| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1184601.4832 | 1110034.213 | 74567.2703 | 1045096.7721 | 360317.9685 | 684778.8036 |
| Total P&L (%) | 1184.6015 | 1110.0342 | 74.5673 | 1045.0968 | 360.318 | 684.7788 |
| Avg Daily Profit (%) | 0.641 | 0.6007 | 0.0404 | 0.132 | 0.0827 | 0.1115 |
| Buy And Hold Return (%) | 29.7055 | 29.7055 | 29.7055 | 29.7055 | 29.7055 | 29.7055 |
| Max Trade Drawdown | -81825 | -84075 | -58762 | -923400 | -1031062 | -507367 |
| Profit Factor | 3.4363 | 5.5823 | 1.3056 | 1.1977 | 1.1229 | 1.291 |
| Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
| Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
| Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
| Profitability (%) | 50.5155 | 46.9388 | 54.1667 | 50.5155 | 46.9388 | 54.1667 |
| Ratio Avg Win / Avg Loss | 3.3662 | 6.3104 | 1.1048 | 1.1733 | 1.2693 | 1.0924 |
| Largest Winning Trade | 1009943 | 1009943 | 64396 | 1139313 | 1139313 | 564253 |
| Largest Losing Trade | -47522 | -44919 | -47522 | -536900 | -536900 | -361411 |
| Avg Bars in Trades | 36 | 32 | 40 | 36 | 32 | 40 |
| Avg Bars in Winners | 49 | 46 | 52 | 49 | 46 | 52 |
| Avg Bars in Losers | 22 | 19 | 25 | 22 | 19 | 25 |
| Bars Traded | 3507 | 1576 | 1931 | 3507 | 1576 | 1931 |
| 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 | 673361 | 669240 | -141805 | -19103 | -169092 | -43002 |
{
"trading_pair": "EGLD_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3696,
"evaluation_days": 1848,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1601424000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758909705550,
"expiration_time": 1763505216000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 4,
"offset": 51
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 35,
"offset": 0,
"a": 0.70671
}
}
}
{
"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": [
[
1184601.483232341,
1110034.2129704398,
74567.2702619009,
1045096.7721118063,
360317.968537259,
684778.8035745474
],
[
1184.601483,
1110.034213,
74.56727,
1045.096772,
360.317969,
684.778804
],
[
0.641018,
0.600668,
0.04035,
0.132017,
0.08265,
0.111547
],
[
29.705481,
29.705481,
29.705481,
29.705481,
29.705481,
29.705481
],
[
-81825,
-84075,
-58762,
-923400,
-1031062,
-507367
],
[
3.436344,
5.582277,
1.305634,
1.197696,
1.12285,
1.290975
],
[
97,
49,
48,
97,
49,
48
],
[
49,
23,
26,
49,
23,
26
],
[
48,
26,
22,
48,
26,
22
],
[
50.515464,
46.938776,
54.166667,
50.515464,
46.938776,
54.166667
],
[
3.366215,
6.3104,
1.104767,
1.173254,
1.269309,
1.092364
],
[
1009943,
1009943,
64396,
1139313,
1139313,
564253
],
[
-47522,
-44919,
-47522,
-536900,
-536900,
-361411
],
[
36,
32,
40,
36,
32,
40
],
[
49,
46,
52,
49,
46,
52
],
[
22,
19,
25,
22,
19,
25
],
[
3507,
1576,
1931,
3507,
1576,
1931
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
673361,
669240,
-141805,
-19103,
-169092,
-43002
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3696,
"evaluation_days": 1848,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1601424000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758909705550,
"expiration_time": 1763505216000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 4,
"offset": 51
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 35,
"offset": 0,
"a": 0.70671
}
}
}
| # | 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) |
|---|