| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 938928.5703 | 821476.5959 | 117451.9743 | 6398133.3261 | 4481378.2928 | 1916755.0333 |
| Total P&L (%) | 938.9286 | 821.4766 | 117.452 | 6398.1333 | 4481.3783 | 1916.755 |
| Avg Daily Profit (%) | 0.3755 | 0.3285 | 0.047 | 0.1671 | 0.1531 | 0.1202 |
| Buy And Hold Return (%) | 281.3228 | 281.3228 | 281.3228 | 281.3228 | 281.3228 | 281.3228 |
| Max Trade Drawdown | -88794 | -55662 | -39709 | -6524786 | -4291377 | -2233409 |
| Profit Factor | 3.1139 | 4.7525 | 1.5214 | 1.3587 | 1.4614 | 1.236 |
| Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
| Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
| Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
| Profitability (%) | 47.4359 | 46.1538 | 48.7179 | 47.4359 | 46.1538 | 48.7179 |
| Ratio Avg Win / Avg Loss | 3.4505 | 5.5446 | 1.6015 | 1.5056 | 1.705 | 1.301 |
| Largest Winning Trade | 498988 | 498988 | 41334 | 4232705 | 4232705 | 2003958 |
| Largest Losing Trade | -28483 | -28483 | -28302 | -2116390 | -2116390 | -1498540 |
| Avg Bars in Trades | 62 | 60 | 63 | 62 | 60 | 63 |
| Avg Bars in Winners | 88 | 85 | 91 | 88 | 85 | 91 |
| Avg Bars in Losers | 38 | 39 | 37 | 38 | 39 | 37 |
| Bars Traded | 4854 | 2371 | 2483 | 4854 | 2371 | 2483 |
| 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 | -27098 | 435328 | -293886 | -30464 | 300341 | -33018 |
{
"trading_pair": "ETC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1543492800000,
"first_datapoint_time": 1546387200000,
"last_datapoint_time": 1759492800000,
"evaluation_time": 1759529371122,
"expiration_time": 1765974096000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 68,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 42,
"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": [
[
938928.5702602557,
821476.5959195273,
117451.9743407284,
6398133.326067541,
4481378.292776318,
1916755.0332912258
],
[
938.92857,
821.476596,
117.451974,
6398.133326,
4481.378293,
1916.755033
],
[
0.375496,
0.328525,
0.046971,
0.16707,
0.15307,
0.120211
],
[
281.322809,
281.322809,
281.322809,
281.322809,
281.322809,
281.322809
],
[
-88794,
-55662,
-39709,
-6524786,
-4291377,
-2233409
],
[
3.113875,
4.752546,
1.521401,
1.358742,
1.461401,
1.235984
],
[
78,
39,
39,
78,
39,
39
],
[
37,
18,
19,
37,
18,
19
],
[
41,
21,
20,
41,
21,
20
],
[
47.435897,
46.153846,
48.717949,
47.435897,
46.153846,
48.717949
],
[
3.45051,
5.544637,
1.601474,
1.505633,
1.704968,
1.301036
],
[
498988,
498988,
41334,
4232705,
4232705,
2003958
],
[
-28483,
-28483,
-28302,
-2116390,
-2116390,
-1498540
],
[
62,
60,
63,
62,
60,
63
],
[
88,
85,
91,
88,
85,
91
],
[
38,
39,
37,
38,
39,
37
],
[
4854,
2371,
2483,
4854,
2371,
2483
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-27098,
435328,
-293886,
-30464,
300341,
-33018
]
]
}
{
"trading_pair": "ETC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1543492800000,
"first_datapoint_time": 1546387200000,
"last_datapoint_time": 1759492800000,
"evaluation_time": 1759529371122,
"expiration_time": 1765974096000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 68,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 42,
"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) |
|---|