| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1000866.6959 | 1010354.4352 | -9487.7393 | 47432.4054 | 671994.7869 | -624562.3815 |
| Total P&L (%) | 1000.8667 | 1010.3544 | -9.4877 | 47.4324 | 671.9948 | -624.5624 |
| Avg Daily Profit (%) | 0.5417 | 0.5468 | -0.0051 | 0.021 | 0.1107 | 0 |
| Buy And Hold Return (%) | 65.1764 | 65.1764 | 65.1764 | 65.1764 | 65.1764 | 65.1764 |
| Max Trade Drawdown | -217260 | -203493 | -73258 | -2076931 | -1590176 | -811581 |
| Profit Factor | 3.1592 | 4.1758 | 0.9347 | 1.0148 | 1.3126 | 0.4132 |
| Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
| Winning Trades | 52 | 20 | 32 | 52 | 20 | 32 |
| Losing Trades | 66 | 39 | 27 | 66 | 39 | 27 |
| Profitability (%) | 44.0678 | 33.8983 | 54.2373 | 44.0678 | 33.8983 | 54.2373 |
| Ratio Avg Win / Avg Loss | 4.0098 | 8.1427 | 0.7887 | 1.288 | 2.5597 | 0.3487 |
| Largest Winning Trade | 1077731 | 1077731 | 17992 | 1372684 | 1372684 | 66757 |
| Largest Losing Trade | -34750 | -34750 | -24501 | -729351 | -729351 | -335536 |
| Avg Bars in Trades | 83 | 157 | 9 | 83 | 157 | 9 |
| Avg Bars in Winners | 84 | 200 | 11 | 84 | 200 | 11 |
| Avg Bars in Losers | 83 | 135 | 7 | 83 | 135 | 7 |
| Bars Traded | 9862 | 9283 | 579 | 9862 | 9283 | 579 |
| Profit Streak | 0 | 169.5749 | 0 | 0 | 169.5749 | 0 |
| Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 540064 | -163672 | -756631 | -536854 | -225413 | -756631 |
{
"trading_pair": "EGLD_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11086,
"evaluation_days": 1847.67,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1602288000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758923268122,
"expiration_time": 1763504352000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 223,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 10,
"offset": 0,
"scalar": 5
}
}
} {
"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": [
[
1000866.6958849356,
1010354.435208163,
-9487.7393232271,
47432.4054480208,
671994.7869167994,
-624562.3814687787
],
[
1000.866696,
1010.354435,
-9.487739,
47.432405,
671.994787,
-624.562381
],
[
0.541691,
0.546826,
-0.005135,
0.021012,
0.110677,
0
],
[
65.176354,
65.176354,
65.176354,
65.176354,
65.176354,
65.176354
],
[
-217260,
-203493,
-73258,
-2076931,
-1590176,
-811581
],
[
3.159244,
4.175752,
0.934738,
1.014759,
1.312647,
0.413244
],
[
118,
59,
59,
118,
59,
59
],
[
52,
20,
32,
52,
20,
32
],
[
66,
39,
27,
66,
39,
27
],
[
44.067797,
33.898305,
54.237288,
44.067797,
33.898305,
54.237288
],
[
4.009809,
8.142716,
0.788685,
1.287963,
2.559662,
0.348675
],
[
1077731,
1077731,
17992,
1372684,
1372684,
66757
],
[
-34750,
-34750,
-24501,
-729351,
-729351,
-335536
],
[
83,
157,
9,
83,
157,
9
],
[
84,
200,
11,
84,
200,
11
],
[
83,
135,
7,
83,
135,
7
],
[
9862,
9283,
579,
9862,
9283,
579
],
[
0,
169.574862,
0,
0,
169.574863,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
540064,
-163672,
-756631,
-536854,
-225413,
-756631
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11086,
"evaluation_days": 1847.67,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1602288000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758923268122,
"expiration_time": 1763504352000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 223,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 10,
"offset": 0,
"scalar": 5
}
}
}
| # | 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) |
|---|