| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1447564.5121 | 1334340.8527 | 113223.6594 | 1842559.4851 | -1847733.919 | 3690293.4041 |
| Total P&L (%) | 1447.5645 | 1334.3409 | 113.2237 | 1842.5595 | -1847.7339 | 3690.2934 |
| Avg Daily Profit (%) | 0.779 | 0.718 | 0.0609 | 0.1598 | 0 | 0.1958 |
| Buy And Hold Return (%) | 83.1905 | 83.1905 | 83.1905 | 83.1905 | 83.1905 | 83.1905 |
| Max Trade Drawdown | -96965 | -92640 | -56064 | -5981700 | -4961590 | -2746474 |
| Profit Factor | 3.6682 | 5.5876 | 1.4499 | 1.0811 | 0.847 | 1.3463 |
| Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
| Winning Trades | 52 | 20 | 32 | 52 | 20 | 32 |
| Losing Trades | 82 | 47 | 35 | 82 | 47 | 35 |
| Profitability (%) | 38.806 | 29.8507 | 47.7612 | 38.806 | 29.8507 | 47.7612 |
| Ratio Avg Win / Avg Loss | 5.7845 | 13.1309 | 1.5858 | 1.7048 | 1.9904 | 1.4725 |
| Largest Winning Trade | 1159679 | 1159679 | 38003 | 3363068 | 3363068 | 1943939 |
| Largest Losing Trade | -38315 | -25846 | -38315 | -2270854 | -1071176 | -2270854 |
| Avg Bars in Trades | 39 | 50 | 28 | 39 | 50 | 28 |
| Avg Bars in Winners | 56 | 88 | 36 | 56 | 88 | 36 |
| Avg Bars in Losers | 29 | 35 | 21 | 29 | 35 | 21 |
| Bars Traded | 5346 | 3409 | 1938 | 5346 | 3409 | 1938 |
| 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 | 569024 | -104702 | -280470 | -126550 | -703393 | -109182 |
{
"trading_pair": "EGLD_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5575,
"evaluation_days": 1858.33,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1604131200000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759637815776,
"expiration_time": 1764439200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 176,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 186,
"offset": 0,
"std": 4.61961
}
}
} {
"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": [
[
1447564.5121055252,
1334340.8527422447,
113223.6593632805,
1842559.4851167998,
-1847733.9189887033,
3690293.4041055
],
[
1447.564512,
1334.340853,
113.223659,
1842.559485,
-1847.733919,
3690.293404
],
[
0.77896,
0.718032,
0.060928,
0.159765,
0,
0.195799
],
[
83.190534,
83.190534,
83.190534,
83.190534,
83.190534,
83.190534
],
[
-96965,
-92640,
-56064,
-5981700,
-4961590,
-2746474
],
[
3.668247,
5.587637,
1.449908,
1.081064,
0.846964,
1.346318
],
[
134,
67,
67,
134,
67,
67
],
[
52,
20,
32,
52,
20,
32
],
[
82,
47,
35,
82,
47,
35
],
[
38.80597,
29.850746,
47.761194,
38.80597,
29.850746,
47.761194
],
[
5.784543,
13.130947,
1.585837,
1.704755,
1.990366,
1.472535
],
[
1159679,
1159679,
38003,
3363068,
3363068,
1943939
],
[
-38315,
-25846,
-38315,
-2270854,
-1071176,
-2270854
],
[
39,
50,
28,
39,
50,
28
],
[
56,
88,
36,
56,
88,
36
],
[
29,
35,
21,
29,
35,
21
],
[
5346,
3409,
1938,
5346,
3409,
1938
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
569024,
-104702,
-280470,
-126550,
-703393,
-109182
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5575,
"evaluation_days": 1858.33,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1604131200000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759637815776,
"expiration_time": 1764439200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 176,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 186,
"offset": 0,
"std": 4.61961
}
}
}
| # | 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) |
|---|