| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2050900.3259 | 1874492.8153 | 176407.5106 | 6469954.7806 | 1019257.8606 | 5450696.92 |
| Total P&L (%) | 2050.9003 | 1874.4928 | 176.4075 | 6469.9548 | 1019.2579 | 5450.6969 |
| Avg Daily Profit (%) | 1.1057 | 1.0106 | 0.0951 | 0.2259 | 0.1303 | 0.2168 |
| Buy And Hold Return (%) | 14.1755 | 14.1755 | 14.1755 | 14.1755 | 14.1755 | 14.1755 |
| Max Trade Drawdown | -89268 | -101165 | -43475 | -3834248 | -4694614 | -1664052 |
| Profit Factor | 5.2079 | 7.9837 | 1.8056 | 1.3053 | 1.0801 | 1.6437 |
| Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
| Winning Trades | 64 | 29 | 35 | 64 | 29 | 35 |
| Losing Trades | 64 | 35 | 29 | 64 | 35 | 29 |
| Profitability (%) | 50 | 45.3125 | 54.6875 | 50 | 45.3125 | 54.6875 |
| Ratio Avg Win / Avg Loss | 5.2079 | 9.6355 | 1.496 | 1.3053 | 1.3036 | 1.3619 |
| Largest Winning Trade | 1744684 | 1744684 | 69338 | 3230387 | 3230387 | 2412378 |
| Largest Losing Trade | -27422 | -22443 | -27422 | -1802913 | -1802913 | -1139968 |
| Avg Bars in Trades | 170 | 161 | 179 | 170 | 161 | 179 |
| Avg Bars in Winners | 233 | 236 | 231 | 233 | 236 | 231 |
| Avg Bars in Losers | 106 | 98 | 116 | 106 | 98 | 116 |
| Bars Traded | 21772 | 10307 | 11465 | 21772 | 10307 | 11465 |
| Profit Streak | 29.0723 | 30.5723 | 0 | 29.0723 | 30.5723 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 801298 | -118863 | -202255 | 333179 | -291795 | -128390 |
{
"trading_pair": "EGLD_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22258,
"evaluation_days": 1854.83,
"actual_first_datapoint_time": 1599098400000,
"first_datapoint_time": 1600401600000,
"last_datapoint_time": 1759392000000,
"evaluation_time": 1759398244702,
"expiration_time": 1765161273600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 171,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 182,
"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": [
[
2050900.3258808772,
1874492.8152999587,
176407.5105809206,
6469954.780562734,
1019257.860589466,
5450696.919973269
],
[
2050.900326,
1874.492815,
176.407511,
6469.954781,
1019.257861,
5450.69692
],
[
1.105708,
1.010601,
0.095107,
0.225887,
0.130299,
0.216778
],
[
14.17549,
14.17549,
14.17549,
14.17549,
14.17549,
14.17549
],
[
-89268,
-101165,
-43475,
-3834248,
-4694614,
-1664052
],
[
5.207877,
7.983739,
1.80556,
1.305325,
1.080118,
1.643655
],
[
128,
64,
64,
128,
64,
64
],
[
64,
29,
35,
64,
29,
35
],
[
64,
35,
29,
64,
35,
29
],
[
50,
45.3125,
54.6875,
50,
45.3125,
54.6875
],
[
5.207877,
9.635547,
1.496036,
1.305325,
1.30359,
1.361886
],
[
1744684,
1744684,
69338,
3230387,
3230387,
2412378
],
[
-27422,
-22443,
-27422,
-1802913,
-1802913,
-1139968
],
[
170,
161,
179,
170,
161,
179
],
[
233,
236,
231,
233,
236,
231
],
[
106,
98,
116,
106,
98,
116
],
[
21772,
10307,
11465,
21772,
10307,
11465
],
[
29.072277,
30.572277,
0,
29.072277,
30.572277,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
801298,
-118863,
-202255,
333179,
-291795,
-128390
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22258,
"evaluation_days": 1854.83,
"actual_first_datapoint_time": 1599098400000,
"first_datapoint_time": 1600401600000,
"last_datapoint_time": 1759392000000,
"evaluation_time": 1759398244702,
"expiration_time": 1765161273600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 171,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 182,
"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) |
|---|