| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1443759.1278 | 1338533.8053 | 105225.3225 | 1618736.1447 | 823488.5605 | 795247.5842 |
| Total P&L (%) | 1443.7591 | 1338.5338 | 105.2253 | 1618.7361 | 823.4886 | 795.2476 |
| Avg Daily Profit (%) | 0.7816 | 0.7247 | 0.057 | 0.1541 | 0.1204 | 0.1187 |
| Buy And Hold Return (%) | 30.8283 | 30.8283 | 30.8283 | 30.8283 | 30.8283 | 30.8283 |
| Max Trade Drawdown | -155683 | -145113 | -74742 | -1974161 | -1927425 | -889302 |
| Profit Factor | 3.2136 | 5.0218 | 1.3295 | 1.2037 | 1.2066 | 1.2009 |
| Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
| Winning Trades | 67 | 25 | 42 | 67 | 25 | 42 |
| Losing Trades | 87 | 52 | 35 | 87 | 52 | 35 |
| Profitability (%) | 43.5065 | 32.4675 | 54.5455 | 43.5065 | 32.4675 | 54.5455 |
| Ratio Avg Win / Avg Loss | 4.1729 | 10.4454 | 1.1079 | 1.5631 | 2.5097 | 1.0007 |
| Largest Winning Trade | 1231318 | 1231318 | 40668 | 1343028 | 1343028 | 555636 |
| Largest Losing Trade | -32089 | -19713 | -32089 | -629135 | -411629 | -629135 |
| Avg Bars in Trades | 140 | 175 | 105 | 140 | 175 | 105 |
| Avg Bars in Winners | 214 | 343 | 137 | 214 | 343 | 137 |
| Avg Bars in Losers | 83 | 95 | 65 | 83 | 95 | 65 |
| Bars Traded | 21631 | 13542 | 8088 | 21631 | 13542 | 8088 |
| 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 | 627593 | -28443 | -160697 | 235220 | -79976 | -75960 |
{
"trading_pair": "EGLD_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22165,
"evaluation_days": 1847.08,
"actual_first_datapoint_time": 1599098400000,
"first_datapoint_time": 1601186400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758849917818,
"expiration_time": 1764467568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 220,
"offset": 71
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 50,
"offset": 0,
"std": 2.15592
}
}
}
{
"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": [
[
1443759.1278228245,
1338533.805289856,
105225.3225329681,
1618736.1446808537,
823488.5604593331,
795247.5842215198
],
[
1443.759128,
1338.533805,
105.225323,
1618.736145,
823.48856,
795.247584
],
[
0.781644,
0.724676,
0.056968,
0.154101,
0.120424,
0.11874
],
[
30.828251,
30.828251,
30.828251,
30.828251,
30.828251,
30.828251
],
[
-155683,
-145113,
-74742,
-1974161,
-1927425,
-889302
],
[
3.213641,
5.021818,
1.329455,
1.203739,
1.206602,
1.200857
],
[
154,
77,
77,
154,
77,
77
],
[
67,
25,
42,
67,
25,
42
],
[
87,
52,
35,
87,
52,
35
],
[
43.506494,
32.467532,
54.545455,
43.506494,
32.467532,
54.545455
],
[
4.172936,
10.445382,
1.107879,
1.563064,
2.509731,
1.000715
],
[
1231318,
1231318,
40668,
1343028,
1343028,
555636
],
[
-32089,
-19713,
-32089,
-629135,
-411629,
-629135
],
[
140,
175,
105,
140,
175,
105
],
[
214,
343,
137,
214,
343,
137
],
[
83,
95,
65,
83,
95,
65
],
[
21631,
13542,
8088,
21631,
13542,
8088
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
627593,
-28443,
-160697,
235220,
-79976,
-75960
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22165,
"evaluation_days": 1847.08,
"actual_first_datapoint_time": 1599098400000,
"first_datapoint_time": 1601186400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758849917818,
"expiration_time": 1764467568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 220,
"offset": 71
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 50,
"offset": 0,
"std": 2.15592
}
}
}
| # | 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) |
|---|