| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 635573.5053 | 575106.7639 | 60466.7414 | 699258.0863 | 543252.9445 | 156005.1418 |
| Total P&L (%) | 635.5735 | 575.1068 | 60.4667 | 699.2581 | 543.2529 | 156.0051 |
| Avg Daily Profit (%) | 0.342 | 0.3094 | 0.0325 | 0.1119 | 0.1002 | 0.0506 |
| Buy And Hold Return (%) | 48.8382 | 48.8382 | 48.8382 | 48.8382 | 48.8382 | 48.8382 |
| Max Trade Drawdown | -139844 | -129131 | -97379 | -1361812 | -1094900 | -1109074 |
| Profit Factor | 1.8623 | 2.5486 | 1.1653 | 1.1044 | 1.1578 | 1.0479 |
| Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
| Winning Trades | 48 | 20 | 28 | 48 | 20 | 28 |
| Losing Trades | 70 | 39 | 31 | 70 | 39 | 31 |
| Profitability (%) | 40.678 | 33.8983 | 47.4576 | 40.678 | 33.8983 | 47.4576 |
| Ratio Avg Win / Avg Loss | 2.7158 | 4.9697 | 1.2902 | 1.6106 | 2.2577 | 1.1602 |
| Largest Winning Trade | 282902 | 282902 | 62782 | 1093376 | 1093376 | 573902 |
| Largest Losing Trade | -28418 | -25756 | -28418 | -426795 | -426795 | -357133 |
| Avg Bars in Trades | 30 | 27 | 34 | 30 | 27 | 34 |
| Avg Bars in Winners | 48 | 46 | 49 | 48 | 46 | 49 |
| Avg Bars in Losers | 18 | 17 | 19 | 18 | 17 | 19 |
| Bars Traded | 3608 | 1594 | 2014 | 3608 | 1594 | 2014 |
| 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 | 341053 | -169110 | -457451 | -151057 | -287542 | -473755 |
{
"trading_pair": "EGLD_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3717,
"evaluation_days": 1858.5,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1600905600000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759654781334,
"expiration_time": 1764439632000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 43,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 8,
"offset": 0,
"a": 0.77855
}
}
} {
"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": [
[
635573.5052919929,
575106.763889972,
60466.7414020205,
699258.0862617289,
543252.9445068871,
156005.141754842
],
[
635.573505,
575.106764,
60.466741,
699.258086,
543.252945,
156.005142
],
[
0.341982,
0.309447,
0.032535,
0.111901,
0.100204,
0.050593
],
[
48.838229,
48.838229,
48.838229,
48.838229,
48.838229,
48.838229
],
[
-139844,
-129131,
-97379,
-1361812,
-1094900,
-1109074
],
[
1.862275,
2.548586,
1.165339,
1.104417,
1.157818,
1.047935
],
[
118,
59,
59,
118,
59,
59
],
[
48,
20,
28,
48,
20,
28
],
[
70,
39,
31,
70,
39,
31
],
[
40.677966,
33.898305,
47.457627,
40.677966,
33.898305,
47.457627
],
[
2.715818,
4.969744,
1.290197,
1.610608,
2.257745,
1.160214
],
[
282902,
282902,
62782,
1093376,
1093376,
573902
],
[
-28418,
-25756,
-28418,
-426795,
-426795,
-357133
],
[
30,
27,
34,
30,
27,
34
],
[
48,
46,
49,
48,
46,
49
],
[
18,
17,
19,
18,
17,
19
],
[
3608,
1594,
2014,
3608,
1594,
2014
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
341053,
-169110,
-457451,
-151057,
-287542,
-473755
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3717,
"evaluation_days": 1858.5,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1600905600000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759654781334,
"expiration_time": 1764439632000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 43,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 8,
"offset": 0,
"a": 0.77855
}
}
}
| # | 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) |
|---|