| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2006306.3732 | 1827896.7877 | 178409.5855 | 9440873.504 | 110416.4156 | 9330457.0884 |
| Total P&L (%) | 2006.3064 | 1827.8968 | 178.4096 | 9440.8735 | 110.4164 | 9330.4571 |
| Avg Daily Profit (%) | 1.0816 | 0.9854 | 0.0962 | 0.246 | 0.0401 | 0.2454 |
| Buy And Hold Return (%) | 81.1306 | 81.1306 | 81.1306 | 81.1306 | 81.1306 | 81.1306 |
| Max Trade Drawdown | -78921 | -74387 | -57529 | -5951464 | -5015497 | -2009003 |
| Profit Factor | 5.5665 | 8.3804 | 1.9308 | 1.44 | 1.0086 | 2.0782 |
| Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
| Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
| Losing Trades | 66 | 37 | 29 | 66 | 37 | 29 |
| Profitability (%) | 34.6535 | 27.451 | 42 | 34.6535 | 27.451 | 42 |
| Ratio Avg Win / Avg Loss | 10.4969 | 22.1483 | 2.6663 | 2.7153 | 2.6656 | 2.8699 |
| Largest Winning Trade | 1620378 | 1620378 | 64759 | 3921019 | 3921019 | 2596474 |
| Largest Losing Trade | -24301 | -19474 | -24301 | -1058292 | -1058292 | -871293 |
| Avg Bars in Trades | 52 | 45 | 59 | 52 | 45 | 59 |
| Avg Bars in Winners | 121 | 126 | 117 | 121 | 126 | 117 |
| Avg Bars in Losers | 16 | 14 | 18 | 16 | 14 | 18 |
| Bars Traded | 5297 | 2309 | 2988 | 5297 | 2309 | 2988 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 573176 | -177490 | -249630 | 172157 | -602076 | -170789 |
{
"trading_pair": "EGLD_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5565,
"evaluation_days": 1855,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1602144000000,
"last_datapoint_time": 1759334400000,
"evaluation_time": 1759355851016,
"expiration_time": 1764142560000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 107,
"offset": 0,
"std": 2.73565
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 10,
"offset": 0,
"poles": 2
}
}
} {
"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": [
[
2006306.3732357025,
1827896.7877286107,
178409.5855070921,
9440873.50400611,
110416.4155761759,
9330457.088429932
],
[
2006.306373,
1827.896788,
178.409586,
9440.873504,
110.416416,
9330.457088
],
[
1.081567,
0.985389,
0.096178,
0.246026,
0.040111,
0.245397
],
[
81.130573,
81.130573,
81.130573,
81.130573,
81.130573,
81.130573
],
[
-78921,
-74387,
-57529,
-5951464,
-5015497,
-2009003
],
[
5.566525,
8.380445,
1.930752,
1.439955,
1.008623,
2.078167
],
[
101,
51,
50,
101,
51,
50
],
[
35,
14,
21,
35,
14,
21
],
[
66,
37,
29,
66,
37,
29
],
[
34.653465,
27.45098,
42,
34.653465,
27.45098,
42
],
[
10.496875,
22.14832,
2.666277,
2.715344,
2.665647,
2.86985
],
[
1620378,
1620378,
64759,
3921019,
3921019,
2596474
],
[
-24301,
-19474,
-24301,
-1058292,
-1058292,
-871293
],
[
52,
45,
59,
52,
45,
59
],
[
121,
126,
117,
121,
126,
117
],
[
16,
14,
18,
16,
14,
18
],
[
5297,
2309,
2988,
5297,
2309,
2988
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
573176,
-177490,
-249630,
172157,
-602076,
-170789
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5565,
"evaluation_days": 1855,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1602144000000,
"last_datapoint_time": 1759334400000,
"evaluation_time": 1759355851016,
"expiration_time": 1764142560000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 107,
"offset": 0,
"std": 2.73565
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 10,
"offset": 0,
"poles": 2
}
}
}
| # | 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) |
|---|