| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1521011.0815 | 1409910.229 | 111100.8525 | 2816871.2378 | 736789.956 | 2080081.2818 |
| Total P&L (%) | 1521.0111 | 1409.9102 | 111.1009 | 2816.8712 | 736.79 | 2080.0813 |
| Avg Daily Profit (%) | 0.8182 | 0.7584 | 0.0598 | 0.1816 | 0.1143 | 0.1659 |
| Buy And Hold Return (%) | 83.8474 | 83.8474 | 83.8474 | 83.8474 | 83.8474 | 83.8474 |
| Max Trade Drawdown | -66535 | -60677 | -54320 | -2757310 | -2210551 | -1486445 |
| Profit Factor | 5.2421 | 10.4516 | 1.5306 | 1.311 | 1.1691 | 1.4425 |
| Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
| Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
| Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
| Profitability (%) | 50.8197 | 51.6129 | 50 | 50.8197 | 51.6129 | 50 |
| Ratio Avg Win / Avg Loss | 5.073 | 9.7984 | 1.5306 | 1.2687 | 1.0961 | 1.4425 |
| Largest Winning Trade | 1252168 | 1252168 | 65871 | 1797664 | 1797664 | 1210782 |
| Largest Losing Trade | -33176 | -16568 | -33176 | -1150580 | -835539 | -1150580 |
| Avg Bars in Trades | 57 | 43 | 71 | 57 | 43 | 71 |
| Avg Bars in Winners | 80 | 60 | 102 | 80 | 60 | 102 |
| Avg Bars in Losers | 33 | 26 | 41 | 33 | 26 | 41 |
| Bars Traded | 3513 | 1354 | 2159 | 3513 | 1354 | 2159 |
| Profit Streak | 51.4976 | 62.4976 | 0 | 51.4976 | 62.4976 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -144175 | 794429 | -175219 | -157297 | -73668 | 311534 |
{
"trading_pair": "EGLD_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3718,
"evaluation_days": 1859,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1602849600000,
"last_datapoint_time": 1759665600000,
"evaluation_time": 1759708592604,
"expiration_time": 1764484128000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 88,
"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": [
[
1521011.0815115545,
1409910.2289689886,
111100.852542566,
2816871.2378363647,
736789.9559979157,
2080081.2818384478
],
[
1521.011082,
1409.910229,
111.100853,
2816.871238,
736.789956,
2080.081282
],
[
0.818188,
0.758424,
0.059764,
0.181612,
0.114342,
0.165923
],
[
83.847403,
83.847403,
83.847403,
83.847403,
83.847403,
83.847403
],
[
-66535,
-60677,
-54320,
-2757310,
-2210551,
-1486445
],
[
5.242103,
10.451594,
1.53062,
1.311034,
1.169149,
1.442514
],
[
61,
31,
30,
61,
31,
30
],
[
31,
16,
15,
31,
16,
15
],
[
30,
15,
15,
30,
15,
15
],
[
50.819672,
51.612903,
50,
50.819672,
51.612903,
50
],
[
5.073003,
9.798369,
1.53062,
1.268743,
1.096077,
1.442514
],
[
1252168,
1252168,
65871,
1797664,
1797664,
1210782
],
[
-33176,
-16568,
-33176,
-1150580,
-835539,
-1150580
],
[
57,
43,
71,
57,
43,
71
],
[
80,
60,
102,
80,
60,
102
],
[
33,
26,
41,
33,
26,
41
],
[
3513,
1354,
2159,
3513,
1354,
2159
],
[
51.497599,
62.4976,
0,
51.4976,
62.4976,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-144175,
794429,
-175219,
-157297,
-73668,
311534
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3718,
"evaluation_days": 1859,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1602849600000,
"last_datapoint_time": 1759665600000,
"evaluation_time": 1759708592604,
"expiration_time": 1764484128000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 88,
"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) |
|---|