| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1003759.4308 | 975101.754 | 28657.6768 | 208692.5142 | -407953.3959 | 616645.91 |
| Total P&L (%) | 1003.7594 | 975.1018 | 28.6577 | 208.6925 | -407.9534 | 616.6459 |
| Avg Daily Profit (%) | 0.5433 | 0.5277 | 0.0155 | 0.061 | 0 | 0.1066 |
| Buy And Hold Return (%) | 44.5495 | 44.5495 | 44.5495 | 44.5495 | 44.5495 | 44.5495 |
| Max Trade Drawdown | -140085 | -182858 | -58056 | -1486182 | -1952901 | -273824 |
| Profit Factor | 2.873 | 3.6519 | 1.1704 | 1.0515 | 0.8632 | 1.5749 |
| Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
| Winning Trades | 44 | 18 | 26 | 44 | 18 | 26 |
| Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
| Profitability (%) | 43.5644 | 36 | 50.9804 | 43.5644 | 36 | 50.9804 |
| Ratio Avg Win / Avg Loss | 3.7219 | 6.4922 | 1.1254 | 1.3621 | 1.5346 | 1.5143 |
| Largest Winning Trade | 869222 | 869222 | 27090 | 1095099 | 1095099 | 303328 |
| Largest Losing Trade | -32216 | -26652 | -32216 | -458874 | -458874 | -174452 |
| Avg Bars in Trades | 102 | 177 | 28 | 102 | 177 | 28 |
| Avg Bars in Winners | 123 | 259 | 29 | 123 | 259 | 29 |
| Avg Bars in Losers | 85 | 130 | 28 | 85 | 130 | 28 |
| Bars Traded | 10333 | 8863 | 1470 | 10333 | 8863 | 1470 |
| Profit Streak | 101.7278 | 101.7278 | 113.5611 | 101.7278 | 101.7278 | 113.5611 |
| Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 563651 | -166896 | -549311 | -277776 | -762541 | -225617 |
{
"trading_pair": "EGLD_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11086,
"evaluation_days": 1847.67,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1601625600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758806878794,
"expiration_time": 1763504352000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 177,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 37,
"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": [
[
1003759.4308031886,
975101.7539656858,
28657.6768375026,
208692.5141577981,
-407953.3958563483,
616645.9100141459
],
[
1003.759431,
975.101754,
28.657677,
208.692514,
-407.953396,
616.64591
],
[
0.543257,
0.527747,
0.01551,
0.061024,
0,
0.106646
],
[
44.549505,
44.549505,
44.549505,
44.549505,
44.549505,
44.549505
],
[
-140085,
-182858,
-58056,
-1486182,
-1952901,
-273824
],
[
2.873031,
3.651876,
1.17038,
1.051459,
0.863234,
1.574874
],
[
101,
50,
51,
101,
50,
51
],
[
44,
18,
26,
44,
18,
26
],
[
57,
32,
25,
57,
32,
25
],
[
43.564356,
36,
50.980392,
43.564356,
36,
50.980392
],
[
3.721881,
6.492224,
1.125365,
1.362117,
1.534637,
1.514302
],
[
869222,
869222,
27090,
1095099,
1095099,
303328
],
[
-32216,
-26652,
-32216,
-458874,
-458874,
-174452
],
[
102,
177,
28,
102,
177,
28
],
[
123,
259,
29,
123,
259,
29
],
[
85,
130,
28,
85,
130,
28
],
[
10333,
8863,
1470,
10333,
8863,
1470
],
[
101.727764,
101.727764,
113.561097,
101.727764,
101.727764,
113.561097
],
[
5,
2,
3,
5,
2,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
563651,
-166896,
-549311,
-277776,
-762541,
-225617
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11086,
"evaluation_days": 1847.67,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1601625600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758806878794,
"expiration_time": 1763504352000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 177,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 37,
"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) |
|---|