| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1708352.0161 | 1616187.4642 | 92164.5519 | 1611754.7161 | -969189.2395 | 2580943.9556 |
| Total P&L (%) | 1708.352 | 1616.1875 | 92.1646 | 1611.7547 | -969.1892 | 2580.944 |
| Avg Daily Profit (%) | 0.9158 | 0.8664 | 0.0494 | 0.1524 | 0 | 0.1765 |
| Buy And Hold Return (%) | 14.1558 | 14.1558 | 14.1558 | 14.1558 | 14.1558 | 14.1558 |
| Max Trade Drawdown | -111975 | -110548 | -53617 | -3885464 | -4728254 | -1280274 |
| Profit Factor | 4.9042 | 7.4039 | 1.4977 | 1.1305 | 0.8779 | 1.5845 |
| Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
| Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
| Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
| Profitability (%) | 35.2113 | 33.3333 | 37.1429 | 35.2113 | 33.3333 | 37.1429 |
| Ratio Avg Win / Avg Loss | 9.0236 | 14.8077 | 2.5345 | 2.0801 | 1.7557 | 2.6814 |
| Largest Winning Trade | 1535527 | 1535527 | 63368 | 2023689 | 2023689 | 1849682 |
| Largest Losing Trade | -29884 | -29884 | -21716 | -1573041 | -1573041 | -708359 |
| Avg Bars in Trades | 74 | 65 | 83 | 74 | 65 | 83 |
| Avg Bars in Winners | 143 | 133 | 153 | 143 | 133 | 153 |
| Avg Bars in Losers | 36 | 32 | 41 | 36 | 32 | 41 |
| Bars Traded | 5280 | 2368 | 2912 | 5280 | 2368 | 2912 |
| Profit Streak | 0 | 0 | 92.079 | 0 | 0 | 92.079 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -76037 | 549659 | -129301 | -165264 | -584483 | 227490 |
{
"trading_pair": "EGLD_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5596,
"evaluation_days": 1865.33,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1601856000000,
"last_datapoint_time": 1760227200000,
"evaluation_time": 1760234026956,
"expiration_time": 1765062144000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 108,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 97,
"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": [
[
1708352.0160658755,
1616187.4641873378,
92164.5518785374,
1611754.7161258846,
-969189.2394577034,
2580943.9555835873
],
[
1708.352016,
1616.187464,
92.164552,
1611.754716,
-969.189239,
2580.943956
],
[
0.915844,
0.866435,
0.049409,
0.152373,
0,
0.176465
],
[
14.155798,
14.155798,
14.155798,
14.155798,
14.155798,
14.155798
],
[
-111975,
-110548,
-53617,
-3885464,
-4728254,
-1280274
],
[
4.904155,
7.403855,
1.497661,
1.1305,
0.877855,
1.584467
],
[
71,
36,
35,
71,
36,
35
],
[
25,
12,
13,
25,
12,
13
],
[
46,
24,
22,
46,
24,
22
],
[
35.211268,
33.333333,
37.142857,
35.211268,
33.333333,
37.142857
],
[
9.023646,
14.80771,
2.534503,
2.080119,
1.755711,
2.681406
],
[
1535527,
1535527,
63368,
2023689,
2023689,
1849682
],
[
-29884,
-29884,
-21716,
-1573041,
-1573041,
-708359
],
[
74,
65,
83,
74,
65,
83
],
[
143,
133,
153,
143,
133,
153
],
[
36,
32,
41,
36,
32,
41
],
[
5280,
2368,
2912,
5280,
2368,
2912
],
[
0,
0,
92.079016,
0,
0,
92.079016
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-76037,
549659,
-129301,
-165264,
-584483,
227490
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5596,
"evaluation_days": 1865.33,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1601856000000,
"last_datapoint_time": 1760227200000,
"evaluation_time": 1760234026956,
"expiration_time": 1765062144000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 108,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 97,
"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) |
|---|