| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 794528.9472 | 695578.4882 | 98950.459 | 4151780.2336 | 2807223.8018 | 1344556.4318 |
| Total P&L (%) | 794.5289 | 695.5785 | 98.9505 | 4151.7802 | 2807.2238 | 1344.5564 |
| Avg Daily Profit (%) | 0.3178 | 0.2782 | 0.0396 | 0.1501 | 0.1349 | 0.1069 |
| Buy And Hold Return (%) | 345.5666 | 345.5666 | 345.5666 | 345.5666 | 345.5666 | 345.5666 |
| Max Trade Drawdown | -125198 | -72241 | -90386 | -7521112 | -5324333 | -4808557 |
| Profit Factor | 2.7491 | 3.6015 | 1.5295 | 1.221 | 1.2446 | 1.1839 |
| Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
| Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
| Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
| Profitability (%) | 50.5882 | 47.619 | 53.4884 | 50.5882 | 47.619 | 53.4884 |
| Ratio Avg Win / Avg Loss | 2.6851 | 3.9617 | 1.33 | 1.1926 | 1.3691 | 1.0294 |
| Largest Winning Trade | 285299 | 285299 | 58435 | 4425233 | 4425233 | 1572705 |
| Largest Losing Trade | -39156 | -28538 | -39156 | -2819052 | -2024739 | -2819052 |
| Avg Bars in Trades | 56 | 85 | 29 | 56 | 85 | 29 |
| Avg Bars in Winners | 73 | 109 | 42 | 73 | 109 | 42 |
| Avg Bars in Losers | 39 | 62 | 14 | 39 | 62 | 14 |
| Bars Traded | 4842 | 3572 | 1270 | 4842 | 3572 | 1270 |
| Profit Streak | 90.9595 | 95.4595 | 90.9595 | 90.9595 | 95.4595 | 90.9595 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 383736 | 300581 | -302985 | 305113 | -13124 | -69150 |
{
"trading_pair": "ETC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542758400000,
"first_datapoint_time": 1548288000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758841298456,
"expiration_time": 1765195200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 99,
"offset": 0,
"std": 3.73463
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 129,
"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": [
[
794528.9471893823,
695578.4881616791,
98950.4590277035,
4151780.233606927,
2807223.801812457,
1344556.4317944648
],
[
794.528947,
695.578488,
98.950459,
4151.780234,
2807.223802,
1344.556432
],
[
0.317812,
0.278231,
0.03958,
0.150109,
0.134882,
0.106873
],
[
345.566647,
345.566647,
345.566647,
345.566647,
345.566647,
345.566647
],
[
-125198,
-72241,
-90386,
-7521112,
-5324333,
-4808557
],
[
2.749062,
3.601539,
1.529464,
1.220982,
1.244638,
1.183862
],
[
85,
42,
43,
85,
42,
43
],
[
43,
20,
23,
43,
20,
23
],
[
42,
22,
20,
42,
22,
20
],
[
50.588235,
47.619048,
53.488372,
50.588235,
47.619048,
53.488372
],
[
2.68513,
3.961693,
1.329968,
1.192587,
1.369102,
1.029445
],
[
285299,
285299,
58435,
4425233,
4425233,
1572705
],
[
-39156,
-28538,
-39156,
-2819052,
-2024739,
-2819052
],
[
56,
85,
29,
56,
85,
29
],
[
73,
109,
42,
73,
109,
42
],
[
39,
62,
14,
39,
62,
14
],
[
4842,
3572,
1270,
4842,
3572,
1270
],
[
90.959473,
95.459473,
90.959473,
90.959473,
95.459473,
90.959473
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
383736,
300581,
-302985,
305113,
-13124,
-69150
]
]
}
{
"trading_pair": "ETC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542758400000,
"first_datapoint_time": 1548288000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758841298456,
"expiration_time": 1765195200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 99,
"offset": 0,
"std": 3.73463
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 129,
"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) |
|---|