| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1218323.2743 | 1211479.5299 | 6843.7443 | 26456.6395 | 389589.9434 | -363133.3039 |
| Total P&L (%) | 1218.3233 | 1211.4795 | 6.8437 | 26.4566 | 389.5899 | -363.1333 |
| Avg Daily Profit (%) | 0.6566 | 0.6529 | 0.0037 | 0.0127 | 0.0856 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -128714 | -153547 | -98393 | -915033 | -868091 | -635709 |
| Profit Factor | 2.0556 | 2.7667 | 1.0146 | 1.0057 | 1.1475 | 0.8204 |
| Total Trades | 369 | 184 | 185 | 369 | 184 | 185 |
| Winning Trades | 157 | 66 | 91 | 157 | 66 | 91 |
| Losing Trades | 212 | 118 | 94 | 212 | 118 | 94 |
| Profitability (%) | 42.5474 | 35.8696 | 49.1892 | 42.5474 | 35.8696 | 49.1892 |
| Ratio Avg Win / Avg Loss | 2.7757 | 4.9466 | 1.0481 | 1.358 | 2.0517 | 0.8474 |
| Largest Winning Trade | 1210022 | 1210022 | 27135 | 955239 | 955239 | 153229 |
| Largest Losing Trade | -29321 | -21889 | -29321 | -194015 | -165533 | -194015 |
| Avg Bars in Trades | 59 | 83 | 35 | 59 | 83 | 35 |
| Avg Bars in Winners | 88 | 145 | 46 | 88 | 145 | 46 |
| Avg Bars in Losers | 38 | 49 | 25 | 38 | 49 | 25 |
| Bars Traded | 22036 | 15445 | 6591 | 22036 | 15445 | 6591 |
| Profit Streak | 10.293 | 0 | 24.2096 | 10.293 | 0 | 24.2096 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 559259 | 435646 | -557482 | -393961 | -140839 | -580135 |
{
"trading_pair": "EGLD_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22267,
"evaluation_days": 1855.58,
"actual_first_datapoint_time": 1599098400000,
"first_datapoint_time": 1599991200000,
"last_datapoint_time": 1759456800000,
"evaluation_time": 1759460511271,
"expiration_time": 1765228406400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 125,
"offset": 19,
"scalar": 2
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
1218323.2742754593,
1211479.5299470525,
6843.7443284065,
26456.6395486128,
389589.9434029014,
-363133.3038542888
],
[
1218.323274,
1211.47953,
6.843744,
26.45664,
389.589943,
-363.133304
],
[
0.656573,
0.652885,
0.003688,
0.012651,
0.085638,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-128714,
-153547,
-98393,
-915033,
-868091,
-635709
],
[
2.055555,
2.766729,
1.014608,
1.005675,
1.147533,
0.820365
],
[
369,
184,
185,
369,
184,
185
],
[
157,
66,
91,
157,
66,
91
],
[
212,
118,
94,
212,
118,
94
],
[
42.547425,
35.869565,
49.189189,
42.547425,
35.869565,
49.189189
],
[
2.775654,
4.946576,
1.048057,
1.357981,
2.05165,
0.847409
],
[
1210022,
1210022,
27135,
955239,
955239,
153229
],
[
-29321,
-21889,
-29321,
-194015,
-165533,
-194015
],
[
59,
83,
35,
59,
83,
35
],
[
88,
145,
46,
88,
145,
46
],
[
38,
49,
25,
38,
49,
25
],
[
22036,
15445,
6591,
22036,
15445,
6591
],
[
10.292954,
0,
24.209621,
10.292954,
0,
24.209621
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
559259,
435646,
-557482,
-393961,
-140839,
-580135
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22267,
"evaluation_days": 1855.58,
"actual_first_datapoint_time": 1599098400000,
"first_datapoint_time": 1599991200000,
"last_datapoint_time": 1759456800000,
"evaluation_time": 1759460511271,
"expiration_time": 1765228406400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 125,
"offset": 19,
"scalar": 2
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|