| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 501051.2027 | 412736.7212 | 88314.4815 | 957174.1381 | 454911.071 | 502263.0671 |
| Total P&L (%) | 501.0512 | 412.7367 | 88.3145 | 957.1741 | 454.9111 | 502.2631 |
| Avg Daily Profit (%) | 0.2698 | 0.2222 | 0.0475 | 0.127 | 0.0923 | 0.0967 |
| Buy And Hold Return (%) | 61.726 | 61.726 | 61.726 | 61.726 | 61.726 | 61.726 |
| Max Trade Drawdown | -162583 | -76821 | -166805 | -800922 | -456092 | -560701 |
| Profit Factor | 1.5636 | 1.9785 | 1.189 | 1.185 | 1.1703 | 1.2006 |
| Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
| Winning Trades | 120 | 61 | 59 | 120 | 61 | 59 |
| Losing Trades | 96 | 47 | 49 | 96 | 47 | 49 |
| Profitability (%) | 55.5556 | 56.4815 | 54.6296 | 55.5556 | 56.4815 | 54.6296 |
| Ratio Avg Win / Avg Loss | 1.2509 | 1.5244 | 0.9875 | 0.948 | 0.9017 | 0.9971 |
| Largest Winning Trade | 70969 | 70969 | 57882 | 344143 | 344143 | 320373 |
| Largest Losing Trade | -54128 | -40488 | -54128 | -390872 | -219645 | -390872 |
| Avg Bars in Trades | 100 | 81 | 118 | 100 | 81 | 118 |
| Avg Bars in Winners | 106 | 84 | 130 | 106 | 84 | 130 |
| Avg Bars in Losers | 92 | 78 | 104 | 92 | 78 | 104 |
| Bars Traded | 21668 | 8832 | 12836 | 21668 | 8832 | 12836 |
| 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 | 438465 | 429632 | -175100 | -39894 | -104068 | -65294 |
{
"trading_pair": "EGLD_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22289,
"evaluation_days": 1857.42,
"actual_first_datapoint_time": 1599098400000,
"first_datapoint_time": 1600855200000,
"last_datapoint_time": 1759615200000,
"evaluation_time": 1759616689548,
"expiration_time": 1765392508800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 245,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 107,
"offset": 0,
"scalar": 2
}
}
} {
"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": [
[
501051.202734518,
412736.7212279655,
88314.4815065523,
957174.1381030004,
454911.0710211202,
502263.0670818804
],
[
501.051203,
412.736721,
88.314482,
957.174138,
454.911071,
502.263067
],
[
0.269757,
0.22221,
0.047547,
0.127041,
0.092302,
0.096714
],
[
61.726034,
61.726034,
61.726034,
61.726034,
61.726034,
61.726034
],
[
-162583,
-76821,
-166805,
-800922,
-456092,
-560701
],
[
1.563625,
1.978531,
1.189034,
1.184955,
1.170263,
1.200636
],
[
216,
108,
108,
216,
108,
108
],
[
120,
61,
59,
120,
61,
59
],
[
96,
47,
49,
96,
47,
49
],
[
55.555556,
56.481481,
54.62963,
55.555556,
56.481481,
54.62963
],
[
1.2509,
1.524442,
0.987503,
0.947964,
0.901678,
0.997138
],
[
70969,
70969,
57882,
344143,
344143,
320373
],
[
-54128,
-40488,
-54128,
-390872,
-219645,
-390872
],
[
100,
81,
118,
100,
81,
118
],
[
106,
84,
130,
106,
84,
130
],
[
92,
78,
104,
92,
78,
104
],
[
21668,
8832,
12836,
21668,
8832,
12836
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
438465,
429632,
-175100,
-39894,
-104068,
-65294
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22289,
"evaluation_days": 1857.42,
"actual_first_datapoint_time": 1599098400000,
"first_datapoint_time": 1600855200000,
"last_datapoint_time": 1759615200000,
"evaluation_time": 1759616689548,
"expiration_time": 1765392508800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 245,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 107,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|