| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1325039.1174 | 1137717.3756 | 187321.7417 | 10844312.8286 | 785270.0072 | 10059042.8214 |
| Total P&L (%) | 1325.0391 | 1137.7174 | 187.3217 | 10844.3128 | 785.27 | 10059.0428 |
| Avg Daily Profit (%) | 0.7159 | 0.6147 | 0.1012 | 0.254 | 0.1179 | 0.25 |
| Buy And Hold Return (%) | 53.8644 | 53.8644 | 53.8644 | 53.8644 | 53.8644 | 53.8644 |
| Max Trade Drawdown | -75871 | -72368 | -73954 | -11515584 | -10778251 | -3030010 |
| Profit Factor | 3.0882 | 4.6138 | 1.5859 | 1.2526 | 1.032 | 1.5462 |
| Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
| Winning Trades | 63 | 28 | 35 | 63 | 28 | 35 |
| Losing Trades | 76 | 42 | 34 | 76 | 42 | 34 |
| Profitability (%) | 45.3237 | 40 | 50.7246 | 45.3237 | 40 | 50.7246 |
| Ratio Avg Win / Avg Loss | 3.7255 | 6.9207 | 1.5406 | 1.5111 | 1.5481 | 1.502 |
| Largest Winning Trade | 880962 | 880962 | 64413 | 7956607 | 7956607 | 3122002 |
| Largest Losing Trade | -20747 | -17216 | -20747 | -2681931 | -2681931 | -2673006 |
| Avg Bars in Trades | 38 | 33 | 44 | 38 | 33 | 44 |
| Avg Bars in Winners | 59 | 52 | 64 | 59 | 52 | 64 |
| Avg Bars in Losers | 21 | 20 | 23 | 21 | 20 | 23 |
| Bars Traded | 5384 | 2329 | 3055 | 5384 | 2329 | 3055 |
| Profit Streak | 0 | 0 | 35.0884 | 0 | 0 | 35.0884 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 608275 | -79253 | -158661 | 286345 | -317736 | -89879 |
{
"trading_pair": "EGLD_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5553,
"evaluation_days": 1851,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1600732800000,
"last_datapoint_time": 1758988800000,
"evaluation_time": 1759025237741,
"expiration_time": 1763786592000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 58,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 9,
"offset": 0,
"std": 4.64479
}
}
} {
"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": [
[
1325039.1173924324,
1137717.3756442955,
187321.7417481367,
10844312.828612786,
785270.0072238431,
10059042.821388938
],
[
1325.039117,
1137.717376,
187.321742,
10844.312829,
785.270007,
10059.042821
],
[
0.71585,
0.61465,
0.1012,
0.253991,
0.117883,
0.249958
],
[
53.864363,
53.864363,
53.864363,
53.864363,
53.864363,
53.864363
],
[
-75871,
-72368,
-73954,
-11515584,
-10778251,
-3030010
],
[
3.088237,
4.613807,
1.58593,
1.252609,
1.032035,
1.546203
],
[
139,
70,
69,
139,
70,
69
],
[
63,
28,
35,
63,
28,
35
],
[
76,
42,
34,
76,
42,
34
],
[
45.323741,
40,
50.724638,
45.323741,
40,
50.724638
],
[
3.725493,
6.92071,
1.540618,
1.511084,
1.548052,
1.502025
],
[
880962,
880962,
64413,
7956607,
7956607,
3122002
],
[
-20747,
-17216,
-20747,
-2681931,
-2681931,
-2673006
],
[
38,
33,
44,
38,
33,
44
],
[
59,
52,
64,
59,
52,
64
],
[
21,
20,
23,
21,
20,
23
],
[
5384,
2329,
3055,
5384,
2329,
3055
],
[
0,
0,
35.0884,
0,
0,
35.0884
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
608275,
-79253,
-158661,
286345,
-317736,
-89879
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5553,
"evaluation_days": 1851,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1600732800000,
"last_datapoint_time": 1758988800000,
"evaluation_time": 1759025237741,
"expiration_time": 1763786592000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 58,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 9,
"offset": 0,
"std": 4.64479
}
}
}
| # | 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) |
|---|