| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 693183.9874 | 511820.1945 | 181363.7929 | 4775058.5791 | -120223.4178 | 4895281.9969 |
| Total P&L (%) | 693.184 | 511.8202 | 181.3638 | 4775.0586 | -120.2234 | 4895.282 |
| Avg Daily Profit (%) | 0.3719 | 0.2746 | 0.0973 | 0.2088 | 0 | 0.2101 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -104325 | -89223 | -96807 | -10880134 | -10133938 | -4953956 |
| Profit Factor | 1.4895 | 1.7543 | 1.2459 | 1.0564 | 0.9971 | 1.113 |
| Total Trades | 558 | 279 | 279 | 558 | 279 | 279 |
| Winning Trades | 187 | 90 | 97 | 187 | 90 | 97 |
| Losing Trades | 371 | 189 | 182 | 371 | 189 | 182 |
| Profitability (%) | 33.5125 | 32.2581 | 34.767 | 33.5125 | 32.2581 | 34.767 |
| Ratio Avg Win / Avg Loss | 2.9551 | 3.684 | 2.3376 | 2.0958 | 2.0939 | 2.0883 |
| Largest Winning Trade | 157484 | 157484 | 44949 | 3041275 | 3041275 | 2258360 |
| Largest Losing Trade | -31065 | -14340 | -31065 | -1733080 | -1392799 | -1733080 |
| Avg Bars in Trades | 13 | 12 | 14 | 13 | 12 | 14 |
| Avg Bars in Winners | 25 | 23 | 27 | 25 | 23 | 27 |
| Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
| Bars Traded | 7410 | 3496 | 3914 | 7410 | 3496 | 3914 |
| 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 | 311099 | 226205 | -66936 | -152496 | -583718 | -91729 |
{
"trading_pair": "EGLD_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7455,
"evaluation_days": 1863.75,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1599566400000,
"last_datapoint_time": 1760097600000,
"evaluation_time": 1760109814515,
"expiration_time": 1764928440000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 23,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 2,
"offset": 0,
"scalar": 1
}
}
} {
"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": [
[
693183.9873972115,
511820.1945457013,
181363.7928515103,
4775058.5791000705,
-120223.4177976527,
4895281.996897726
],
[
693.183987,
511.820195,
181.363793,
4775.058579,
-120.223418,
4895.281997
],
[
0.37193,
0.274618,
0.097311,
0.20876,
0,
0.21007
],
[
10,
10,
10,
10,
10,
10
],
[
-104325,
-89223,
-96807,
-10880134,
-10133938,
-4953956
],
[
1.489477,
1.754279,
1.245878,
1.056387,
0.997094,
1.113005
],
[
558,
279,
279,
558,
279,
279
],
[
187,
90,
97,
187,
90,
97
],
[
371,
189,
182,
371,
189,
182
],
[
33.512545,
32.258065,
34.767025,
33.512545,
32.258065,
34.767025
],
[
2.955059,
3.683987,
2.337627,
2.095827,
2.093896,
2.088318
],
[
157484,
157484,
44949,
3041275,
3041275,
2258360
],
[
-31065,
-14340,
-31065,
-1733080,
-1392799,
-1733080
],
[
13,
12,
14,
13,
12,
14
],
[
25,
23,
27,
25,
23,
27
],
[
7,
7,
7,
7,
7,
7
],
[
7410,
3496,
3914,
7410,
3496,
3914
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
311099,
226205,
-66936,
-152496,
-583718,
-91729
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7455,
"evaluation_days": 1863.75,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1599566400000,
"last_datapoint_time": 1760097600000,
"evaluation_time": 1760109814515,
"expiration_time": 1764928440000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 23,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 2,
"offset": 0,
"scalar": 1
}
}
}
| # | 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) |
|---|