| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1480010.1617 | 1380906.5955 | 99103.5662 | 1453623.8391 | -343426.7883 | 1797050.6273 |
| Total P&L (%) | 1480.0102 | 1380.9066 | 99.1036 | 1453.6238 | -343.4268 | 1797.0506 |
| Avg Daily Profit (%) | 0.801 | 0.7473 | 0.0536 | 0.1486 | 0 | 0.1594 |
| Buy And Hold Return (%) | 29.4152 | 29.4152 | 29.4152 | 29.4152 | 29.4152 | 29.4152 |
| Max Trade Drawdown | -92825 | -95030 | -71691 | -3468002 | -3301548 | -1301904 |
| Profit Factor | 3.7565 | 5.987 | 1.3812 | 1.1236 | 0.9454 | 1.3281 |
| Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
| Winning Trades | 49 | 18 | 31 | 49 | 18 | 31 |
| Losing Trades | 78 | 46 | 32 | 78 | 46 | 32 |
| Profitability (%) | 38.5827 | 28.125 | 49.2063 | 38.5827 | 28.125 | 49.2063 |
| Ratio Avg Win / Avg Loss | 5.9798 | 15.3002 | 1.4257 | 1.7885 | 2.416 | 1.371 |
| Largest Winning Trade | 1269643 | 1269643 | 60076 | 2167980 | 2167980 | 1319473 |
| Largest Losing Trade | -34434 | -19931 | -34434 | -1222618 | -580414 | -1222618 |
| Avg Bars in Trades | 56 | 43 | 69 | 56 | 43 | 69 |
| Avg Bars in Winners | 97 | 93 | 100 | 97 | 93 | 100 |
| Avg Bars in Losers | 30 | 23 | 40 | 30 | 23 | 40 |
| Bars Traded | 7162 | 2760 | 4402 | 7162 | 2760 | 4402 |
| Profit Streak | 0 | 0 | 33.7745 | 0 | 0 | 33.7745 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 574075 | -134265 | -269491 | -81898 | -733500 | -138048 |
{
"trading_pair": "EGLD_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7391,
"evaluation_days": 1847.75,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1601575200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759019714001,
"expiration_time": 1763504568000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 116,
"offset": 0,
"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": [
[
1480010.1616846204,
1380906.5954636151,
99103.5662210056,
1453623.8390549864,
-343426.7882630758,
1797050.627318062
],
[
1480.010162,
1380.906595,
99.103566,
1453.623839,
-343.426788,
1797.050627
],
[
0.80098,
0.747345,
0.053635,
0.148571,
0,
0.159395
],
[
29.415199,
29.415199,
29.415199,
29.415199,
29.415199,
29.415199
],
[
-92825,
-95030,
-71691,
-3468002,
-3301548,
-1301904
],
[
3.756528,
5.987044,
1.38115,
1.12356,
0.945382,
1.328125
],
[
127,
64,
63,
127,
64,
63
],
[
49,
18,
31,
49,
18,
31
],
[
78,
46,
32,
78,
46,
32
],
[
38.582677,
28.125,
49.206349,
38.582677,
28.125,
49.206349
],
[
5.979779,
15.300222,
1.425703,
1.788524,
2.415976,
1.370968
],
[
1269643,
1269643,
60076,
2167980,
2167980,
1319473
],
[
-34434,
-19931,
-34434,
-1222618,
-580414,
-1222618
],
[
56,
43,
69,
56,
43,
69
],
[
97,
93,
100,
97,
93,
100
],
[
30,
23,
40,
30,
23,
40
],
[
7162,
2760,
4402,
7162,
2760,
4402
],
[
0,
0,
33.774467,
0,
0,
33.774468
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
574075,
-134265,
-269491,
-81898,
-733500,
-138048
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7391,
"evaluation_days": 1847.75,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1601575200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759019714001,
"expiration_time": 1763504568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 116,
"offset": 0,
"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) |
|---|