| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 460170.062 | 424388.9042 | 35781.1578 | 221098.8547 | 562972.0276 | -341873.1729 |
| Total P&L (%) | 460.1701 | 424.3889 | 35.7812 | 221.0989 | 562.972 | -341.8732 |
| Avg Daily Profit (%) | 0.2209 | 0.2037 | 0.0172 | 0.056 | 0.0909 | 0 |
| Buy And Hold Return (%) | 60.4115 | 60.4115 | 60.4115 | 60.4115 | 60.4115 | 60.4115 |
| Max Trade Drawdown | -154482 | -96991 | -100418 | -1361513 | -602650 | -1112363 |
| Profit Factor | 1.3103 | 1.5877 | 1.047 | 1.0352 | 1.196 | 0.8997 |
| Total Trades | 536 | 268 | 268 | 536 | 268 | 268 |
| Winning Trades | 239 | 113 | 126 | 239 | 113 | 126 |
| Losing Trades | 297 | 155 | 142 | 297 | 155 | 142 |
| Profitability (%) | 44.5896 | 42.1642 | 47.0149 | 44.5896 | 42.1642 | 47.0149 |
| Ratio Avg Win / Avg Loss | 1.6283 | 2.1779 | 1.18 | 1.2864 | 1.6405 | 1.0139 |
| Largest Winning Trade | 207043 | 207043 | 37767 | 612576 | 612576 | 308386 |
| Largest Losing Trade | -36720 | -28019 | -36720 | -533133 | -125005 | -533133 |
| Avg Bars in Trades | 46 | 42 | 49 | 46 | 42 | 49 |
| Avg Bars in Winners | 61 | 56 | 65 | 61 | 56 | 65 |
| Avg Bars in Losers | 33 | 31 | 36 | 33 | 31 | 36 |
| Bars Traded | 24656 | 11280 | 13376 | 24656 | 11280 | 13376 |
| Profit Streak | 11.8117 | 0 | 20.3117 | 11.8117 | 0 | 20.3117 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 373726 | 302603 | -503720 | -301115 | -77319 | -578364 |
{
"trading_pair": "ETC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24995,
"evaluation_days": 2082.92,
"actual_first_datapoint_time": 1579284000000,
"first_datapoint_time": 1581062400000,
"last_datapoint_time": 1759312800000,
"evaluation_time": 1759318133657,
"expiration_time": 1765791504000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 248,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
460170.0619921745,
424388.9042368067,
35781.1577553677,
221098.8547455316,
562972.0275998185,
-341873.1728542879
],
[
460.170062,
424.388904,
35.781158,
221.098855,
562.972028,
-341.873173
],
[
0.220925,
0.203747,
0.017178,
0.056023,
0.090854,
0
],
[
60.411546,
60.411546,
60.411546,
60.411546,
60.411546,
60.411546
],
[
-154482,
-96991,
-100418,
-1361513,
-602650,
-1112363
],
[
1.31034,
1.587741,
1.047036,
1.035202,
1.195953,
0.899679
],
[
536,
268,
268,
536,
268,
268
],
[
239,
113,
126,
239,
113,
126
],
[
297,
155,
142,
297,
155,
142
],
[
44.589552,
42.164179,
47.014925,
44.589552,
42.164179,
47.014925
],
[
1.628331,
2.177875,
1.179993,
1.286423,
1.640467,
1.013924
],
[
207043,
207043,
37767,
612576,
612576,
308386
],
[
-36720,
-28019,
-36720,
-533133,
-125005,
-533133
],
[
46,
42,
49,
46,
42,
49
],
[
61,
56,
65,
61,
56,
65
],
[
33,
31,
36,
33,
31,
36
],
[
24656,
11280,
13376,
24656,
11280,
13376
],
[
11.811732,
0,
20.311732,
11.811732,
0,
20.311732
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
373726,
302603,
-503720,
-301115,
-77319,
-578364
]
]
}
{
"trading_pair": "ETC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24995,
"evaluation_days": 2082.92,
"actual_first_datapoint_time": 1579284000000,
"first_datapoint_time": 1581062400000,
"last_datapoint_time": 1759312800000,
"evaluation_time": 1759318133657,
"expiration_time": 1765791504000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 248,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|