| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 995719.5858 | 993713.0559 | 2006.5299 | 138799.0337 | 408576.3698 | -269777.3361 |
| Total P&L (%) | 995.7196 | 993.7131 | 2.0065 | 138.799 | 408.5764 | -269.7773 |
| Avg Daily Profit (%) | 0.5389 | 0.5378 | 0.0011 | 0.0471 | 0.0881 | 0 |
| Buy And Hold Return (%) | 69.8812 | 69.8812 | 69.8812 | 69.8812 | 69.8812 | 69.8812 |
| Max Trade Drawdown | -136285 | -101372 | -106973 | -584955 | -470642 | -552065 |
| Profit Factor | 2.462 | 3.9069 | 1.0059 | 1.0546 | 1.3317 | 0.7943 |
| Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
| Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
| Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
| Profitability (%) | 40 | 33.3333 | 46.8085 | 40 | 33.3333 | 46.8085 |
| Ratio Avg Win / Avg Loss | 3.693 | 7.8139 | 1.1431 | 1.5819 | 2.6634 | 0.9026 |
| Largest Winning Trade | 879864 | 879864 | 62878 | 619596 | 619596 | 188515 |
| Largest Losing Trade | -56204 | -42837 | -56204 | -387817 | -129454 | -387817 |
| Avg Bars in Trades | 73 | 52 | 94 | 73 | 52 | 94 |
| Avg Bars in Winners | 115 | 81 | 140 | 115 | 81 | 140 |
| Avg Bars in Losers | 45 | 38 | 54 | 45 | 38 | 54 |
| Bars Traded | 6990 | 2539 | 4451 | 6990 | 2539 | 4451 |
| Profit Streak | 0 | 0 | 45.7776 | 0 | 0 | 45.7776 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 431651 | 414918 | -571328 | -299981 | -81163 | -580950 |
{
"trading_pair": "EGLD_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7391,
"evaluation_days": 1847.75,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1602676800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758890387110,
"expiration_time": 1763504568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 167,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
995719.5858267224,
993713.0559081819,
2006.5299185419,
138799.0336818961,
408576.3698088444,
-269777.3361269484
],
[
995.719586,
993.713056,
2.00653,
138.799034,
408.57637,
-269.777336
],
[
0.538882,
0.537796,
0.001086,
0.04712,
0.088062,
0
],
[
69.881211,
69.881211,
69.881211,
69.881211,
69.881211,
69.881211
],
[
-136285,
-101372,
-106973,
-584955,
-470642,
-552065
],
[
2.461998,
3.906938,
1.005915,
1.054573,
1.331723,
0.794327
],
[
95,
48,
47,
95,
48,
47
],
[
38,
16,
22,
38,
16,
22
],
[
57,
32,
25,
57,
32,
25
],
[
40,
33.333333,
46.808511,
40,
33.333333,
46.808511
],
[
3.692997,
7.813875,
1.143085,
1.58186,
2.663445,
0.902645
],
[
879864,
879864,
62878,
619596,
619596,
188515
],
[
-56204,
-42837,
-56204,
-387817,
-129454,
-387817
],
[
73,
52,
94,
73,
52,
94
],
[
115,
81,
140,
115,
81,
140
],
[
45,
38,
54,
45,
38,
54
],
[
6990,
2539,
4451,
6990,
2539,
4451
],
[
0,
0,
45.777628,
0,
0,
45.777629
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
431651,
414918,
-571328,
-299981,
-81163,
-580950
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7391,
"evaluation_days": 1847.75,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1602676800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758890387110,
"expiration_time": 1763504568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 167,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|