| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 861285.6934 | 725655.6134 | 135630.0801 | 3692764.0558 | 622801.0544 | 3069963.0013 |
| Total P&L (%) | 861.2857 | 725.6556 | 135.6301 | 3692.7641 | 622.8011 | 3069.963 |
| Avg Daily Profit (%) | 0.4637 | 0.3907 | 0.073 | 0.1959 | 0.1065 | 0.1862 |
| Buy And Hold Return (%) | 14.6769 | 14.6769 | 14.6769 | 14.6769 | 14.6769 | 14.6769 |
| Max Trade Drawdown | -82135 | -51511 | -110437 | -2450954 | -2097299 | -1172360 |
| Profit Factor | 2.5495 | 3.5249 | 1.5053 | 1.2969 | 1.0844 | 1.6067 |
| Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
| Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
| Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
| Profitability (%) | 44.5652 | 41.3043 | 47.8261 | 44.5652 | 41.3043 | 47.8261 |
| Ratio Avg Win / Avg Loss | 3.1714 | 5.009 | 1.6421 | 1.6132 | 1.541 | 1.7527 |
| Largest Winning Trade | 403452 | 403452 | 54113 | 1547080 | 1547080 | 1144501 |
| Largest Losing Trade | -26399 | -22852 | -26399 | -1009108 | -1009108 | -720425 |
| Avg Bars in Trades | 235 | 238 | 232 | 235 | 238 | 232 |
| Avg Bars in Winners | 371 | 400 | 345 | 371 | 400 | 345 |
| Avg Bars in Losers | 126 | 124 | 129 | 126 | 124 | 129 |
| Bars Traded | 21674 | 10961 | 10713 | 21674 | 10961 | 10713 |
| 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 | 478225 | 470608 | -93771 | 263184 | -180204 | 366823 |
{
"trading_pair": "EGLD_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22290,
"evaluation_days": 1857.5,
"actual_first_datapoint_time": 1599098400000,
"first_datapoint_time": 1600588800000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759624690613,
"expiration_time": 1765399968000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 208,
"offset": 0,
"a": 0.69349
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 33,
"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": [
[
861285.6934463356,
725655.613381966,
135630.0800643694,
3692764.05575976,
622801.054424098,
3069963.00133566
],
[
861.285693,
725.655613,
135.63008,
3692.764056,
622.801054,
3069.963001
],
[
0.46368,
0.390663,
0.073018,
0.195921,
0.106542,
0.186246
],
[
14.676936,
14.676936,
14.676936,
14.676936,
14.676936,
14.676936
],
[
-82135,
-51511,
-110437,
-2450954,
-2097299,
-1172360
],
[
2.549534,
3.524865,
1.505269,
1.296884,
1.084412,
1.606674
],
[
92,
46,
46,
92,
46,
46
],
[
41,
19,
22,
41,
19,
22
],
[
51,
27,
24,
51,
27,
24
],
[
44.565217,
41.304348,
47.826087,
44.565217,
41.304348,
47.826087
],
[
3.171372,
5.009019,
1.642112,
1.613198,
1.541007,
1.752735
],
[
403452,
403452,
54113,
1547080,
1547080,
1144501
],
[
-26399,
-22852,
-26399,
-1009108,
-1009108,
-720425
],
[
235,
238,
232,
235,
238,
232
],
[
371,
400,
345,
371,
400,
345
],
[
126,
124,
129,
126,
124,
129
],
[
21674,
10961,
10713,
21674,
10961,
10713
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
478225,
470608,
-93771,
263184,
-180204,
366823
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22290,
"evaluation_days": 1857.5,
"actual_first_datapoint_time": 1599098400000,
"first_datapoint_time": 1600588800000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759624690613,
"expiration_time": 1765399968000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 208,
"offset": 0,
"a": 0.69349
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 33,
"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) |
|---|