| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1798573.4529 | 1674355.882 | 124217.5709 | 2248290.0941 | 419232.8255 | 1829057.2686 |
| Total P&L (%) | 1798.5735 | 1674.3559 | 124.2176 | 2248.2901 | 419.2328 | 1829.0573 |
| Avg Daily Profit (%) | 0.9734 | 0.9062 | 0.0672 | 0.171 | 0.0892 | 0.1603 |
| Buy And Hold Return (%) | 66.1669 | 66.1669 | 66.1669 | 66.1669 | 66.1669 | 66.1669 |
| Max Trade Drawdown | -95351 | -74177 | -38544 | -2566419 | -1971112 | -1345155 |
| Profit Factor | 5.2686 | 8.2431 | 1.6532 | 1.2051 | 1.0726 | 1.3529 |
| Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
| Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
| Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
| Profitability (%) | 43.8776 | 42.8571 | 44.898 | 43.8776 | 42.8571 | 44.898 |
| Ratio Avg Win / Avg Loss | 6.7389 | 10.9907 | 2.0289 | 1.5415 | 1.4301 | 1.6604 |
| Largest Winning Trade | 1596118 | 1596118 | 51665 | 1596118 | 1596118 | 1529160 |
| Largest Losing Trade | -38952 | -38952 | -23523 | -1195314 | -1195314 | -1016365 |
| Avg Bars in Trades | 71 | 56 | 86 | 71 | 56 | 86 |
| Avg Bars in Winners | 94 | 63 | 123 | 94 | 63 | 123 |
| Avg Bars in Losers | 54 | 52 | 57 | 54 | 52 | 57 |
| Bars Traded | 7044 | 2782 | 4262 | 7044 | 2782 | 4262 |
| Profit Streak | 2.5817 | 0 | 53.0817 | 2.5817 | 0 | 53.0817 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 635352 | 687775 | -108649 | 170823 | -217709 | 299319 |
{
"trading_pair": "EGLD_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7391,
"evaluation_days": 1847.75,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1603886400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758851860536,
"expiration_time": 1763504568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 210
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 223,
"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": [
[
1798573.452907552,
1674355.8820182856,
124217.5708892662,
2248290.094139775,
419232.8255014253,
1829057.268638351
],
[
1798.573453,
1674.355882,
124.217571,
2248.290094,
419.232826,
1829.057269
],
[
0.973386,
0.906159,
0.067226,
0.170963,
0.089185,
0.160302
],
[
66.166917,
66.166917,
66.166917,
66.166917,
66.166917,
66.166917
],
[
-95351,
-74177,
-38544,
-2566419,
-1971112,
-1345155
],
[
5.268618,
8.24306,
1.653155,
1.205143,
1.072577,
1.35288
],
[
98,
49,
49,
98,
49,
49
],
[
43,
21,
22,
43,
21,
22
],
[
55,
28,
27,
55,
28,
27
],
[
43.877551,
42.857143,
44.897959,
43.877551,
42.857143,
44.897959
],
[
6.738931,
10.990746,
2.028871,
1.541463,
1.430103,
1.660353
],
[
1596118,
1596118,
51665,
1596118,
1596118,
1529160
],
[
-38952,
-38952,
-23523,
-1195314,
-1195314,
-1016365
],
[
71,
56,
86,
71,
56,
86
],
[
94,
63,
123,
94,
63,
123
],
[
54,
52,
57,
54,
52,
57
],
[
7044,
2782,
4262,
7044,
2782,
4262
],
[
2.581719,
0,
53.081719,
2.581719,
0,
53.081719
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
635352,
687775,
-108649,
170823,
-217709,
299319
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7391,
"evaluation_days": 1847.75,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1603886400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758851860536,
"expiration_time": 1763504568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 210
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 223,
"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) |
|---|