| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1621628.6311 | 1546224.5511 | 75404.0799 | 1095813.1817 | 237581.2819 | 858231.8997 |
| Total P&L (%) | 1621.6286 | 1546.2246 | 75.4041 | 1095.8132 | 237.5813 | 858.2319 |
| Avg Daily Profit (%) | 0.8722 | 0.8316 | 0.0406 | 0.1336 | 0.0655 | 0.1216 |
| Buy And Hold Return (%) | 90.3915 | 90.3915 | 90.3915 | 90.3915 | 90.3915 | 90.3915 |
| Max Trade Drawdown | -108802 | -86841 | -59107 | -3727972 | -2879151 | -1277673 |
| Profit Factor | 4.0984 | 6.1884 | 1.3346 | 1.1009 | 1.0372 | 1.192 |
| Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
| Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
| Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
| Profitability (%) | 39.6825 | 37.5 | 41.9355 | 39.6825 | 37.5 | 41.9355 |
| Ratio Avg Win / Avg Loss | 6.2295 | 10.3139 | 1.8479 | 1.6734 | 1.7287 | 1.6504 |
| Largest Winning Trade | 1421052 | 1421052 | 62048 | 1864186 | 1864186 | 1278759 |
| Largest Losing Trade | -46657 | -46657 | -31504 | -1016245 | -881124 | -1016245 |
| Avg Bars in Trades | 109 | 84 | 135 | 109 | 84 | 135 |
| Avg Bars in Winners | 177 | 122 | 228 | 177 | 122 | 228 |
| Avg Bars in Losers | 64 | 62 | 68 | 64 | 62 | 68 |
| Bars Traded | 6907 | 2710 | 4197 | 6907 | 2710 | 4197 |
| Profit Streak | 55.5041 | 64.7541 | 0 | 55.5041 | 64.7541 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -134365 | 625939 | -306279 | -277459 | -291810 | -41655 |
{
"trading_pair": "EGLD_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7437,
"evaluation_days": 1859.25,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1603130400000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759730758492,
"expiration_time": 1764527976000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 188,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 16,
"offset": 0,
"a": 0.63839
}
}
} {
"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": [
[
1621628.631089438,
1546224.5511416306,
75404.079947808,
1095813.1816703316,
237581.2819214042,
858231.8997489272
],
[
1621.628631,
1546.224551,
75.40408,
1095.813182,
237.581282,
858.2319
],
[
0.872195,
0.831639,
0.040556,
0.133552,
0.065458,
0.121624
],
[
90.391459,
90.391459,
90.391459,
90.391459,
90.391459,
90.391459
],
[
-108802,
-86841,
-59107,
-3727972,
-2879151,
-1277673
],
[
4.098365,
6.188354,
1.334588,
1.100914,
1.037191,
1.191965
],
[
63,
32,
31,
63,
32,
31
],
[
25,
12,
13,
25,
12,
13
],
[
38,
20,
18,
38,
20,
18
],
[
39.68254,
37.5,
41.935484,
39.68254,
37.5,
41.935484
],
[
6.229514,
10.313923,
1.847891,
1.673389,
1.728651,
1.650413
],
[
1421052,
1421052,
62048,
1864186,
1864186,
1278759
],
[
-46657,
-46657,
-31504,
-1016245,
-881124,
-1016245
],
[
109,
84,
135,
109,
84,
135
],
[
177,
122,
228,
177,
122,
228
],
[
64,
62,
68,
64,
62,
68
],
[
6907,
2710,
4197,
6907,
2710,
4197
],
[
55.504149,
64.754149,
0,
55.504149,
64.754149,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-134365,
625939,
-306279,
-277459,
-291810,
-41655
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7437,
"evaluation_days": 1859.25,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1603130400000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759730758492,
"expiration_time": 1764527976000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 188,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 16,
"offset": 0,
"a": 0.63839
}
}
}
| # | 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) |
|---|