| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 713245.4424 | 584962.5586 | 128282.8838 | 2376740.9699 | 2006221.4245 | 370519.5455 |
| Total P&L (%) | 713.2454 | 584.9626 | 128.2829 | 2376.741 | 2006.2214 | 370.5195 |
| Avg Daily Profit (%) | 0.3424 | 0.2808 | 0.0616 | 0.1542 | 0.1464 | 0.0744 |
| Buy And Hold Return (%) | 59.3192 | 59.3192 | 59.3192 | 59.3192 | 59.3192 | 59.3192 |
| Max Trade Drawdown | -100341 | -75291 | -80643 | -5063186 | -2937373 | -3337025 |
| Profit Factor | 1.5488 | 1.8939 | 1.1988 | 1.0654 | 1.1159 | 1.0195 |
| Total Trades | 446 | 223 | 223 | 446 | 223 | 223 |
| Winning Trades | 162 | 75 | 87 | 162 | 75 | 87 |
| Losing Trades | 284 | 148 | 136 | 284 | 148 | 136 |
| Profitability (%) | 36.3229 | 33.6323 | 39.0135 | 36.3229 | 33.6323 | 39.0135 |
| Ratio Avg Win / Avg Loss | 2.7152 | 3.7373 | 1.874 | 1.8677 | 2.2019 | 1.5936 |
| Largest Winning Trade | 266686 | 266686 | 36996 | 2183079 | 2183079 | 1228134 |
| Largest Losing Trade | -27562 | -19519 | -27562 | -1450681 | -585840 | -1450681 |
| Avg Bars in Trades | 55 | 52 | 59 | 55 | 52 | 59 |
| Avg Bars in Winners | 94 | 91 | 95 | 94 | 91 | 95 |
| Avg Bars in Losers | 34 | 32 | 35 | 34 | 32 | 35 |
| Bars Traded | 24896 | 11681 | 13215 | 24896 | 11681 | 13215 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 323355 | 236519 | -120878 | -142855 | -94939 | -295831 |
{
"trading_pair": "ETC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579960800000,
"first_datapoint_time": 1580443200000,
"last_datapoint_time": 1760025600000,
"evaluation_time": 1760030244603,
"expiration_time": 1766505600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 53,
"offset": 15
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 40,
"offset": 0,
"poles": 2
}
}
} {
"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": [
[
713245.4424336638,
584962.5585859199,
128282.8838477441,
2376740.9699420794,
2006221.4244594658,
370519.5454826168
],
[
713.245442,
584.962559,
128.282884,
2376.74097,
2006.221424,
370.519545
],
[
0.342358,
0.280782,
0.061576,
0.154176,
0.146386,
0.074364
],
[
59.319241,
59.319241,
59.319241,
59.319241,
59.319241,
59.319241
],
[
-100341,
-75291,
-80643,
-5063186,
-2937373,
-3337025
],
[
1.54882,
1.893895,
1.198826,
1.065366,
1.115853,
1.019457
],
[
446,
223,
223,
446,
223,
223
],
[
162,
75,
87,
162,
75,
87
],
[
284,
148,
136,
284,
148,
136
],
[
36.32287,
33.632287,
39.013453,
36.32287,
33.632287,
39.013453
],
[
2.715215,
3.737286,
1.874027,
1.867679,
2.201949,
1.593633
],
[
266686,
266686,
36996,
2183079,
2183079,
1228134
],
[
-27562,
-19519,
-27562,
-1450681,
-585840,
-1450681
],
[
55,
52,
59,
55,
52,
59
],
[
94,
91,
95,
94,
91,
95
],
[
34,
32,
35,
34,
32,
35
],
[
24896,
11681,
13215,
24896,
11681,
13215
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
323355,
236519,
-120878,
-142855,
-94939,
-295831
]
]
}
{
"trading_pair": "ETC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579960800000,
"first_datapoint_time": 1580443200000,
"last_datapoint_time": 1760025600000,
"evaluation_time": 1760030244603,
"expiration_time": 1766505600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 53,
"offset": 15
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 40,
"offset": 0,
"poles": 2
}
}
}
| # | 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) |
|---|