| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1696967.3957 | 1578967.8376 | 117999.5581 | 2154026.2596 | -2363735.8037 | 4517762.0633 |
| Total P&L (%) | 1696.9674 | 1578.9678 | 117.9996 | 2154.0263 | -2363.7358 | 4517.7621 |
| Avg Daily Profit (%) | 0.9148 | 0.8512 | 0.0636 | 0.1681 | 0 | 0.2068 |
| Buy And Hold Return (%) | 58.7948 | 58.7948 | 58.7948 | 58.7948 | 58.7948 | 58.7948 |
| Max Trade Drawdown | -117267 | -105221 | -41029 | -7519321 | -6637346 | -3069204 |
| Profit Factor | 5.2962 | 7.604 | 1.7569 | 1.093 | 0.8355 | 1.5143 |
| Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
| Winning Trades | 23 | 7 | 16 | 23 | 7 | 16 |
| Losing Trades | 48 | 29 | 19 | 48 | 29 | 19 |
| Profitability (%) | 32.3944 | 19.4444 | 45.7143 | 32.3944 | 19.4444 | 45.7143 |
| Ratio Avg Win / Avg Loss | 11.053 | 31.5023 | 2.0863 | 2.2811 | 3.4612 | 1.7982 |
| Largest Winning Trade | 1478580 | 1478580 | 58932 | 4700569 | 4700569 | 3254819 |
| Largest Losing Trade | -20730 | -16235 | -20730 | -1329073 | -1329073 | -1168050 |
| Avg Bars in Trades | 74 | 65 | 83 | 74 | 65 | 83 |
| Avg Bars in Winners | 182 | 233 | 160 | 182 | 233 | 160 |
| Avg Bars in Losers | 22 | 24 | 18 | 22 | 24 | 18 |
| Bars Traded | 5269 | 2354 | 2915 | 5269 | 2354 | 2915 |
| 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 | -76846 | -32563 | -113177 | -207425 | -632302 | 321262 |
{
"trading_pair": "EGLD_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5565,
"evaluation_days": 1855,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1605024000000,
"last_datapoint_time": 1759334400000,
"evaluation_time": 1759355847683,
"expiration_time": 1764142560000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 207,
"offset": 243,
"scalar": 1
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 29,
"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": [
[
1696967.3957144478,
1578967.8376482495,
117999.5580661984,
2154026.259582778,
-2363735.803745837,
4517762.063328616
],
[
1696.967396,
1578.967838,
117.999558,
2154.02626,
-2363.735804,
4517.762063
],
[
0.914807,
0.851196,
0.063612,
0.168082,
0,
0.206817
],
[
58.794788,
58.794788,
58.794788,
58.794788,
58.794788,
58.794788
],
[
-117267,
-105221,
-41029,
-7519321,
-6637346,
-3069204
],
[
5.296222,
7.604003,
1.756902,
1.093045,
0.835454,
1.514254
],
[
71,
36,
35,
71,
36,
35
],
[
23,
7,
16,
23,
7,
16
],
[
48,
29,
19,
48,
29,
19
],
[
32.394366,
19.444444,
45.714286,
32.394366,
19.444444,
45.714286
],
[
11.052986,
31.502297,
2.086321,
2.281138,
3.461166,
1.798176
],
[
1478580,
1478580,
58932,
4700569,
4700569,
3254819
],
[
-20730,
-16235,
-20730,
-1329073,
-1329073,
-1168050
],
[
74,
65,
83,
74,
65,
83
],
[
182,
233,
160,
182,
233,
160
],
[
22,
24,
18,
22,
24,
18
],
[
5269,
2354,
2915,
5269,
2354,
2915
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-76846,
-32563,
-113177,
-207425,
-632302,
321262
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5565,
"evaluation_days": 1855,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1605024000000,
"last_datapoint_time": 1759334400000,
"evaluation_time": 1759355847683,
"expiration_time": 1764142560000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 207,
"offset": 243,
"scalar": 1
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 29,
"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) |
|---|