| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1672384.9008 | 1688744.5538 | -16359.6529 | 10550.1656 | -85849.5029 | 96399.6685 |
| Total P&L (%) | 1672.3849 | 1688.7446 | -16.3597 | 10.5502 | -85.8495 | 96.3997 |
| Avg Daily Profit (%) | 0.9054 | 0.9143 | -0.0089 | 0.0054 | -0.1058 | 0.0366 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -193645 | -193916 | -27152 | -1607709 | -1612147 | -86554 |
| Profit Factor | 3.7976 | 4.3067 | 0.8121 | 1.0034 | 0.9694 | 1.3117 |
| Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
| Winning Trades | 31 | 9 | 22 | 31 | 9 | 22 |
| Losing Trades | 52 | 32 | 20 | 52 | 32 | 20 |
| Profitability (%) | 37.3494 | 21.9512 | 52.381 | 37.3494 | 21.9512 | 52.381 |
| Ratio Avg Win / Avg Loss | 6.3702 | 15.3126 | 0.7383 | 1.6831 | 3.4467 | 1.1925 |
| Largest Winning Trade | 1633443 | 1633443 | 11893 | 1122938 | 1122938 | 181646 |
| Largest Losing Trade | -40447 | -40447 | -12759 | -414724 | -414724 | -59138 |
| Avg Bars in Trades | 256 | 498 | 20 | 256 | 498 | 20 |
| Avg Bars in Winners | 286 | 936 | 20 | 286 | 936 | 20 |
| Avg Bars in Losers | 238 | 375 | 19 | 238 | 375 | 19 |
| Bars Traded | 21273 | 20432 | 842 | 21273 | 20432 | 842 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 503044 | -22664 | -580148 | -556114 | -621216 | -143287 |
{
"trading_pair": "EGLD_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22165,
"evaluation_days": 1847.08,
"actual_first_datapoint_time": 1599098400000,
"first_datapoint_time": 1600128000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758924406024,
"expiration_time": 1764467568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 51,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 144,
"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": [
[
1672384.900825532,
1688744.553774705,
-16359.6529491725,
10550.1655829284,
-85849.5029452529,
96399.6685281813
],
[
1672.384901,
1688.744554,
-16.359653,
10.550166,
-85.849503,
96.399669
],
[
0.905421,
0.914278,
-0.008857,
0.00543,
-0.105809,
0.03655
],
[
10,
10,
10,
10,
10,
10
],
[
-193645,
-193916,
-27152,
-1607709,
-1612147,
-86554
],
[
3.797634,
4.306656,
0.812119,
1.003388,
0.969394,
1.311736
],
[
83,
41,
42,
83,
41,
42
],
[
31,
9,
22,
31,
9,
22
],
[
52,
32,
20,
52,
32,
20
],
[
37.349398,
21.95122,
52.380952,
37.349398,
21.95122,
52.380952
],
[
6.370225,
15.312555,
0.73829,
1.683102,
3.446733,
1.192487
],
[
1633443,
1633443,
11893,
1122938,
1122938,
181646
],
[
-40447,
-40447,
-12759,
-414724,
-414724,
-59138
],
[
256,
498,
20,
256,
498,
20
],
[
286,
936,
20,
286,
936,
20
],
[
238,
375,
19,
238,
375,
19
],
[
21273,
20432,
842,
21273,
20432,
842
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
503044,
-22664,
-580148,
-556114,
-621216,
-143287
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22165,
"evaluation_days": 1847.08,
"actual_first_datapoint_time": 1599098400000,
"first_datapoint_time": 1600128000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758924406024,
"expiration_time": 1764467568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 51,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 144,
"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) |
|---|