| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 307970.8564 | 396670.7562 | -88699.8999 | -155811.5513 | 26750.1467 | -182561.6979 |
| Total P&L (%) | 307.9709 | 396.6708 | -88.6999 | -155.8116 | 26.7501 | -182.5617 |
| Avg Daily Profit (%) | 0.1478 | 0.1904 | -0.0426 | 0 | 0.0114 | 0 |
| Buy And Hold Return (%) | 66.8011 | 66.8011 | 66.8011 | 66.8011 | 66.8011 | 66.8011 |
| Max Trade Drawdown | -192153 | -98775 | -183072 | -618647 | -294924 | -448663 |
| Profit Factor | 1.2423 | 1.6231 | 0.8602 | 0.9135 | 1.0278 | 0.7823 |
| Total Trades | 274 | 137 | 137 | 274 | 137 | 137 |
| Winning Trades | 142 | 67 | 75 | 128 | 71 | 57 |
| Losing Trades | 132 | 70 | 62 | 146 | 66 | 80 |
| Profitability (%) | 51.8248 | 48.9051 | 54.7445 | 46.7153 | 51.8248 | 41.6058 |
| Ratio Avg Win / Avg Loss | 1.1548 | 1.6958 | 0.7111 | 1.0419 | 0.9554 | 1.0979 |
| Largest Winning Trade | 272883 | 272883 | 39641 | 173316 | 173316 | 154160 |
| Largest Losing Trade | -137468 | -58851 | -137468 | -153760 | -116078 | -153760 |
| Avg Bars in Trades | 89 | 97 | 81 | 89 | 97 | 81 |
| Avg Bars in Winners | 83 | 94 | 74 | 97 | 101 | 92 |
| Avg Bars in Losers | 95 | 100 | 90 | 82 | 93 | 73 |
| Bars Traded | 24546 | 13391 | 11155 | 24546 | 13391 | 11155 |
| Profit Streak | 39.4042 | 39.4042 | 67.9042 | 0 | 0 | 0 |
| Trades During Streak | 3 | 1 | 4 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 196021 | 354033 | -578920 | -578955 | -534987 | -582566 |
{
"trading_pair": "ETC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579759200000,
"first_datapoint_time": 1581386400000,
"last_datapoint_time": 1759824000000,
"evaluation_time": 1759830123964,
"expiration_time": 1766304000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 104,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 227,
"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": [
[
307970.8563640906,
396670.7562276903,
-88699.8998635999,
-155811.5512861166,
26750.1466637924,
-182561.697949909
],
[
307.970856,
396.670756,
-88.6999,
-155.811551,
26.750147,
-182.561698
],
[
0.147826,
0.190402,
-0.042576,
0,
0.011379,
0
],
[
66.80107,
66.80107,
66.80107,
66.80107,
66.80107,
66.80107
],
[
-192153,
-98775,
-183072,
-618647,
-294924,
-448663
],
[
1.242278,
1.62313,
0.86022,
0.913483,
1.027794,
0.782271
],
[
274,
137,
137,
274,
137,
137
],
[
142,
67,
75,
128,
71,
57
],
[
132,
70,
62,
146,
66,
80
],
[
51.824818,
48.905109,
54.744526,
46.715328,
51.824818,
41.605839
],
[
1.154794,
1.695807,
0.711115,
1.041941,
0.955414,
1.097925
],
[
272883,
272883,
39641,
173316,
173316,
154160
],
[
-137468,
-58851,
-137468,
-153760,
-116078,
-153760
],
[
89,
97,
81,
89,
97,
81
],
[
83,
94,
74,
97,
101,
92
],
[
95,
100,
90,
82,
93,
73
],
[
24546,
13391,
11155,
24546,
13391,
11155
],
[
39.404212,
39.404212,
67.904212,
0,
0,
0
],
[
3,
1,
4,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
196021,
354033,
-578920,
-578955,
-534987,
-582566
]
]
}
{
"trading_pair": "ETC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579759200000,
"first_datapoint_time": 1581386400000,
"last_datapoint_time": 1759824000000,
"evaluation_time": 1759830123964,
"expiration_time": 1766304000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 104,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 227,
"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) |
|---|