| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1627297.5035 | 1550482.9499 | 76814.5536 | 915227.6906 | 167094.1637 | 748133.5268 |
| Total P&L (%) | 1627.2975 | 1550.483 | 76.8146 | 915.2277 | 167.0942 | 748.1335 |
| Avg Daily Profit (%) | 0.8798 | 0.8382 | 0.0415 | 0.1254 | 0.0531 | 0.1156 |
| Buy And Hold Return (%) | 53.4285 | 53.4285 | 53.4285 | 53.4285 | 53.4285 | 53.4285 |
| Max Trade Drawdown | -92968 | -106843 | -81945 | -779489 | -947680 | -290708 |
| Profit Factor | 4.212 | 6.9189 | 1.3139 | 1.2618 | 1.084 | 1.4966 |
| Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
| Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
| Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
| Profitability (%) | 41.0526 | 37.5 | 44.6809 | 41.0526 | 37.5 | 44.6809 |
| Ratio Avg Win / Avg Loss | 6.0479 | 11.5315 | 1.6268 | 1.8119 | 1.8067 | 1.8529 |
| Largest Winning Trade | 1484055 | 1484055 | 58442 | 714339 | 714339 | 396116 |
| Largest Losing Trade | -31786 | -24379 | -31786 | -280011 | -280011 | -179681 |
| Avg Bars in Trades | 56 | 44 | 68 | 56 | 44 | 68 |
| Avg Bars in Winners | 89 | 76 | 100 | 89 | 76 | 100 |
| Avg Bars in Losers | 33 | 25 | 43 | 33 | 25 | 43 |
| Bars Traded | 5370 | 2136 | 3234 | 5370 | 2136 | 3234 |
| Profit Streak | 0 | 0 | 29.4512 | 0 | 0 | 29.4512 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 620135 | 610381 | -167203 | -27478 | -256739 | -37243 |
{
"trading_pair": "EGLD_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5549,
"evaluation_days": 1849.67,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1602316800000,
"last_datapoint_time": 1758873600000,
"evaluation_time": 1758883787901,
"expiration_time": 1763667936000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 196,
"offset": 0,
"std": 4.58351
}
},
"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": [
[
1627297.503520673,
1550482.949906447,
76814.5536142265,
915227.6905547896,
167094.1637090486,
748133.5268457406
],
[
1627.297504,
1550.48295,
76.814554,
915.227691,
167.094164,
748.133527
],
[
0.879777,
0.838248,
0.041529,
0.125382,
0.053128,
0.115648
],
[
53.428463,
53.428463,
53.428463,
53.428463,
53.428463,
53.428463
],
[
-92968,
-106843,
-81945,
-779489,
-947680,
-290708
],
[
4.211954,
6.918891,
1.313935,
1.261826,
1.084014,
1.496551
],
[
95,
48,
47,
95,
48,
47
],
[
39,
18,
21,
39,
18,
21
],
[
56,
30,
26,
56,
30,
26
],
[
41.052632,
37.5,
44.680851,
41.052632,
37.5,
44.680851
],
[
6.047934,
11.531485,
1.626777,
1.811853,
1.80669,
1.852873
],
[
1484055,
1484055,
58442,
714339,
714339,
396116
],
[
-31786,
-24379,
-31786,
-280011,
-280011,
-179681
],
[
56,
44,
68,
56,
44,
68
],
[
89,
76,
100,
89,
76,
100
],
[
33,
25,
43,
33,
25,
43
],
[
5370,
2136,
3234,
5370,
2136,
3234
],
[
0,
0,
29.451249,
0,
0,
29.451249
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
620135,
610381,
-167203,
-27478,
-256739,
-37243
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5549,
"evaluation_days": 1849.67,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1602316800000,
"last_datapoint_time": 1758873600000,
"evaluation_time": 1758883787901,
"expiration_time": 1763667936000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 196,
"offset": 0,
"std": 4.58351
}
},
"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) |
|---|