| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1556514.7382 | 1317127.4204 | 239387.3178 | 22718790.4335 | 3174603.2369 | 19544187.1966 |
| Total P&L (%) | 1556.5147 | 1317.1274 | 239.3873 | 22718.7904 | 3174.6032 | 19544.1872 |
| Avg Daily Profit (%) | 0.8417 | 0.7122 | 0.1294 | 0.2941 | 0.1888 | 0.2859 |
| Buy And Hold Return (%) | 35.3765 | 35.3765 | 35.3765 | 35.3765 | 35.3765 | 35.3765 |
| Max Trade Drawdown | -69172 | -49525 | -46261 | -14012616 | -11244699 | -9652186 |
| Profit Factor | 4.8586 | 7.0525 | 2.2886 | 1.3098 | 1.0812 | 1.5713 |
| Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
| Winning Trades | 69 | 31 | 38 | 69 | 31 | 38 |
| Losing Trades | 54 | 31 | 23 | 54 | 31 | 23 |
| Profitability (%) | 56.0976 | 50 | 62.2951 | 56.0976 | 50 | 62.2951 |
| Ratio Avg Win / Avg Loss | 3.8024 | 7.0525 | 1.3852 | 1.0251 | 1.0812 | 0.951 |
| Largest Winning Trade | 1119780 | 1119780 | 63944 | 10842336 | 7844271 | 10842336 |
| Largest Losing Trade | -32189 | -32189 | -19414 | -5293172 | -5293172 | -4915497 |
| Avg Bars in Trades | 42 | 27 | 57 | 42 | 27 | 57 |
| Avg Bars in Winners | 53 | 40 | 65 | 53 | 40 | 65 |
| Avg Bars in Losers | 27 | 14 | 44 | 27 | 14 | 44 |
| Bars Traded | 5202 | 1698 | 3504 | 5202 | 1698 | 3504 |
| Profit Streak | 0 | 0 | 34.7965 | 0 | 0 | 34.7965 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 792363 | -132958 | -176216 | 363680 | -277217 | -150246 |
{
"trading_pair": "EGLD_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5548,
"evaluation_days": 1849.33,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1606147200000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758856017381,
"expiration_time": 1763638272000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 246,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
1556514.7382451545,
1317127.420414538,
239387.3178306164,
22718790.433507863,
3174603.2368953456,
19544187.1966125
],
[
1556.514738,
1317.12742,
239.387318,
22718.790434,
3174.603237,
19544.187197
],
[
0.841664,
0.712219,
0.129445,
0.294061,
0.188829,
0.285937
],
[
35.376474,
35.376474,
35.376474,
35.376474,
35.376474,
35.376474
],
[
-69172,
-49525,
-46261,
-14012616,
-11244699,
-9652186
],
[
4.858583,
7.052473,
2.288607,
1.309816,
1.081155,
1.571267
],
[
123,
62,
61,
123,
62,
61
],
[
69,
31,
38,
69,
31,
38
],
[
54,
31,
23,
54,
31,
23
],
[
56.097561,
50,
62.295082,
56.097561,
50,
62.295082
],
[
3.80237,
7.052473,
1.38521,
1.025073,
1.081155,
0.95103
],
[
1119780,
1119780,
63944,
10842336,
7844271,
10842336
],
[
-32189,
-32189,
-19414,
-5293172,
-5293172,
-4915497
],
[
42,
27,
57,
42,
27,
57
],
[
53,
40,
65,
53,
40,
65
],
[
27,
14,
44,
27,
14,
44
],
[
5202,
1698,
3504,
5202,
1698,
3504
],
[
0,
0,
34.796497,
0,
0,
34.796497
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
792363,
-132958,
-176216,
363680,
-277217,
-150246
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5548,
"evaluation_days": 1849.33,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1606147200000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758856017381,
"expiration_time": 1763638272000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 246,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|