| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 806045.616 | 716602.1214 | 89443.4946 | 714246.0521 | 83916.2455 | 630329.8066 |
| Total P&L (%) | 806.0456 | 716.6021 | 89.4435 | 714.2461 | 83.9162 | 630.3298 |
| Avg Daily Profit (%) | 0.4325 | 0.3845 | 0.048 | 0.1126 | 0.0327 | 0.1068 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -167128 | -190609 | -26851 | -7272100 | -7374920 | -515671 |
| Profit Factor | 1.9687 | 2.0855 | 1.5204 | 1.0462 | 1.0064 | 1.258 |
| Total Trades | 239 | 119 | 120 | 239 | 119 | 120 |
| Winning Trades | 134 | 61 | 73 | 134 | 61 | 73 |
| Losing Trades | 105 | 58 | 47 | 105 | 58 | 47 |
| Profitability (%) | 56.0669 | 51.2605 | 60.8333 | 56.0669 | 51.2605 | 60.8333 |
| Ratio Avg Win / Avg Loss | 1.5427 | 1.9829 | 0.9789 | 0.8197 | 0.9569 | 0.81 |
| Largest Winning Trade | 440519 | 440519 | 15026 | 2844436 | 2844436 | 204175 |
| Largest Losing Trade | -41088 | -41088 | -13588 | -3179921 | -3179921 | -198464 |
| Avg Bars in Trades | 46 | 84 | 8 | 46 | 84 | 8 |
| Avg Bars in Winners | 38 | 75 | 8 | 38 | 75 | 8 |
| Avg Bars in Losers | 55 | 93 | 7 | 55 | 93 | 7 |
| Bars Traded | 10997 | 10015 | 982 | 10997 | 10015 | 982 |
| Profit Streak | 6.4124 | 0 | 29.4124 | 6.4124 | 0 | 29.4124 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 593769 | 486200 | -126593 | -210956 | -364389 | -49437 |
{
"trading_pair": "EGLD_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11181,
"evaluation_days": 1863.5,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1600185600000,
"last_datapoint_time": 1760083200000,
"evaluation_time": 1760090035311,
"expiration_time": 1764913392000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcl",
"factors": {
"length": 14,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 77,
"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": [
[
806045.6159689557,
716602.1214131139,
89443.4945558419,
714246.0521234549,
83916.2455260983,
630329.8065973562
],
[
806.045616,
716.602121,
89.443495,
714.246052,
83.916246,
630.329807
],
[
0.432544,
0.384546,
0.047998,
0.112598,
0.032702,
0.106755
],
[
10,
10,
10,
10,
10,
10
],
[
-167128,
-190609,
-26851,
-7272100,
-7374920,
-515671
],
[
1.968716,
2.085451,
1.520358,
1.046153,
1.006439,
1.258045
],
[
239,
119,
120,
239,
119,
120
],
[
134,
61,
73,
134,
61,
73
],
[
105,
58,
47,
105,
58,
47
],
[
56.066946,
51.260504,
60.833333,
56.066946,
51.260504,
60.833333
],
[
1.54265,
1.982888,
0.978861,
0.819746,
0.956942,
0.809974
],
[
440519,
440519,
15026,
2844436,
2844436,
204175
],
[
-41088,
-41088,
-13588,
-3179921,
-3179921,
-198464
],
[
46,
84,
8,
46,
84,
8
],
[
38,
75,
8,
38,
75,
8
],
[
55,
93,
7,
55,
93,
7
],
[
10997,
10015,
982,
10997,
10015,
982
],
[
6.412446,
0,
29.412446,
6.412446,
0,
29.412446
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
593769,
486200,
-126593,
-210956,
-364389,
-49437
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11181,
"evaluation_days": 1863.5,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1600185600000,
"last_datapoint_time": 1760083200000,
"evaluation_time": 1760090035311,
"expiration_time": 1764913392000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 14,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 77,
"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) |
|---|