| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1057523.2535 | 1029197.9382 | 28325.3153 | 453775.4811 | 406665.4154 | 47110.0657 |
| Total P&L (%) | 1057.5233 | 1029.1979 | 28.3253 | 453.7755 | 406.6654 | 47.1101 |
| Avg Daily Profit (%) | 0.4221 | 0.4108 | 0.0113 | 0.0683 | 0.0648 | 0.0154 |
| Buy And Hold Return (%) | 333.9111 | 333.9111 | 333.9111 | 333.9111 | 333.9111 | 333.9111 |
| Max Trade Drawdown | -112189 | -70793 | -67034 | -1514401 | -840837 | -747434 |
| Profit Factor | 3.2926 | 4.8001 | 1.1487 | 1.1144 | 1.1629 | 1.0321 |
| Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
| Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
| Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
| Profitability (%) | 44.4444 | 38.8889 | 50 | 44.4444 | 38.8889 | 50 |
| Ratio Avg Win / Avg Loss | 4.1157 | 7.5431 | 1.1487 | 1.393 | 1.8274 | 1.0321 |
| Largest Winning Trade | 977386 | 977386 | 38317 | 1061910 | 1061910 | 513843 |
| Largest Losing Trade | -35399 | -35399 | -35223 | -485744 | -485744 | -291184 |
| Avg Bars in Trades | 63 | 96 | 29 | 63 | 96 | 29 |
| Avg Bars in Winners | 83 | 149 | 33 | 83 | 149 | 33 |
| Avg Bars in Losers | 46 | 62 | 26 | 46 | 62 | 26 |
| Bars Traded | 4549 | 3471 | 1078 | 4549 | 3471 | 1078 |
| Profit Streak | 164.0244 | 180.0244 | 0 | 164.0244 | 180.0244 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -72091 | 385609 | -400157 | -335792 | -248389 | -523009 |
{
"trading_pair": "ETC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5011,
"evaluation_days": 2505.5,
"actual_first_datapoint_time": 1543017600000,
"first_datapoint_time": 1553040000000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759494910458,
"expiration_time": 1765943856000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 233,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 22,
"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": [
[
1057523.2534505075,
1029197.9381973667,
28325.3152531412,
453775.4810657258,
406665.415355569,
47110.0657101576
],
[
1057.523253,
1029.197938,
28.325315,
453.775481,
406.665415,
47.110066
],
[
0.422081,
0.410775,
0.011305,
0.068337,
0.064786,
0.015408
],
[
333.911147,
333.911147,
333.911147,
333.911147,
333.911147,
333.911147
],
[
-112189,
-70793,
-67034,
-1514401,
-840837,
-747434
],
[
3.292599,
4.800144,
1.148732,
1.114438,
1.162892,
1.032075
],
[
72,
36,
36,
72,
36,
36
],
[
32,
14,
18,
32,
14,
18
],
[
40,
22,
18,
40,
22,
18
],
[
44.444444,
38.888889,
50,
44.444444,
38.888889,
50
],
[
4.115749,
7.543084,
1.148732,
1.393047,
1.827402,
1.032075
],
[
977386,
977386,
38317,
1061910,
1061910,
513843
],
[
-35399,
-35399,
-35223,
-485744,
-485744,
-291184
],
[
63,
96,
29,
63,
96,
29
],
[
83,
149,
33,
83,
149,
33
],
[
46,
62,
26,
46,
62,
26
],
[
4549,
3471,
1078,
4549,
3471,
1078
],
[
164.024427,
180.024427,
0,
164.024427,
180.024427,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-72091,
385609,
-400157,
-335792,
-248389,
-523009
]
]
}
{
"trading_pair": "ETC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5011,
"evaluation_days": 2505.5,
"actual_first_datapoint_time": 1543017600000,
"first_datapoint_time": 1553040000000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759494910458,
"expiration_time": 1765943856000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 233,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 22,
"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) |
|---|