| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1796239.455 | 1657791.8021 | 138447.6529 | 3994441.3606 | -2398525.8035 | 6392967.1641 |
| Total P&L (%) | 1796.2395 | 1657.7918 | 138.4477 | 3994.4414 | -2398.5258 | 6392.9672 |
| Avg Daily Profit (%) | 0.9677 | 0.8931 | 0.0746 | 0.2002 | 0 | 0.2251 |
| Buy And Hold Return (%) | 67.6811 | 67.6811 | 67.6811 | 67.6811 | 67.6811 | 67.6811 |
| Max Trade Drawdown | -76331 | -111893 | -33971 | -6853222 | -10706706 | -2518360 |
| Profit Factor | 5.1195 | 7.476 | 1.769 | 1.1347 | 0.8701 | 1.5713 |
| Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
| Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
| Losing Trades | 60 | 33 | 27 | 60 | 33 | 27 |
| Profitability (%) | 44.4444 | 38.8889 | 50 | 44.4444 | 38.8889 | 50 |
| Ratio Avg Win / Avg Loss | 6.3994 | 11.7481 | 1.769 | 1.4184 | 1.3673 | 1.5713 |
| Largest Winning Trade | 1463926 | 1463926 | 56759 | 6644959 | 6644959 | 3886954 |
| Largest Losing Trade | -21704 | -20424 | -21704 | -1739152 | -1739152 | -1491791 |
| Avg Bars in Trades | 65 | 56 | 74 | 65 | 56 | 74 |
| Avg Bars in Winners | 100 | 92 | 107 | 100 | 92 | 107 |
| Avg Bars in Losers | 36 | 34 | 40 | 36 | 34 | 40 |
| Bars Traded | 7061 | 3058 | 4003 | 7061 | 3058 | 4003 |
| Profit Streak | 0 | 0 | 59.1626 | 0 | 0 | 59.1626 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 695547 | -162601 | -276085 | -66192 | -763487 | -168390 |
{
"trading_pair": "EGLD_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7425,
"evaluation_days": 1856.25,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1603843200000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759463652507,
"expiration_time": 1764261000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 221,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
1796239.4549743396,
1657791.802103312,
138447.6528710277,
3994441.3605657006,
-2398525.803539711,
6392967.164105413
],
[
1796.239455,
1657.791802,
138.447653,
3994.441361,
-2398.525804,
6392.967164
],
[
0.967671,
0.893086,
0.074585,
0.200185,
0,
0.225077
],
[
67.681108,
67.681108,
67.681108,
67.681108,
67.681108,
67.681108
],
[
-76331,
-111893,
-33971,
-6853222,
-10706706,
-2518360
],
[
5.119508,
7.476043,
1.768965,
1.134699,
0.870096,
1.571267
],
[
108,
54,
54,
108,
54,
54
],
[
48,
21,
27,
48,
21,
27
],
[
60,
33,
27,
60,
33,
27
],
[
44.444444,
38.888889,
50,
44.444444,
38.888889,
50
],
[
6.399385,
11.748068,
1.768965,
1.418373,
1.367293,
1.571267
],
[
1463926,
1463926,
56759,
6644959,
6644959,
3886954
],
[
-21704,
-20424,
-21704,
-1739152,
-1739152,
-1491791
],
[
65,
56,
74,
65,
56,
74
],
[
100,
92,
107,
100,
92,
107
],
[
36,
34,
40,
36,
34,
40
],
[
7061,
3058,
4003,
7061,
3058,
4003
],
[
0,
0,
59.162645,
0,
0,
59.162645
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
695547,
-162601,
-276085,
-66192,
-763487,
-168390
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7425,
"evaluation_days": 1856.25,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1603843200000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759463652507,
"expiration_time": 1764261000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 221,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|