| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 784426.0877 | 734982.4899 | 49443.5977 | 373785.1682 | 207427.6743 | 166357.4939 |
| Total P&L (%) | 784.4261 | 734.9825 | 49.4436 | 373.7852 | 207.4277 | 166.3575 |
| Avg Daily Profit (%) | 0.4222 | 0.3956 | 0.0266 | 0.0838 | 0.0605 | 0.0527 |
| Buy And Hold Return (%) | 86.6722 | 86.6722 | 86.6722 | 86.6722 | 86.6722 | 86.6722 |
| Max Trade Drawdown | -105759 | -109694 | -60735 | -1061757 | -1563249 | -517123 |
| Profit Factor | 2.5138 | 3.1842 | 1.2721 | 1.0846 | 1.0673 | 1.1244 |
| Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
| Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
| Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
| Profitability (%) | 53.0303 | 45.4545 | 60.6061 | 53.0303 | 45.4545 | 60.6061 |
| Ratio Avg Win / Avg Loss | 2.2265 | 3.821 | 0.8269 | 0.9606 | 1.2808 | 0.7308 |
| Largest Winning Trade | 403629 | 403629 | 38232 | 1060057 | 1060057 | 336232 |
| Largest Losing Trade | -60080 | -60080 | -44559 | -692090 | -692090 | -473394 |
| Avg Bars in Trades | 53 | 82 | 24 | 53 | 82 | 24 |
| Avg Bars in Winners | 41 | 65 | 23 | 41 | 65 | 23 |
| Avg Bars in Losers | 67 | 96 | 25 | 67 | 96 | 25 |
| Bars Traded | 3536 | 2725 | 811 | 3536 | 2725 | 811 |
| Profit Streak | 35.4579 | 35.4579 | 80.4579 | 35.4579 | 35.4579 | 80.4579 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -111938 | 523621 | -322265 | -338885 | -264182 | -212708 |
{
"trading_pair": "EGLD_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3716,
"evaluation_days": 1858,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1603238400000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759618761100,
"expiration_time": 1764395136000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 97,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 70,
"offset": 0,
"std": 1.05055
}
}
} {
"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": [
[
784426.0876854553,
734982.489946996,
49443.5977384595,
373785.1681828379,
207427.6742838676,
166357.4938989702
],
[
784.426088,
734.98249,
49.443598,
373.785168,
207.427674,
166.357494
],
[
0.422188,
0.395577,
0.026611,
0.083759,
0.060463,
0.052741
],
[
86.672185,
86.672185,
86.672185,
86.672185,
86.672185,
86.672185
],
[
-105759,
-109694,
-60735,
-1061757,
-1563249,
-517123
],
[
2.513809,
3.184184,
1.272149,
1.084588,
1.067319,
1.124369
],
[
66,
33,
33,
66,
33,
33
],
[
35,
15,
20,
35,
15,
20
],
[
31,
18,
13,
31,
18,
13
],
[
53.030303,
45.454545,
60.606061,
53.030303,
45.454545,
60.606061
],
[
2.226516,
3.821021,
0.826897,
0.960635,
1.280783,
0.73084
],
[
403629,
403629,
38232,
1060057,
1060057,
336232
],
[
-60080,
-60080,
-44559,
-692090,
-692090,
-473394
],
[
53,
82,
24,
53,
82,
24
],
[
41,
65,
23,
41,
65,
23
],
[
67,
96,
25,
67,
96,
25
],
[
3536,
2725,
811,
3536,
2725,
811
],
[
35.457883,
35.457883,
80.457883,
35.457883,
35.457883,
80.457883
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-111938,
523621,
-322265,
-338885,
-264182,
-212708
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3716,
"evaluation_days": 1858,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1603238400000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759618761100,
"expiration_time": 1764395136000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 97,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 70,
"offset": 0,
"std": 1.05055
}
}
}
| # | 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) |
|---|