| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 777166.9388 | 682535.8027 | 94631.1361 | 2827348.4599 | 1437721.2025 | 1389627.2574 |
| Total P&L (%) | 777.1669 | 682.5358 | 94.6311 | 2827.3485 | 1437.7212 | 1389.6273 |
| Avg Daily Profit (%) | 0.3094 | 0.2717 | 0.0377 | 0.1345 | 0.1089 | 0.1076 |
| Buy And Hold Return (%) | 236.1987 | 236.1987 | 236.1987 | 236.1987 | 236.1987 | 236.1987 |
| Max Trade Drawdown | -106625 | -104457 | -65114 | -7099619 | -6191992 | -4426120 |
| Profit Factor | 2.512 | 3.5931 | 1.3773 | 1.1775 | 1.1606 | 1.1991 |
| Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
| Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
| Losing Trades | 39 | 23 | 16 | 39 | 23 | 16 |
| Profitability (%) | 51.8519 | 43.9024 | 60 | 51.8519 | 43.9024 | 60 |
| Ratio Avg Win / Avg Loss | 2.3326 | 4.5912 | 0.9182 | 1.0934 | 1.483 | 0.7994 |
| Largest Winning Trade | 316891 | 316891 | 33865 | 5336702 | 5336702 | 1871831 |
| Largest Losing Trade | -52879 | -40744 | -52879 | -3810276 | -3480423 | -3810276 |
| Avg Bars in Trades | 117 | 96 | 139 | 117 | 96 | 139 |
| Avg Bars in Winners | 136 | 109 | 156 | 136 | 109 | 156 |
| Avg Bars in Losers | 97 | 85 | 114 | 97 | 85 | 114 |
| Bars Traded | 9517 | 3937 | 5580 | 9517 | 3937 | 5580 |
| 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 | -5129 | 355298 | -308136 | -54341 | -94033 | -51477 |
{
"trading_pair": "ETC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10047,
"evaluation_days": 2511.75,
"actual_first_datapoint_time": 1543104000000,
"first_datapoint_time": 1548439200000,
"last_datapoint_time": 1760119200000,
"evaluation_time": 1760141004111,
"expiration_time": 1766629656000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 145,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 234,
"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": [
[
777166.938779123,
682535.8027194327,
94631.1360596899,
2827348.45990382,
1437721.2025371527,
1389627.2573666673
],
[
777.166939,
682.535803,
94.631136,
2827.34846,
1437.721203,
1389.627257
],
[
0.309413,
0.271737,
0.037675,
0.134526,
0.108863,
0.107597
],
[
236.198707,
236.198707,
236.198707,
236.198707,
236.198707,
236.198707
],
[
-106625,
-104457,
-65114,
-7099619,
-6191992,
-4426120
],
[
2.512003,
3.593103,
1.377338,
1.177495,
1.160615,
1.199149
],
[
81,
41,
40,
81,
41,
40
],
[
42,
18,
24,
42,
18,
24
],
[
39,
23,
16,
39,
23,
16
],
[
51.851852,
43.902439,
60,
51.851852,
43.902439,
60
],
[
2.332575,
4.591187,
0.918225,
1.093388,
1.483008,
0.799433
],
[
316891,
316891,
33865,
5336702,
5336702,
1871831
],
[
-52879,
-40744,
-52879,
-3810276,
-3480423,
-3810276
],
[
117,
96,
139,
117,
96,
139
],
[
136,
109,
156,
136,
109,
156
],
[
97,
85,
114,
97,
85,
114
],
[
9517,
3937,
5580,
9517,
3937,
5580
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-5129,
355298,
-308136,
-54341,
-94033,
-51477
]
]
}
{
"trading_pair": "ETC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10047,
"evaluation_days": 2511.75,
"actual_first_datapoint_time": 1543104000000,
"first_datapoint_time": 1548439200000,
"last_datapoint_time": 1760119200000,
"evaluation_time": 1760141004111,
"expiration_time": 1766629656000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 145,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 234,
"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) |
|---|