| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 646087.3576 | 601327.1311 | 44760.2265 | 328532.7899 | 564506.5088 | -235973.7189 |
| Total P&L (%) | 646.0874 | 601.3271 | 44.7602 | 328.5328 | 564.5065 | -235.9737 |
| Avg Daily Profit (%) | 0.3497 | 0.3255 | 0.0242 | 0.0788 | 0.1026 | 0 |
| Buy And Hold Return (%) | 57.1918 | 57.1918 | 57.1918 | 57.1918 | 57.1918 | 57.1918 |
| Max Trade Drawdown | -195841 | -194041 | -78736 | -7933528 | -6850229 | -2321979 |
| Profit Factor | 1.7732 | 2.0957 | 1.156 | 1.017 | 1.0411 | 0.9579 |
| Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
| Winning Trades | 85 | 35 | 50 | 85 | 35 | 50 |
| Losing Trades | 71 | 43 | 28 | 71 | 43 | 28 |
| Profitability (%) | 54.4872 | 44.8718 | 64.1026 | 54.4872 | 44.8718 | 64.1026 |
| Ratio Avg Win / Avg Loss | 1.4811 | 2.5748 | 0.6474 | 0.8495 | 1.2791 | 0.5364 |
| Largest Winning Trade | 382916 | 382916 | 28622 | 2989701 | 2989701 | 481865 |
| Largest Losing Trade | -40972 | -40972 | -26482 | -2215922 | -2215922 | -726167 |
| Avg Bars in Trades | 69 | 109 | 29 | 69 | 109 | 29 |
| Avg Bars in Winners | 53 | 92 | 26 | 53 | 92 | 26 |
| Avg Bars in Losers | 88 | 122 | 36 | 88 | 122 | 36 |
| Bars Traded | 10831 | 8514 | 2317 | 10831 | 8514 | 2317 |
| Profit Streak | 13.9082 | 0 | 43.9082 | 13.9082 | 0 | 43.9082 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 488343 | -23357 | -407911 | -290093 | -267409 | -611865 |
{
"trading_pair": "EGLD_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11086,
"evaluation_days": 1847.67,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1601928000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758923267468,
"expiration_time": 1763504352000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 32,
"offset": 0,
"std": 1.75276
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 198,
"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": [
[
646087.3575965385,
601327.1310527964,
44760.2265437427,
328532.7899057865,
564506.5088315315,
-235973.7189257451
],
[
646.087358,
601.327131,
44.760227,
328.53279,
564.506509,
-235.973719
],
[
0.349677,
0.325452,
0.024225,
0.07879,
0.102553,
0
],
[
57.191821,
57.191821,
57.191821,
57.191821,
57.191821,
57.191821
],
[
-195841,
-194041,
-78736,
-7933528,
-6850229,
-2321979
],
[
1.77318,
2.095734,
1.156049,
1.016994,
1.041111,
0.95787
],
[
156,
78,
78,
156,
78,
78
],
[
85,
35,
50,
85,
35,
50
],
[
71,
43,
28,
71,
43,
28
],
[
54.487179,
44.871795,
64.102564,
54.487179,
44.871795,
64.102564
],
[
1.481127,
2.574759,
0.647388,
0.849489,
1.27908,
0.536407
],
[
382916,
382916,
28622,
2989701,
2989701,
481865
],
[
-40972,
-40972,
-26482,
-2215922,
-2215922,
-726167
],
[
69,
109,
29,
69,
109,
29
],
[
53,
92,
26,
53,
92,
26
],
[
88,
122,
36,
88,
122,
36
],
[
10831,
8514,
2317,
10831,
8514,
2317
],
[
13.908188,
0,
43.908188,
13.908188,
0,
43.908188
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
488343,
-23357,
-407911,
-290093,
-267409,
-611865
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11086,
"evaluation_days": 1847.67,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1601928000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758923267468,
"expiration_time": 1763504352000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 32,
"offset": 0,
"std": 1.75276
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 198,
"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) |
|---|