| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1482505.8132 | 1372247.147 | 110258.6662 | 1842976.0457 | 452069.6176 | 1390906.4282 |
| Total P&L (%) | 1482.5058 | 1372.2471 | 110.2587 | 1842.976 | 452.0696 | 1390.9064 |
| Avg Daily Profit (%) | 0.8026 | 0.7429 | 0.0597 | 0.1608 | 0.0925 | 0.1464 |
| Buy And Hold Return (%) | 22.9546 | 22.9546 | 22.9546 | 22.9546 | 22.9546 | 22.9546 |
| Max Trade Drawdown | -106817 | -92696 | -71814 | -2097308 | -2143983 | -837143 |
| Profit Factor | 3.6794 | 5.9493 | 1.3994 | 1.2344 | 1.1051 | 1.3905 |
| Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
| Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
| Losing Trades | 62 | 35 | 27 | 62 | 35 | 27 |
| Profitability (%) | 38.6139 | 31.3725 | 46 | 38.6139 | 31.3725 | 46 |
| Ratio Avg Win / Avg Loss | 5.8493 | 13.0141 | 1.6428 | 1.9624 | 2.4174 | 1.6323 |
| Largest Winning Trade | 1256440 | 1256440 | 56570 | 1471811 | 1471811 | 707441 |
| Largest Losing Trade | -31932 | -25404 | -31932 | -633968 | -621601 | -633968 |
| Avg Bars in Trades | 212 | 191 | 233 | 212 | 191 | 233 |
| Avg Bars in Winners | 361 | 356 | 365 | 361 | 356 | 365 |
| Avg Bars in Losers | 118 | 116 | 120 | 118 | 116 | 120 |
| Bars Traded | 21449 | 9777 | 11672 | 21449 | 9777 | 11672 |
| 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 | 570085 | -166407 | -294532 | 156142 | -360787 | -177065 |
{
"trading_pair": "EGLD_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22165,
"evaluation_days": 1847.08,
"actual_first_datapoint_time": 1599098400000,
"first_datapoint_time": 1600646400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758982289920,
"expiration_time": 1764467568000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 216,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 156,
"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": [
[
1482505.8131835423,
1372247.1469620115,
110258.6662215313,
1842976.0457133562,
452069.6175597449,
1390906.4281536136
],
[
1482.505813,
1372.247147,
110.258666,
1842.976046,
452.069618,
1390.906428
],
[
0.802621,
0.742928,
0.059693,
0.16075,
0.09254,
0.14639
],
[
22.954608,
22.954608,
22.954608,
22.954608,
22.954608,
22.954608
],
[
-106817,
-92696,
-71814,
-2097308,
-2143983,
-837143
],
[
3.679413,
5.949283,
1.39944,
1.234399,
1.105114,
1.390505
],
[
101,
51,
50,
101,
51,
50
],
[
39,
16,
23,
39,
16,
23
],
[
62,
35,
27,
62,
35,
27
],
[
38.613861,
31.372549,
46,
38.613861,
31.372549,
46
],
[
5.849324,
13.014056,
1.642821,
1.962378,
2.417437,
1.632332
],
[
1256440,
1256440,
56570,
1471811,
1471811,
707441
],
[
-31932,
-25404,
-31932,
-633968,
-621601,
-633968
],
[
212,
191,
233,
212,
191,
233
],
[
361,
356,
365,
361,
356,
365
],
[
118,
116,
120,
118,
116,
120
],
[
21449,
9777,
11672,
21449,
9777,
11672
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
570085,
-166407,
-294532,
156142,
-360787,
-177065
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22165,
"evaluation_days": 1847.08,
"actual_first_datapoint_time": 1599098400000,
"first_datapoint_time": 1600646400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758982289920,
"expiration_time": 1764467568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 216,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 156,
"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) |
|---|