| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 439960.152 | 429732.085 | 10228.0671 | 181370.6971 | 635170.9919 | -453800.2948 |
| Total P&L (%) | 439.9602 | 429.7321 | 10.2281 | 181.3707 | 635.171 | -453.8003 |
| Avg Daily Profit (%) | 0.2382 | 0.2327 | 0.0055 | 0.056 | 0.1081 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -151007 | -77062 | -139263 | -1126897 | -591510 | -987635 |
| Profit Factor | 1.4546 | 2.1351 | 1.0174 | 1.0322 | 1.2983 | 0.8706 |
| Total Trades | 287 | 144 | 143 | 287 | 144 | 143 |
| Winning Trades | 122 | 56 | 66 | 122 | 56 | 66 |
| Losing Trades | 165 | 88 | 77 | 165 | 88 | 77 |
| Profitability (%) | 42.5087 | 38.8889 | 46.1538 | 42.5087 | 38.8889 | 46.1538 |
| Ratio Avg Win / Avg Loss | 1.9673 | 3.3551 | 1.1869 | 1.396 | 2.0402 | 1.0157 |
| Largest Winning Trade | 244763 | 244763 | 69546 | 481014 | 456914 | 481014 |
| Largest Losing Trade | -40611 | -18683 | -40611 | -408472 | -112308 | -408472 |
| Avg Bars in Trades | 74 | 48 | 101 | 74 | 48 | 101 |
| Avg Bars in Winners | 130 | 80 | 172 | 130 | 80 | 172 |
| Avg Bars in Losers | 34 | 27 | 40 | 34 | 27 | 40 |
| Bars Traded | 21520 | 6952 | 14568 | 21520 | 6952 | 14568 |
| Profit Streak | 0 | 0 | 8.4748 | 0 | 0 | 8.4748 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 312301 | 268824 | -546538 | -304651 | -51614 | -580111 |
{
"trading_pair": "EGLD_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22165,
"evaluation_days": 1847.08,
"actual_first_datapoint_time": 1599098400000,
"first_datapoint_time": 1600416000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1759008221554,
"expiration_time": 1764467568000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcu",
"factors": {
"length": 184,
"offset": 0,
"scalar": 1
}
},
"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": [
[
439960.1520358662,
429732.0849578377,
10228.0670780282,
181370.6970804286,
635170.9918928269,
-453800.2948123982
],
[
439.960152,
429.732085,
10.228067,
181.370697,
635.170992,
-453.800295
],
[
0.238192,
0.232655,
0.005537,
0.056023,
0.108063,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-151007,
-77062,
-139263,
-1126897,
-591510,
-987635
],
[
1.454593,
2.135095,
1.017359,
1.032179,
1.298306,
0.870601
],
[
287,
144,
143,
287,
144,
143
],
[
122,
56,
66,
122,
56,
66
],
[
165,
88,
77,
165,
88,
77
],
[
42.508711,
38.888889,
46.153846,
42.508711,
38.888889,
46.153846
],
[
1.967278,
3.355149,
1.186918,
1.39598,
2.040196,
1.015701
],
[
244763,
244763,
69546,
481014,
456914,
481014
],
[
-40611,
-18683,
-40611,
-408472,
-112308,
-408472
],
[
74,
48,
101,
74,
48,
101
],
[
130,
80,
172,
130,
80,
172
],
[
34,
27,
40,
34,
27,
40
],
[
21520,
6952,
14568,
21520,
6952,
14568
],
[
0,
0,
8.474786,
0,
0,
8.474786
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
312301,
268824,
-546538,
-304651,
-51614,
-580111
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22165,
"evaluation_days": 1847.08,
"actual_first_datapoint_time": 1599098400000,
"first_datapoint_time": 1600416000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1759008221554,
"expiration_time": 1764467568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 184,
"offset": 0,
"scalar": 1
}
},
"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) |
|---|