| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 662933.2364 | 594358.2597 | 68574.9767 | 758017.5998 | -24976.7117 | 782994.3115 |
| Total P&L (%) | 662.9332 | 594.3583 | 68.575 | 758.0176 | -24.9767 | 782.9943 |
| Avg Daily Profit (%) | 0.3557 | 0.3189 | 0.0368 | 0.1154 | -0.0154 | 0.1169 |
| Buy And Hold Return (%) | 43.4163 | 43.4163 | 43.4163 | 43.4163 | 43.4163 | 43.4163 |
| Max Trade Drawdown | -160192 | -112816 | -69818 | -4824316 | -2832436 | -2359626 |
| Profit Factor | 1.8475 | 2.481 | 1.18 | 1.05 | 0.9969 | 1.1086 |
| Total Trades | 207 | 104 | 103 | 207 | 104 | 103 |
| Winning Trades | 103 | 48 | 55 | 103 | 48 | 55 |
| Losing Trades | 104 | 56 | 48 | 104 | 56 | 48 |
| Profitability (%) | 49.7585 | 46.1538 | 53.3981 | 49.7585 | 46.1538 | 53.3981 |
| Ratio Avg Win / Avg Loss | 1.8654 | 2.8946 | 1.0298 | 1.0602 | 1.163 | 0.9675 |
| Largest Winning Trade | 382942 | 382942 | 56946 | 1354261 | 1354261 | 945188 |
| Largest Losing Trade | -30145 | -28612 | -30145 | -1298274 | -1298274 | -990306 |
| Avg Bars in Trades | 34 | 35 | 33 | 34 | 35 | 33 |
| Avg Bars in Winners | 42 | 43 | 42 | 42 | 43 | 42 |
| Avg Bars in Losers | 26 | 29 | 23 | 26 | 29 | 23 |
| Bars Traded | 7170 | 3711 | 3459 | 7170 | 3711 | 3459 |
| Profit Streak | 13.1415 | 15.1415 | 0 | 13.1415 | 15.1415 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 520952 | 453413 | -175796 | -202497 | -580299 | -139001 |
{
"trading_pair": "EGLD_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7455,
"evaluation_days": 1863.75,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1600862400000,
"last_datapoint_time": 1760097600000,
"evaluation_time": 1760109821831,
"expiration_time": 1764928440000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 83,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 58,
"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": [
[
662933.2363911129,
594358.2596604888,
68574.9767306241,
758017.5998495395,
-24976.7116769539,
782994.3115264956
],
[
662.933236,
594.35826,
68.574977,
758.0176,
-24.976712,
782.994312
],
[
0.355699,
0.318904,
0.036794,
0.115396,
-0.015418,
0.116937
],
[
43.416331,
43.416331,
43.416331,
43.416331,
43.416331,
43.416331
],
[
-160192,
-112816,
-69818,
-4824316,
-2832436,
-2359626
],
[
1.847457,
2.481046,
1.180009,
1.049965,
0.996864,
1.108641
],
[
207,
104,
103,
207,
104,
103
],
[
103,
48,
55,
103,
48,
55
],
[
104,
56,
48,
104,
56,
48
],
[
49.758454,
46.153846,
53.398058,
49.758454,
46.153846,
53.398058
],
[
1.865393,
2.894553,
1.029826,
1.060159,
1.163008,
0.967541
],
[
382942,
382942,
56946,
1354261,
1354261,
945188
],
[
-30145,
-28612,
-30145,
-1298274,
-1298274,
-990306
],
[
34,
35,
33,
34,
35,
33
],
[
42,
43,
42,
42,
43,
42
],
[
26,
29,
23,
26,
29,
23
],
[
7170,
3711,
3459,
7170,
3711,
3459
],
[
13.141456,
15.141456,
0,
13.141456,
15.141456,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
520952,
453413,
-175796,
-202497,
-580299,
-139001
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7455,
"evaluation_days": 1863.75,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1600862400000,
"last_datapoint_time": 1760097600000,
"evaluation_time": 1760109821831,
"expiration_time": 1764928440000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 83,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 58,
"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) |
|---|