| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 991665.1066 | 835290.9007 | 156374.2059 | 4942077.1428 | 1582284.1894 | 3359792.9534 |
| Total P&L (%) | 991.6651 | 835.2909 | 156.3742 | 4942.0771 | 1582.2842 | 3359.793 |
| Avg Daily Profit (%) | 0.5367 | 0.4521 | 0.0846 | 0.2124 | 0.1529 | 0.192 |
| Buy And Hold Return (%) | 77.2388 | 77.2388 | 77.2388 | 77.2388 | 77.2388 | 77.2388 |
| Max Trade Drawdown | -94614 | -98124 | -61385 | -4452090 | -3220304 | -1775682 |
| Profit Factor | 3.0598 | 4.1428 | 1.7251 | 1.3821 | 1.214 | 1.6064 |
| Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
| Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
| Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
| Profitability (%) | 50.6849 | 54.0541 | 47.2222 | 50.6849 | 54.0541 | 47.2222 |
| Ratio Avg Win / Avg Loss | 2.9771 | 3.5214 | 1.928 | 1.3447 | 1.0319 | 1.7954 |
| Largest Winning Trade | 482171 | 482171 | 60579 | 1835135 | 1276127 | 1835135 |
| Largest Losing Trade | -46983 | -33644 | -46983 | -2088935 | -2088935 | -1611796 |
| Avg Bars in Trades | 94 | 72 | 117 | 94 | 72 | 117 |
| Avg Bars in Winners | 126 | 87 | 171 | 126 | 87 | 171 |
| Avg Bars in Losers | 62 | 55 | 68 | 62 | 55 | 68 |
| Bars Traded | 6904 | 2684 | 4220 | 6904 | 2684 | 4220 |
| 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 | -59427 | 644020 | -84504 | -67459 | 278066 | 357388 |
{
"trading_pair": "EGLD_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7391,
"evaluation_days": 1847.75,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1602828000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758851861179,
"expiration_time": 1763504568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 174,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 50,
"offset": 0,
"poles": 3
}
}
}
{
"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": [
[
991665.1066041591,
835290.9007240345,
156374.2058801253,
4942077.142841359,
1582284.1894141026,
3359792.953427254
],
[
991.665107,
835.290901,
156.374206,
4942.077143,
1582.284189,
3359.792953
],
[
0.536688,
0.452058,
0.08463,
0.212397,
0.152883,
0.191974
],
[
77.238806,
77.238806,
77.238806,
77.238806,
77.238806,
77.238806
],
[
-94614,
-98124,
-61385,
-4452090,
-3220304,
-1775682
],
[
3.0598,
4.142822,
1.725095,
1.382052,
1.213959,
1.60642
],
[
73,
37,
36,
73,
37,
36
],
[
37,
20,
17,
37,
20,
17
],
[
36,
17,
19,
36,
17,
19
],
[
50.684932,
54.054054,
47.222222,
50.684932,
54.054054,
47.222222
],
[
2.977103,
3.521399,
1.928048,
1.344699,
1.031865,
1.79541
],
[
482171,
482171,
60579,
1835135,
1276127,
1835135
],
[
-46983,
-33644,
-46983,
-2088935,
-2088935,
-1611796
],
[
94,
72,
117,
94,
72,
117
],
[
126,
87,
171,
126,
87,
171
],
[
62,
55,
68,
62,
55,
68
],
[
6904,
2684,
4220,
6904,
2684,
4220
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-59427,
644020,
-84504,
-67459,
278066,
357388
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7391,
"evaluation_days": 1847.75,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1602828000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758851861179,
"expiration_time": 1763504568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 174,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 50,
"offset": 0,
"poles": 3
}
}
}
| # | 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) |
|---|