| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1562825.8462 | 1486687.7098 | 76138.1364 | 695790.544 | -1457512.7954 | 2153303.3394 |
| Total P&L (%) | 1562.8258 | 1486.6877 | 76.1381 | 695.7905 | -1457.5128 | 2153.3033 |
| Avg Daily Profit (%) | 0.8427 | 0.8017 | 0.0411 | 0.1119 | 0 | 0.1681 |
| Buy And Hold Return (%) | 92.0358 | 92.0358 | 92.0358 | 92.0358 | 92.0358 | 92.0358 |
| Max Trade Drawdown | -152115 | -139824 | -38811 | -7099397 | -6166561 | -1015394 |
| Profit Factor | 4.2034 | 4.9513 | 1.6821 | 1.0592 | 0.8489 | 2.0162 |
| Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
| Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
| Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
| Profitability (%) | 50 | 44.4444 | 55.5556 | 50 | 44.4444 | 55.5556 |
| Ratio Avg Win / Avg Loss | 4.2034 | 6.1891 | 1.3457 | 1.0592 | 1.0611 | 1.6129 |
| Largest Winning Trade | 1320690 | 1320690 | 29584 | 3332959 | 3332959 | 1239027 |
| Largest Losing Trade | -59967 | -59967 | -20815 | -3986951 | -3986951 | -931461 |
| Avg Bars in Trades | 50 | 88 | 12 | 50 | 88 | 12 |
| Avg Bars in Winners | 45 | 82 | 16 | 45 | 82 | 16 |
| Avg Bars in Losers | 55 | 92 | 8 | 55 | 92 | 8 |
| Bars Traded | 3626 | 3175 | 451 | 3626 | 3175 | 451 |
| Profit Streak | 0 | 183.0279 | 0 | 0 | 183.0279 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -63363 | 696601 | -300771 | -282415 | -580687 | 453326 |
{
"trading_pair": "EGLD_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3709,
"evaluation_days": 1854.5,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1601985600000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759322409250,
"expiration_time": 1764083664000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcu",
"factors": {
"length": 68,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 59,
"offset": 0,
"std": 4.50681
}
}
} {
"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": [
[
1562825.8462201827,
1486687.7097987216,
76138.1364214609,
695790.5439554093,
-1457512.7954277399,
2153303.339383152
],
[
1562.825846,
1486.68771,
76.138136,
695.790544,
-1457.512795,
2153.303339
],
[
0.842721,
0.801665,
0.041056,
0.111908,
0,
0.16811
],
[
92.035781,
92.035781,
92.035781,
92.035781,
92.035781,
92.035781
],
[
-152115,
-139824,
-38811,
-7099397,
-6166561,
-1015394
],
[
4.203382,
4.951314,
1.682144,
1.059153,
0.848862,
2.016153
],
[
72,
36,
36,
72,
36,
36
],
[
36,
16,
20,
36,
16,
20
],
[
36,
20,
16,
36,
20,
16
],
[
50,
44.444444,
55.555556,
50,
44.444444,
55.555556
],
[
4.203382,
6.189143,
1.345715,
1.059153,
1.061077,
1.612922
],
[
1320690,
1320690,
29584,
3332959,
3332959,
1239027
],
[
-59967,
-59967,
-20815,
-3986951,
-3986951,
-931461
],
[
50,
88,
12,
50,
88,
12
],
[
45,
82,
16,
45,
82,
16
],
[
55,
92,
8,
55,
92,
8
],
[
3626,
3175,
451,
3626,
3175,
451
],
[
0,
183.027885,
0,
0,
183.027885,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-63363,
696601,
-300771,
-282415,
-580687,
453326
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3709,
"evaluation_days": 1854.5,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1601985600000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759322409250,
"expiration_time": 1764083664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcu",
"factors": {
"length": 68,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 59,
"offset": 0,
"std": 4.50681
}
}
}
| # | 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) |
|---|