| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 905355.5429 | 939947.821 | -34592.2781 | -97332.8537 | 777524.4089 | -874857.2626 |
| Total P&L (%) | 905.3555 | 939.9478 | -34.5923 | -97.3329 | 777.5244 | -874.8573 |
| Avg Daily Profit (%) | 0.4861 | 0.5047 | -0.0186 | -0.1944 | 0.1167 | 0 |
| Buy And Hold Return (%) | 59.4514 | 59.4514 | 59.4514 | 59.4514 | 59.4514 | 59.4514 |
| Max Trade Drawdown | -158125 | -154219 | -102759 | -1260467 | -378240 | -892588 |
| Profit Factor | 2.5264 | 4.0492 | 0.8786 | 0.9421 | 2.7449 | 0.2922 |
| Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
| Winning Trades | 36 | 20 | 16 | 36 | 20 | 16 |
| Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
| Profitability (%) | 50.7042 | 55.5556 | 45.7143 | 50.7042 | 55.5556 | 45.7143 |
| Ratio Avg Win / Avg Loss | 2.4562 | 3.2394 | 1.0433 | 0.916 | 2.1959 | 0.347 |
| Largest Winning Trade | 1052678 | 1052678 | 41729 | 1153552 | 1153552 | 168993 |
| Largest Losing Trade | -98747 | -41228 | -98747 | -891977 | -338212 | -891977 |
| Avg Bars in Trades | 49 | 48 | 49 | 49 | 48 | 49 |
| Avg Bars in Winners | 59 | 47 | 73 | 59 | 47 | 73 |
| Avg Bars in Losers | 38 | 49 | 29 | 38 | 49 | 29 |
| Bars Traded | 3480 | 1738 | 1742 | 3480 | 1738 | 1742 |
| 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 | -75887 | 664471 | -580787 | -671964 | -30857 | -582454 |
{
"trading_pair": "EGLD_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3725,
"evaluation_days": 1862.5,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1604664000000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1759977903812,
"expiration_time": 1764795600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 130,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 94,
"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": [
[
905355.5428633734,
939947.821003296,
-34592.2781399224,
-97332.8536781278,
777524.4088966661,
-874857.2625747935
],
[
905.355543,
939.947821,
-34.592278,
-97.332854,
777.524409,
-874.857263
],
[
0.486097,
0.50467,
-0.018573,
-0.194397,
0.116682,
0
],
[
59.451401,
59.451401,
59.451401,
59.451401,
59.451401,
59.451401
],
[
-158125,
-154219,
-102759,
-1260467,
-378240,
-892588
],
[
2.52642,
4.049245,
0.878567,
0.94212,
2.744887,
0.292199
],
[
71,
36,
35,
71,
36,
35
],
[
36,
20,
16,
36,
20,
16
],
[
35,
16,
19,
35,
16,
19
],
[
50.704225,
55.555556,
45.714286,
50.704225,
55.555556,
45.714286
],
[
2.456241,
3.239396,
1.043299,
0.91595,
2.19591,
0.346986
],
[
1052678,
1052678,
41729,
1153552,
1153552,
168993
],
[
-98747,
-41228,
-98747,
-891977,
-338212,
-891977
],
[
49,
48,
49,
49,
48,
49
],
[
59,
47,
73,
59,
47,
73
],
[
38,
49,
29,
38,
49,
29
],
[
3480,
1738,
1742,
3480,
1738,
1742
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-75887,
664471,
-580787,
-671964,
-30857,
-582454
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3725,
"evaluation_days": 1862.5,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1604664000000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1759977903812,
"expiration_time": 1764795600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 130,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 94,
"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) |
|---|