| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 902474.4208 | 699923.6884 | 202550.7324 | 12241416.4416 | 5482584.227 | 6758832.2146 |
| Total P&L (%) | 902.4744 | 699.9237 | 202.5507 | 12241.4164 | 5482.5842 | 6758.8322 |
| Avg Daily Profit (%) | 0.4867 | 0.3775 | 0.1092 | 0.2601 | 0.2172 | 0.2283 |
| Buy And Hold Return (%) | 17.0528 | 17.0528 | 17.0528 | 17.0528 | 17.0528 | 17.0528 |
| Max Trade Drawdown | -134075 | -84069 | -80068 | -15343610 | -10984443 | -6387490 |
| Profit Factor | 2.1815 | 2.9941 | 1.4906 | 1.2171 | 1.203 | 1.23 |
| Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
| Winning Trades | 118 | 59 | 59 | 118 | 59 | 59 |
| Losing Trades | 90 | 45 | 45 | 90 | 45 | 45 |
| Profitability (%) | 56.7308 | 56.7308 | 56.7308 | 56.7308 | 56.7308 | 56.7308 |
| Ratio Avg Win / Avg Loss | 1.6639 | 2.2836 | 1.1369 | 0.9283 | 0.9176 | 0.9381 |
| Largest Winning Trade | 314357 | 314357 | 62902 | 4284337 | 4168583 | 4284337 |
| Largest Losing Trade | -45380 | -35597 | -45380 | -4693223 | -4693223 | -3563834 |
| Avg Bars in Trades | 105 | 80 | 130 | 105 | 80 | 130 |
| Avg Bars in Winners | 112 | 73 | 150 | 112 | 73 | 150 |
| Avg Bars in Losers | 96 | 89 | 103 | 96 | 89 | 103 |
| Bars Traded | 21907 | 8375 | 13532 | 21907 | 8375 | 13532 |
| Profit Streak | 0 | 0 | 51.3221 | 0 | 0 | 51.3221 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 597607 | 571273 | -44743 | 303218 | 237755 | 267416 |
{
"trading_pair": "EGLD_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22250,
"evaluation_days": 1854.17,
"actual_first_datapoint_time": 1599098400000,
"first_datapoint_time": 1600480800000,
"last_datapoint_time": 1759334400000,
"evaluation_time": 1759340628542,
"expiration_time": 1765101600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 168,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 193,
"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": [
[
902474.4208175295,
699923.6883880959,
202550.7324294334,
12241416.441560792,
5482584.2270016335,
6758832.21455916
],
[
902.474421,
699.923688,
202.550732,
12241.416442,
5482.584227,
6758.832215
],
[
0.486727,
0.377486,
0.109241,
0.260052,
0.217165,
0.228293
],
[
17.052778,
17.052778,
17.052778,
17.052778,
17.052778,
17.052778
],
[
-134075,
-84069,
-80068,
-15343610,
-10984443,
-6387490
],
[
2.181498,
2.994088,
1.490628,
1.217075,
1.203017,
1.229993
],
[
208,
104,
104,
208,
104,
104
],
[
118,
59,
59,
118,
59,
59
],
[
90,
45,
45,
90,
45,
45
],
[
56.730769,
56.730769,
56.730769,
56.730769,
56.730769,
56.730769
],
[
1.663855,
2.283626,
1.13692,
0.928277,
0.917556,
0.93813
],
[
314357,
314357,
62902,
4284337,
4168583,
4284337
],
[
-45380,
-35597,
-45380,
-4693223,
-4693223,
-3563834
],
[
105,
80,
130,
105,
80,
130
],
[
112,
73,
150,
112,
73,
150
],
[
96,
89,
103,
96,
89,
103
],
[
21907,
8375,
13532,
21907,
8375,
13532
],
[
0,
0,
51.32209,
0,
0,
51.32209
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
597607,
571273,
-44743,
303218,
237755,
267416
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22250,
"evaluation_days": 1854.17,
"actual_first_datapoint_time": 1599098400000,
"first_datapoint_time": 1600480800000,
"last_datapoint_time": 1759334400000,
"evaluation_time": 1759340628542,
"expiration_time": 1765101600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 168,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 193,
"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) |
|---|