| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 448419.6807 | 480905.2347 | -32485.554 | -31772.4922 | 483143.6182 | -514916.1104 |
| Total P&L (%) | 448.4197 | 480.9052 | -32.4856 | -31.7725 | 483.1436 | -514.9161 |
| Avg Daily Profit (%) | 0.2152 | 0.2308 | -0.0156 | -0.0184 | 0.0847 | 0 |
| Buy And Hold Return (%) | 124.5531 | 124.5531 | 124.5531 | 124.5531 | 124.5531 | 124.5531 |
| Max Trade Drawdown | -241794 | -162742 | -147866 | -1495444 | -1037320 | -885583 |
| Profit Factor | 1.1966 | 1.4405 | 0.9727 | 0.993 | 1.2272 | 0.7877 |
| Total Trades | 1000 | 500 | 500 | 1000 | 500 | 500 |
| Winning Trades | 508 | 251 | 257 | 508 | 251 | 257 |
| Losing Trades | 492 | 249 | 243 | 492 | 249 | 243 |
| Profitability (%) | 50.8 | 50.2 | 51.4 | 50.8 | 50.2 | 51.4 |
| Ratio Avg Win / Avg Loss | 1.1589 | 1.429 | 0.9197 | 0.9617 | 1.2174 | 0.7448 |
| Largest Winning Trade | 278767 | 278767 | 32571 | 1120500 | 1120500 | 251200 |
| Largest Losing Trade | -75523 | -21109 | -75523 | -671864 | -302258 | -671864 |
| Avg Bars in Trades | 24 | 24 | 25 | 24 | 24 | 25 |
| Avg Bars in Winners | 25 | 25 | 26 | 25 | 25 | 26 |
| Avg Bars in Losers | 24 | 23 | 24 | 24 | 23 | 24 |
| Bars Traded | 24885 | 12192 | 12693 | 24885 | 12192 | 12693 |
| Profit Streak | 0 | 12.2503 | 0 | 0 | 12.2503 | 0 |
| Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 250760 | 374820 | -578261 | -574757 | -78669 | -578261 |
{
"trading_pair": "ETC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579500000000,
"first_datapoint_time": 1579896000000,
"last_datapoint_time": 1759564800000,
"evaluation_time": 1759572022678,
"expiration_time": 1766044800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 51,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 56,
"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": [
[
448419.6806607362,
480905.2346686084,
-32485.5540078724,
-31772.4921543336,
483143.6181969341,
-514916.1103512667
],
[
448.419681,
480.905235,
-32.485554,
-31.772492,
483.143618,
-514.91611
],
[
0.215242,
0.230835,
-0.015593,
-0.01835,
0.084673,
0
],
[
124.553144,
124.553144,
124.553144,
124.553144,
124.553144,
124.553144
],
[
-241794,
-162742,
-147866,
-1495444,
-1037320,
-885583
],
[
1.196635,
1.44049,
0.972672,
0.99302,
1.227217,
0.787705
],
[
1000,
500,
500,
1000,
500,
500
],
[
508,
251,
257,
508,
251,
257
],
[
492,
249,
243,
492,
249,
243
],
[
50.8,
50.2,
51.4,
50.8,
50.2,
51.4
],
[
1.158946,
1.429012,
0.919686,
0.961744,
1.217439,
0.744795
],
[
278767,
278767,
32571,
1120500,
1120500,
251200
],
[
-75523,
-21109,
-75523,
-671864,
-302258,
-671864
],
[
24,
24,
25,
24,
24,
25
],
[
25,
25,
26,
25,
25,
26
],
[
24,
23,
24,
24,
23,
24
],
[
24885,
12192,
12693,
24885,
12192,
12693
],
[
0,
12.250262,
0,
0,
12.250262,
0
],
[
0,
4,
0,
0,
4,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
250760,
374820,
-578261,
-574757,
-78669,
-578261
]
]
}
{
"trading_pair": "ETC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579500000000,
"first_datapoint_time": 1579896000000,
"last_datapoint_time": 1759564800000,
"evaluation_time": 1759572022678,
"expiration_time": 1766044800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 51,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 56,
"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) |
|---|