| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 539201.6957 | 423782.7902 | 115418.9056 | 1297185.8948 | 769813.1272 | 527372.7676 |
| Total P&L (%) | 539.2017 | 423.7828 | 115.4189 | 1297.1859 | 769.8131 | 527.3728 |
| Avg Daily Profit (%) | 0.2919 | 0.2294 | 0.0625 | 0.1429 | 0.1172 | 0.0995 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -141504 | -101572 | -133725 | -2828079 | -2232332 | -1307498 |
| Profit Factor | 1.4581 | 1.7748 | 1.1832 | 1.0804 | 1.096 | 1.065 |
| Total Trades | 398 | 199 | 199 | 398 | 199 | 199 |
| Winning Trades | 210 | 106 | 104 | 210 | 106 | 104 |
| Losing Trades | 188 | 93 | 95 | 188 | 93 | 95 |
| Profitability (%) | 52.7638 | 53.2663 | 52.2613 | 52.7638 | 53.2663 | 52.2613 |
| Ratio Avg Win / Avg Loss | 1.3054 | 1.5572 | 1.0808 | 0.9672 | 0.9616 | 0.9728 |
| Largest Winning Trade | 136834 | 136834 | 57876 | 871552 | 871552 | 776760 |
| Largest Losing Trade | -33368 | -33368 | -31393 | -726133 | -643138 | -726133 |
| Avg Bars in Trades | 55 | 44 | 66 | 55 | 44 | 66 |
| Avg Bars in Winners | 60 | 43 | 78 | 60 | 43 | 78 |
| Avg Bars in Losers | 49 | 45 | 52 | 49 | 45 | 52 |
| Bars Traded | 21999 | 8812 | 13187 | 21999 | 8812 | 13187 |
| Profit Streak | 0 | 0 | 11.4141 | 0 | 0 | 11.4141 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 443243 | 437330 | -127093 | -133209 | -151787 | -209089 |
{
"trading_pair": "EGLD_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22165,
"evaluation_days": 1847.08,
"actual_first_datapoint_time": 1599098400000,
"first_datapoint_time": 1600012800000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758880582449,
"expiration_time": 1764467568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 95,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 128,
"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": [
[
539201.6957432627,
423782.7901555261,
115418.905587736,
1297185.894823423,
769813.1272323262,
527372.7675910966
],
[
539.201696,
423.78279,
115.418906,
1297.185895,
769.813127,
527.372768
],
[
0.291921,
0.229434,
0.062487,
0.14287,
0.117178,
0.09947
],
[
10,
10,
10,
10,
10,
10
],
[
-141504,
-101572,
-133725,
-2828079,
-2232332,
-1307498
],
[
1.458125,
1.774837,
1.183192,
1.080402,
1.096045,
1.064959
],
[
398,
199,
199,
398,
199,
199
],
[
210,
106,
104,
210,
106,
104
],
[
188,
93,
95,
188,
93,
95
],
[
52.763819,
53.266332,
52.261307,
52.763819,
53.266332,
52.261307
],
[
1.305369,
1.557168,
1.080801,
0.967217,
0.961625,
0.972799
],
[
136834,
136834,
57876,
871552,
871552,
776760
],
[
-33368,
-33368,
-31393,
-726133,
-643138,
-726133
],
[
55,
44,
66,
55,
44,
66
],
[
60,
43,
78,
60,
43,
78
],
[
49,
45,
52,
49,
45,
52
],
[
21999,
8812,
13187,
21999,
8812,
13187
],
[
0,
0,
11.414149,
0,
0,
11.414149
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
443243,
437330,
-127093,
-133209,
-151787,
-209089
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22165,
"evaluation_days": 1847.08,
"actual_first_datapoint_time": 1599098400000,
"first_datapoint_time": 1600012800000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758880582449,
"expiration_time": 1764467568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 95,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 128,
"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) |
|---|