| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1322669.4207 | 1178516.0001 | 144153.4207 | 2931252.1187 | -1461684.1953 | 4392936.3139 |
| Total P&L (%) | 1322.6694 | 1178.516 | 144.1534 | 2931.2521 | -1461.6842 | 4392.9363 |
| Avg Daily Profit (%) | 0.7148 | 0.6369 | 0.0779 | 0.1845 | 0 | 0.2059 |
| Buy And Hold Return (%) | 65.126 | 65.126 | 65.126 | 65.126 | 65.126 | 65.126 |
| Max Trade Drawdown | -122179 | -100292 | -32752 | -7257281 | -6379922 | -1629535 |
| Profit Factor | 4.8108 | 6.3493 | 2.1371 | 1.1553 | 0.8811 | 1.6672 |
| Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
| Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
| Losing Trades | 39 | 23 | 16 | 39 | 23 | 16 |
| Profitability (%) | 48.6842 | 39.4737 | 57.8947 | 48.6842 | 39.4737 | 57.8947 |
| Ratio Avg Win / Avg Loss | 5.0708 | 9.7356 | 1.5542 | 1.2177 | 1.351 | 1.2125 |
| Largest Winning Trade | 1018517 | 1018517 | 33962 | 4744473 | 4744473 | 1508518 |
| Largest Losing Trade | -32752 | -31416 | -32752 | -2532044 | -2532044 | -1629535 |
| Avg Bars in Trades | 70 | 98 | 41 | 70 | 98 | 41 |
| Avg Bars in Winners | 87 | 143 | 49 | 87 | 143 | 49 |
| Avg Bars in Losers | 53 | 70 | 30 | 53 | 70 | 30 |
| Bars Traded | 5338 | 3760 | 1578 | 5338 | 3760 | 1578 |
| 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 | -34195 | 583915 | -89294 | -96094 | -583191 | 402155 |
{
"trading_pair": "EGLD_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5551,
"evaluation_days": 1850.33,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1602777600000,
"last_datapoint_time": 1758931200000,
"evaluation_time": 1758944321088,
"expiration_time": 1763727264000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 129,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 23,
"offset": 0,
"scalar": 4
}
}
} {
"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": [
[
1322669.4207442536,
1178516.0000899462,
144153.4206543076,
2931252.118683557,
-1461684.195257228,
4392936.313940783
],
[
1322.669421,
1178.516,
144.153421,
2931.252119,
-1461.684195,
4392.936314
],
[
0.714829,
0.636922,
0.077907,
0.184546,
0,
0.205856
],
[
65.125997,
65.125997,
65.125997,
65.125997,
65.125997,
65.125997
],
[
-122179,
-100292,
-32752,
-7257281,
-6379922,
-1629535
],
[
4.81078,
6.349302,
2.137089,
1.155288,
0.881083,
1.667157
],
[
76,
38,
38,
76,
38,
38
],
[
37,
15,
22,
37,
15,
22
],
[
39,
23,
16,
39,
23,
16
],
[
48.684211,
39.473684,
57.894737,
48.684211,
39.473684,
57.894737
],
[
5.070823,
9.735596,
1.554246,
1.217736,
1.350995,
1.212478
],
[
1018517,
1018517,
33962,
4744473,
4744473,
1508518
],
[
-32752,
-31416,
-32752,
-2532044,
-2532044,
-1629535
],
[
70,
98,
41,
70,
98,
41
],
[
87,
143,
49,
87,
143,
49
],
[
53,
70,
30,
53,
70,
30
],
[
5338,
3760,
1578,
5338,
3760,
1578
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-34195,
583915,
-89294,
-96094,
-583191,
402155
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5551,
"evaluation_days": 1850.33,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1602777600000,
"last_datapoint_time": 1758931200000,
"evaluation_time": 1758944321088,
"expiration_time": 1763727264000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 129,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 23,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|