| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 601373.5742 | 542433.8339 | 58939.7404 | 225076.4182 | -90644.4549 | 315720.8731 |
| Total P&L (%) | 601.3736 | 542.4338 | 58.9397 | 225.0764 | -90.6445 | 315.7209 |
| Avg Daily Profit (%) | 0.3242 | 0.2925 | 0.0318 | 0.0636 | -0.1277 | 0.0769 |
| Buy And Hold Return (%) | 45.9102 | 45.9102 | 45.9102 | 45.9102 | 45.9102 | 45.9102 |
| Max Trade Drawdown | -110828 | -76663 | -123812 | -700220 | -655632 | -426278 |
| Profit Factor | 1.9434 | 2.6496 | 1.191 | 1.078 | 0.9486 | 1.281 |
| Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
| Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
| Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
| Profitability (%) | 53.125 | 54.1667 | 52.0833 | 53.125 | 54.1667 | 52.0833 |
| Ratio Avg Win / Avg Loss | 1.7148 | 2.242 | 1.0957 | 0.9511 | 0.8027 | 1.1785 |
| Largest Winning Trade | 241048 | 241048 | 59643 | 289219 | 289219 | 217758 |
| Largest Losing Trade | -83936 | -54993 | -83936 | -265981 | -265981 | -226135 |
| Avg Bars in Trades | 55 | 39 | 72 | 55 | 39 | 72 |
| Avg Bars in Winners | 59 | 33 | 87 | 59 | 33 | 87 |
| Avg Bars in Losers | 51 | 46 | 56 | 51 | 46 | 56 |
| Bars Traded | 5365 | 1901 | 3464 | 5365 | 1901 | 3464 |
| 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 | 484262 | 522388 | -237995 | -245227 | -580149 | -90089 |
{
"trading_pair": "EGLD_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5564,
"evaluation_days": 1854.67,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1601769600000,
"last_datapoint_time": 1759305600000,
"evaluation_time": 1759330638465,
"expiration_time": 1764112896000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 76,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 94,
"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": [
[
601373.5742404041,
542433.8338688472,
58939.7403715571,
225076.4181935349,
-90644.454933674,
315720.8731272091
],
[
601.373574,
542.433834,
58.93974,
225.076418,
-90.644455,
315.720873
],
[
0.324248,
0.292469,
0.031779,
0.063584,
-0.127661,
0.076854
],
[
45.910176,
45.910176,
45.910176,
45.910176,
45.910176,
45.910176
],
[
-110828,
-76663,
-123812,
-700220,
-655632,
-426278
],
[
1.943447,
2.649625,
1.190991,
1.077957,
0.948601,
1.280979
],
[
96,
48,
48,
96,
48,
48
],
[
51,
26,
25,
51,
26,
25
],
[
45,
22,
23,
45,
22,
23
],
[
53.125,
54.166667,
52.083333,
53.125,
54.166667,
52.083333
],
[
1.714806,
2.24199,
1.095712,
0.951138,
0.802662,
1.178501
],
[
241048,
241048,
59643,
289219,
289219,
217758
],
[
-83936,
-54993,
-83936,
-265981,
-265981,
-226135
],
[
55,
39,
72,
55,
39,
72
],
[
59,
33,
87,
59,
33,
87
],
[
51,
46,
56,
51,
46,
56
],
[
5365,
1901,
3464,
5365,
1901,
3464
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
484262,
522388,
-237995,
-245227,
-580149,
-90089
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5564,
"evaluation_days": 1854.67,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1601769600000,
"last_datapoint_time": 1759305600000,
"evaluation_time": 1759330638465,
"expiration_time": 1764112896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 76,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 94,
"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) |
|---|