
| Buy And Hold Return (%) | 137.9455 | 137.9455 | 137.9455 | 137.9455 | 137.9455 | 137.9455 |
| Max Trade Drawdown | -120906 | -107584 | -72001 | -1791684 | -1241560 | -1650976 |
| Profit Factor | 1.648 | 1.9906 | 1.2309 | 1.2526 | 1.3426 | 1.1444 |
| Total Trades | 282 | 141 | 141 | 282 | 141 | 141 |
| Winning Trades | 133 | 67 | 66 | 133 | 67 | 66 |
| Losing Trades | 149 | 74 | 75 | 149 | 74 | 75 |
| Profitability (%) | 47.1631 | 47.5177 | 46.8085 | 47.1631 | 47.5177 | 46.8085 |
| Ratio Avg Win / Avg Loss | 1.8463 | 2.1985 | 1.3987 | 1.4033 | 1.4828 | 1.3004 |
| Largest Winning Trade | 184226 | 184226 | 43535 | 960927 | 960927 | 584445 |
| Largest Losing Trade | -40548 | -40548 | -21396 | -386681 | -386681 | -314552 |
| Avg Bars in Trades | 15 | 21 | 8 | 15 | 21 | 8 |
| Avg Bars in Winners | 19 | 28 | 10 | 19 | 28 | 10 |
| Avg Bars in Losers | 11 | 15 | 7 | 11 | 15 | 7 |
| Bars Traded | 4248 | 3020 | 1228 | 4248 | 3020 | 1228 |
| Profit Streak | 0 | 0 | 50.5001 | 0 | 0 | 50.5001 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 380744 | 313733 | -299190 | 44193 | -17459 | -139804 |
{
"trading_pair": "BCH_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4290,
"evaluation_days": 2145,
"actual_first_datapoint_time": 1574899200000,
"first_datapoint_time": 1576108800000,
"last_datapoint_time": 1760184000000,
"evaluation_time": 1760227204416,
"expiration_time": 1765743840000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 29,
"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": [
[
599814.3977457018,
503471.9883631911,
96342.4093825101,
2131897.685895258,
1578990.3250699819,
552907.3608252758
],
[
599.814398,
503.471988,
96.342409,
2131.897686,
1578.990325,
552.907361
],
[
0.279634,
0.234719,
0.044915,
0.14488,
0.131591,
0.08751
],
[
137.945543,
137.945543,
137.945543,
137.945543,
137.945543,
137.945543
],
[
-120906,
-107584,
-72001,
-1791684,
-1241560,
-1650976
],
[
1.648037,
1.99057,
1.230859,
1.252615,
1.34256,
1.144365
],
[
282,
141,
141,
282,
141,
141
],
[
133,
67,
66,
133,
67,
66
],
[
149,
74,
75,
149,
74,
75
],
[
47.163121,
47.51773,
46.808511,
47.163121,
47.51773,
46.808511
],
[
1.846297,
2.19854,
1.398703,
1.403306,
1.482828,
1.300415
],
[
184226,
184226,
43535,
960927,
960927,
584445
],
[
-40548,
-40548,
-21396,
-386681,
-386681,
-314552
],
[
15,
21,
8,
15,
21,
8
],
[
19,
28,
10,
19,
28,
10
],
[
11,
15,
7,
11,
15,
7
],
[
4248,
3020,
1228,
4248,
3020,
1228
],
[
0,
0,
50.500051,
0,
0,
50.500051
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
380744,
313733,
-299190,
44193,
-17459,
-139804
]
]
}
{
"trading_pair": "BCH_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4290,
"evaluation_days": 2145,
"actual_first_datapoint_time": 1574899200000,
"first_datapoint_time": 1576108800000,
"last_datapoint_time": 1760184000000,
"evaluation_time": 1760227204416,
"expiration_time": 1765743840000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 29,
"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) |
|---|