| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1666916.9403 | 1583096.7162 | 83820.2241 | 1074503.6143 | 483397.5885 | 591106.0258 |
| Total P&L (%) | 1666.9169 | 1583.0967 | 83.8202 | 1074.5036 | 483.3976 | 591.106 |
| Avg Daily Profit (%) | 0.8978 | 0.8526 | 0.0451 | 0.1328 | 0.095 | 0.1042 |
| Buy And Hold Return (%) | 73.9184 | 73.9184 | 73.9184 | 73.9184 | 73.9184 | 73.9184 |
| Max Trade Drawdown | -77318 | -100054 | -73470 | -1308848 | -1451484 | -1010730 |
| Profit Factor | 3.9223 | 6.0652 | 1.3251 | 1.1352 | 1.105 | 1.1768 |
| Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
| Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
| Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
| Profitability (%) | 42.5743 | 41.1765 | 44 | 42.5743 | 41.1765 | 44 |
| Ratio Avg Win / Avg Loss | 5.2905 | 8.6645 | 1.6864 | 1.5312 | 1.5786 | 1.4978 |
| Largest Winning Trade | 1520222 | 1520222 | 63101 | 1715059 | 1715059 | 576471 |
| Largest Losing Trade | -35810 | -35810 | -23020 | -665911 | -665911 | -400380 |
| Avg Bars in Trades | 68 | 54 | 82 | 68 | 54 | 82 |
| Avg Bars in Winners | 100 | 69 | 130 | 100 | 69 | 130 |
| Avg Bars in Losers | 44 | 44 | 45 | 44 | 44 | 45 |
| Bars Traded | 6938 | 2796 | 4142 | 6938 | 2796 | 4142 |
| Profit Streak | 0 | 0 | 54.1108 | 0 | 0 | 54.1108 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 634916 | -161746 | -436773 | -88663 | -353789 | -260926 |
{
"trading_pair": "EGLD_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7427,
"evaluation_days": 1856.75,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1602568800000,
"last_datapoint_time": 1759492800000,
"evaluation_time": 1759502369719,
"expiration_time": 1764305496000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 162,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 17,
"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": [
[
1666916.9403340514,
1583096.7161848564,
83820.2241491952,
1074503.614340565,
483397.5885058315,
591106.0258347325
],
[
1666.91694,
1583.096716,
83.820224,
1074.503614,
483.397589,
591.106026
],
[
0.897761,
0.852617,
0.045144,
0.132762,
0.095034,
0.104167
],
[
73.918418,
73.918418,
73.918418,
73.918418,
73.918418,
73.918418
],
[
-77318,
-100054,
-73470,
-1308848,
-1451484,
-1010730
],
[
3.922303,
6.065176,
1.325052,
1.135223,
1.105013,
1.176823
],
[
101,
51,
50,
101,
51,
50
],
[
43,
21,
22,
43,
21,
22
],
[
58,
30,
28,
58,
30,
28
],
[
42.574257,
41.176471,
44,
42.574257,
41.176471,
44
],
[
5.290548,
8.664536,
1.68643,
1.531231,
1.57859,
1.497775
],
[
1520222,
1520222,
63101,
1715059,
1715059,
576471
],
[
-35810,
-35810,
-23020,
-665911,
-665911,
-400380
],
[
68,
54,
82,
68,
54,
82
],
[
100,
69,
130,
100,
69,
130
],
[
44,
44,
45,
44,
44,
45
],
[
6938,
2796,
4142,
6938,
2796,
4142
],
[
0,
0,
54.110761,
0,
0,
54.110761
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
634916,
-161746,
-436773,
-88663,
-353789,
-260926
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7427,
"evaluation_days": 1856.75,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1602568800000,
"last_datapoint_time": 1759492800000,
"evaluation_time": 1759502369719,
"expiration_time": 1764305496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 162,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 17,
"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) |
|---|