| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 887113.6182 | 921953.2016 | -34839.5834 | -17970.7985 | 40770.7719 | -58741.5704 |
| Total P&L (%) | 887.1136 | 921.9532 | -34.8396 | -17.9708 | 40.7708 | -58.7416 |
| Avg Daily Profit (%) | 0.4258 | 0.4425 | -0.0167 | -0.0095 | 0.0164 | -0.0425 |
| Buy And Hold Return (%) | 90.3847 | 90.3847 | 90.3847 | 90.3847 | 90.3847 | 90.3847 |
| Max Trade Drawdown | -176538 | -162449 | -39082 | -775576 | -709150 | -79673 |
| Profit Factor | 2.2065 | 2.3881 | 0.5101 | 0.9881 | 1.0297 | 0.5578 |
| Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
| Winning Trades | 55 | 28 | 27 | 55 | 28 | 27 |
| Losing Trades | 106 | 52 | 54 | 106 | 52 | 54 |
| Profitability (%) | 34.1615 | 35 | 33.3333 | 34.1615 | 35 | 33.3333 |
| Ratio Avg Win / Avg Loss | 4.2525 | 4.4351 | 1.0201 | 1.9043 | 1.9123 | 1.1157 |
| Largest Winning Trade | 858514 | 858514 | 4772 | 743486 | 743486 | 18114 |
| Largest Losing Trade | -48649 | -48649 | -6804 | -129682 | -129682 | -34399 |
| Avg Bars in Trades | 153 | 307 | 1 | 153 | 307 | 1 |
| Avg Bars in Winners | 261 | 511 | 1 | 261 | 511 | 1 |
| Avg Bars in Losers | 97 | 197 | 1 | 97 | 197 | 1 |
| Bars Traded | 24719 | 24610 | 109 | 24719 | 24610 | 109 |
| Profit Streak | 18.0893 | 0 | 41.9227 | 18.0893 | 0 | 41.9227 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 338937 | -10631 | -596008 | -582751 | -548720 | -596285 |
{
"trading_pair": "ETC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1580018400000,
"first_datapoint_time": 1580191200000,
"last_datapoint_time": 1760083200000,
"evaluation_time": 1760083718337,
"expiration_time": 1766563200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 25,
"offset": 0,
"std": 2.87076
}
},
"second_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"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": [
[
887113.6181951344,
921953.2015939524,
-34839.5833988179,
-17970.7984681703,
40770.7719154964,
-58741.5703836667
],
[
887.113618,
921.953202,
-34.839583,
-17.970798,
40.770772,
-58.74157
],
[
0.425815,
0.442538,
-0.016723,
-0.009508,
0.016416,
-0.042486
],
[
90.38467,
90.38467,
90.38467,
90.38467,
90.38467,
90.38467
],
[
-176538,
-162449,
-39082,
-775576,
-709150,
-79673
],
[
2.206499,
2.388131,
0.510064,
0.98806,
1.029712,
0.557837
],
[
161,
80,
81,
161,
80,
81
],
[
55,
28,
27,
55,
28,
27
],
[
106,
52,
54,
106,
52,
54
],
[
34.161491,
35,
33.333333,
34.161491,
35,
33.333333
],
[
4.252525,
4.4351,
1.020128,
1.904261,
1.912321,
1.115674
],
[
858514,
858514,
4772,
743486,
743486,
18114
],
[
-48649,
-48649,
-6804,
-129682,
-129682,
-34399
],
[
153,
307,
1,
153,
307,
1
],
[
261,
511,
1,
261,
511,
1
],
[
97,
197,
1,
97,
197,
1
],
[
24719,
24610,
109,
24719,
24610,
109
],
[
18.089332,
0,
41.922666,
18.089333,
0,
41.922666
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
338937,
-10631,
-596008,
-582751,
-548720,
-596285
]
]
}
{
"trading_pair": "ETC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1580018400000,
"first_datapoint_time": 1580191200000,
"last_datapoint_time": 1760083200000,
"evaluation_time": 1760083718337,
"expiration_time": 1766563200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 25,
"offset": 0,
"std": 2.87076
}
},
"second_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"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) |
|---|