| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 698960.0318 | 548564.5027 | 150395.5291 | 4414623.9201 | 1077712.584 | 3336911.3361 |
| Total P&L (%) | 698.96 | 548.5645 | 150.3955 | 4414.6239 | 1077.7126 | 3336.9113 |
| Avg Daily Profit (%) | 0.3772 | 0.2961 | 0.0812 | 0.2058 | 0.1332 | 0.1911 |
| Buy And Hold Return (%) | 62.4441 | 62.4441 | 62.4441 | 62.4441 | 62.4441 | 62.4441 |
| Max Trade Drawdown | -79694 | -111705 | -62188 | -1594164 | -1339141 | -916124 |
| Profit Factor | 2.1215 | 2.5824 | 1.5439 | 1.5567 | 1.212 | 2.1722 |
| Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
| Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
| Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
| Profitability (%) | 52.3364 | 50 | 54.717 | 52.3364 | 50 | 54.717 |
| Ratio Avg Win / Avg Loss | 1.9321 | 2.5824 | 1.2777 | 1.4177 | 1.212 | 1.7977 |
| Largest Winning Trade | 119931 | 119931 | 63069 | 978194 | 629460 | 978194 |
| Largest Losing Trade | -39524 | -33412 | -39524 | -646680 | -646680 | -543420 |
| Avg Bars in Trades | 95 | 74 | 117 | 95 | 74 | 117 |
| Avg Bars in Winners | 106 | 66 | 144 | 106 | 66 | 144 |
| Avg Bars in Losers | 83 | 83 | 84 | 83 | 83 | 84 |
| Bars Traded | 10245 | 4028 | 6217 | 10245 | 4028 | 6217 |
| Profit Streak | 0 | 0 | 141.0545 | 0 | 0 | 141.0545 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 510293 | -166272 | -266042 | 371802 | -195310 | -166778 |
{
"trading_pair": "EGLD_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11117,
"evaluation_days": 1852.83,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1602288000000,
"last_datapoint_time": 1759161600000,
"evaluation_time": 1759166307871,
"expiration_time": 1763964144000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 223,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 100,
"offset": 0,
"poles": 3
}
}
} {
"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": [
[
698960.0318321729,
548564.5027120169,
150395.529120156,
4414623.920079475,
1077712.583979695,
3336911.3360997806
],
[
698.960032,
548.564503,
150.395529,
4414.62392,
1077.712584,
3336.911336
],
[
0.377239,
0.296068,
0.081171,
0.205838,
0.133191,
0.191088
],
[
62.444113,
62.444113,
62.444113,
62.444113,
62.444113,
62.444113
],
[
-79694,
-111705,
-62188,
-1594164,
-1339141,
-916124
],
[
2.121543,
2.58236,
1.543851,
1.556735,
1.212031,
2.172214
],
[
107,
54,
53,
107,
54,
53
],
[
56,
27,
29,
56,
27,
29
],
[
51,
27,
24,
51,
27,
24
],
[
52.336449,
50,
54.716981,
52.336449,
50,
54.716981
],
[
1.93212,
2.58236,
1.27767,
1.417741,
1.212031,
1.797694
],
[
119931,
119931,
63069,
978194,
629460,
978194
],
[
-39524,
-33412,
-39524,
-646680,
-646680,
-543420
],
[
95,
74,
117,
95,
74,
117
],
[
106,
66,
144,
106,
66,
144
],
[
83,
83,
84,
83,
83,
84
],
[
10245,
4028,
6217,
10245,
4028,
6217
],
[
0,
0,
141.054489,
0,
0,
141.054489
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
510293,
-166272,
-266042,
371802,
-195310,
-166778
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11117,
"evaluation_days": 1852.83,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1602288000000,
"last_datapoint_time": 1759161600000,
"evaluation_time": 1759166307871,
"expiration_time": 1763964144000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 223,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 100,
"offset": 0,
"poles": 3
}
}
}
| # | 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) |
|---|