| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1496104.5806 | 1368191.4782 | 127913.1023 | 3640273.8705 | 1698701.0085 | 1941572.862 |
| Total P&L (%) | 1496.1046 | 1368.1915 | 127.9131 | 3640.2739 | 1698.701 | 1941.5729 |
| Avg Daily Profit (%) | 0.8044 | 0.7357 | 0.0688 | 0.1949 | 0.1555 | 0.1623 |
| Buy And Hold Return (%) | 78.6842 | 78.6842 | 78.6842 | 78.6842 | 78.6842 | 78.6842 |
| Max Trade Drawdown | -99210 | -94078 | -43501 | -2874376 | -2204815 | -1293261 |
| Profit Factor | 4.6809 | 8.9653 | 1.545 | 1.3921 | 1.4053 | 1.3812 |
| Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
| Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
| Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
| Profitability (%) | 55.7377 | 51.6129 | 60 | 55.7377 | 51.6129 | 60 |
| Ratio Avg Win / Avg Loss | 3.7172 | 8.405 | 1.03 | 1.1055 | 1.3175 | 0.9208 |
| Largest Winning Trade | 1206870 | 1206870 | 62456 | 1505733 | 1449630 | 1505733 |
| Largest Losing Trade | -34788 | -23788 | -34788 | -1248944 | -663201 | -1248944 |
| Avg Bars in Trades | 173 | 152 | 194 | 173 | 152 | 194 |
| Avg Bars in Winners | 193 | 142 | 239 | 193 | 142 | 239 |
| Avg Bars in Losers | 147 | 163 | 126 | 147 | 163 | 126 |
| Bars Traded | 10572 | 4742 | 5830 | 10572 | 4742 | 5830 |
| Profit Streak | 53.142 | 53.142 | 78.4753 | 53.142 | 53.142 | 78.4753 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -143539 | 787549 | -107100 | -155629 | 328211 | 303685 |
{
"trading_pair": "EGLD_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11159,
"evaluation_days": 1859.83,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1602331200000,
"last_datapoint_time": 1759766400000,
"evaluation_time": 1759778667465,
"expiration_time": 1764587088000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 85,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 226,
"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": [
[
1496104.5805658146,
1368191.4782294515,
127913.1023363625,
3640273.8705049753,
1698701.0085468339,
1941572.86195814
],
[
1496.104581,
1368.191478,
127.913102,
3640.273871,
1698.701009,
1941.572862
],
[
0.804431,
0.735654,
0.068777,
0.194925,
0.155492,
0.162313
],
[
78.684177,
78.684177,
78.684177,
78.684177,
78.684177,
78.684177
],
[
-99210,
-94078,
-43501,
-2874376,
-2204815,
-1293261
],
[
4.680863,
8.965345,
1.545037,
1.392095,
1.40533,
1.381205
],
[
61,
31,
30,
61,
31,
30
],
[
34,
16,
18,
34,
16,
18
],
[
27,
15,
12,
27,
15,
12
],
[
55.737705,
51.612903,
60,
55.737705,
51.612903,
60
],
[
3.717156,
8.405011,
1.030025,
1.105487,
1.317497,
0.920803
],
[
1206870,
1206870,
62456,
1505733,
1449630,
1505733
],
[
-34788,
-23788,
-34788,
-1248944,
-663201,
-1248944
],
[
173,
152,
194,
173,
152,
194
],
[
193,
142,
239,
193,
142,
239
],
[
147,
163,
126,
147,
163,
126
],
[
10572,
4742,
5830,
10572,
4742,
5830
],
[
53.141984,
53.141984,
78.475318,
53.141985,
53.141985,
78.475318
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-143539,
787549,
-107100,
-155629,
328211,
303685
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11159,
"evaluation_days": 1859.83,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1602331200000,
"last_datapoint_time": 1759766400000,
"evaluation_time": 1759778667465,
"expiration_time": 1764587088000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 85,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 226,
"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) |
|---|