| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1843099.9565 | 1751209.4775 | 91890.4791 | 1427771.9886 | 519297.9468 | 908474.0418 |
| Total P&L (%) | 1843.1 | 1751.2095 | 91.8905 | 1427.772 | 519.2979 | 908.474 |
| Avg Daily Profit (%) | 0.9944 | 0.9448 | 0.0496 | 0.1472 | 0.0984 | 0.1248 |
| Buy And Hold Return (%) | 23.7995 | 23.7995 | 23.7995 | 23.7995 | 23.7995 | 23.7995 |
| Max Trade Drawdown | -126325 | -101381 | -55383 | -1521649 | -1299203 | -642625 |
| Profit Factor | 4.4783 | 7.2411 | 1.3686 | 1.2426 | 1.1495 | 1.3765 |
| Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
| Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
| Losing Trades | 42 | 24 | 18 | 42 | 24 | 18 |
| Profitability (%) | 46.8354 | 40 | 53.8462 | 46.8354 | 40 | 53.8462 |
| Ratio Avg Win / Avg Loss | 5.0834 | 10.8616 | 1.1731 | 1.4105 | 1.7243 | 1.1798 |
| Largest Winning Trade | 1647679 | 1647679 | 65585 | 1576499 | 1576499 | 622304 |
| Largest Losing Trade | -42724 | -42724 | -39395 | -713674 | -713674 | -490589 |
| Avg Bars in Trades | 136 | 123 | 149 | 136 | 123 | 149 |
| Avg Bars in Winners | 177 | 168 | 183 | 177 | 168 | 183 |
| Avg Bars in Losers | 100 | 92 | 110 | 100 | 92 | 110 |
| Bars Traded | 10759 | 4921 | 5837 | 10759 | 4921 | 5837 |
| Profit Streak | 28.6956 | 28.6956 | 38.0289 | 28.6956 | 28.6956 | 38.0289 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -10753 | 665982 | -127481 | -27886 | -119395 | -24424 |
{
"trading_pair": "EGLD_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11121,
"evaluation_days": 1853.5,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1601467200000,
"last_datapoint_time": 1759219200000,
"evaluation_time": 1759236097303,
"expiration_time": 1764023472000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 63,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 166,
"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": [
[
1843099.9565230003,
1751209.477469298,
91890.479053702,
1427771.9885671576,
519297.9467805582,
908474.0417865996
],
[
1843.099957,
1751.209477,
91.890479,
1427.771989,
519.297947,
908.474042
],
[
0.994389,
0.944812,
0.049577,
0.147203,
0.098425,
0.124762
],
[
23.799462,
23.799462,
23.799462,
23.799462,
23.799462,
23.799462
],
[
-126325,
-101381,
-55383,
-1521649,
-1299203,
-642625
],
[
4.478251,
7.241079,
1.368596,
1.242587,
1.149543,
1.376484
],
[
79,
40,
39,
79,
40,
39
],
[
37,
16,
21,
37,
16,
21
],
[
42,
24,
18,
42,
24,
18
],
[
46.835443,
40,
53.846154,
46.835443,
40,
53.846154
],
[
5.08342,
10.861618,
1.173082,
1.410505,
1.724315,
1.179844
],
[
1647679,
1647679,
65585,
1576499,
1576499,
622304
],
[
-42724,
-42724,
-39395,
-713674,
-713674,
-490589
],
[
136,
123,
149,
136,
123,
149
],
[
177,
168,
183,
177,
168,
183
],
[
100,
92,
110,
100,
92,
110
],
[
10759,
4921,
5837,
10759,
4921,
5837
],
[
28.695571,
28.695571,
38.028904,
28.695571,
28.695571,
38.028904
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-10753,
665982,
-127481,
-27886,
-119395,
-24424
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11121,
"evaluation_days": 1853.5,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1601467200000,
"last_datapoint_time": 1759219200000,
"evaluation_time": 1759236097303,
"expiration_time": 1764023472000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 63,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 166,
"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) |
|---|