| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 703892.8222 | 606394.4381 | 97498.3841 | 1465499.3598 | -112994.4216 | 1578493.7814 |
| Total P&L (%) | 703.8928 | 606.3944 | 97.4984 | 1465.4994 | -112.9944 | 1578.4938 |
| Avg Daily Profit (%) | 0.3811 | 0.3283 | 0.0528 | 0.149 | 0 | 0.1528 |
| Buy And Hold Return (%) | 18.1592 | 18.1592 | 18.1592 | 18.1592 | 18.1592 | 18.1592 |
| Max Trade Drawdown | -110970 | -80120 | -62623 | -1784597 | -1416067 | -695750 |
| Profit Factor | 2.278 | 3.1998 | 1.3544 | 1.2117 | 0.9704 | 1.5075 |
| Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
| Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
| Losing Trades | 65 | 34 | 31 | 65 | 34 | 31 |
| Profitability (%) | 35.6436 | 33.3333 | 38 | 35.6436 | 33.3333 | 38 |
| Ratio Avg Win / Avg Loss | 4.113 | 6.3996 | 2.2098 | 2.1877 | 1.9407 | 2.4596 |
| Largest Winning Trade | 355027 | 355027 | 63938 | 973037 | 718876 | 973037 |
| Largest Losing Trade | -25637 | -19846 | -25637 | -500692 | -486638 | -500692 |
| Avg Bars in Trades | 213 | 194 | 232 | 213 | 194 | 232 |
| Avg Bars in Winners | 374 | 330 | 415 | 374 | 330 | 415 |
| Avg Bars in Losers | 123 | 126 | 119 | 123 | 126 | 119 |
| Bars Traded | 21531 | 9931 | 11600 | 21531 | 9931 | 11600 |
| Profit Streak | 0 | 0 | 44.6551 | 0 | 0 | 44.6551 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 309887 | -171286 | -306153 | 60027 | -764537 | -174069 |
{
"trading_pair": "EGLD_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22165,
"evaluation_days": 1847.08,
"actual_first_datapoint_time": 1599098400000,
"first_datapoint_time": 1600610400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758836602993,
"expiration_time": 1764467568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 158,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 211,
"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": [
[
703892.8221734656,
606394.4380603796,
97498.3841130862,
1465499.3598297047,
-112994.4215519383,
1578493.7813816424
],
[
703.892822,
606.394438,
97.498384,
1465.49936,
-112.994422,
1578.493781
],
[
0.381084,
0.328299,
0.052785,
0.149037,
0,
0.152816
],
[
18.159204,
18.159204,
18.159204,
18.159204,
18.159204,
18.159204
],
[
-110970,
-80120,
-62623,
-1784597,
-1416067,
-695750
],
[
2.277985,
3.199806,
1.354378,
1.211676,
0.970364,
1.507468
],
[
101,
51,
50,
101,
51,
50
],
[
36,
17,
19,
36,
17,
19
],
[
65,
34,
31,
65,
34,
31
],
[
35.643564,
33.333333,
38,
35.643564,
33.333333,
38
],
[
4.113028,
6.399612,
2.209775,
2.187748,
1.940729,
2.459553
],
[
355027,
355027,
63938,
973037,
718876,
973037
],
[
-25637,
-19846,
-25637,
-500692,
-486638,
-500692
],
[
213,
194,
232,
213,
194,
232
],
[
374,
330,
415,
374,
330,
415
],
[
123,
126,
119,
123,
126,
119
],
[
21531,
9931,
11600,
21531,
9931,
11600
],
[
0,
0,
44.655127,
0,
0,
44.655127
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
309887,
-171286,
-306153,
60027,
-764537,
-174069
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22165,
"evaluation_days": 1847.08,
"actual_first_datapoint_time": 1599098400000,
"first_datapoint_time": 1600610400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758836602993,
"expiration_time": 1764467568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 158,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 211,
"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) |
|---|