| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 454848.958 | 457066.054 | -2217.0961 | 68920.7935 | -81087.3468 | 150008.1403 |
| Total P&L (%) | 454.849 | 457.0661 | -2.2171 | 68.9208 | -81.0873 | 150.0081 |
| Avg Daily Profit (%) | 0.2454 | 0.2466 | -0.0012 | 0.0283 | -0.0898 | 0.0495 |
| Buy And Hold Return (%) | 42.6035 | 42.6035 | 42.6035 | 42.6035 | 42.6035 | 42.6035 |
| Max Trade Drawdown | -101056 | -105058 | -119788 | -656796 | -604244 | -342828 |
| Profit Factor | 1.4187 | 1.855 | 0.996 | 1.017 | 0.9611 | 1.0762 |
| Total Trades | 369 | 185 | 184 | 369 | 185 | 184 |
| Winning Trades | 150 | 74 | 76 | 150 | 74 | 76 |
| Losing Trades | 219 | 111 | 108 | 219 | 111 | 108 |
| Profitability (%) | 40.6504 | 40 | 41.3043 | 40.6504 | 40 | 41.3043 |
| Ratio Avg Win / Avg Loss | 2.0713 | 2.7825 | 1.4153 | 1.4848 | 1.4416 | 1.5293 |
| Largest Winning Trade | 276654 | 276654 | 44014 | 231698 | 204229 | 231698 |
| Largest Losing Trade | -42722 | -25989 | -42722 | -131286 | -131286 | -101002 |
| Avg Bars in Trades | 29 | 27 | 31 | 29 | 27 | 31 |
| Avg Bars in Winners | 43 | 42 | 43 | 43 | 42 | 43 |
| Avg Bars in Losers | 20 | 18 | 22 | 20 | 18 | 22 |
| Bars Traded | 10883 | 5151 | 5732 | 10883 | 5151 | 5732 |
| 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 | 306019 | 300312 | -582084 | -367768 | -582309 | -268123 |
{
"trading_pair": "EGLD_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11120,
"evaluation_days": 1853.33,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1600862400000,
"last_datapoint_time": 1759204800000,
"evaluation_time": 1759219677420,
"expiration_time": 1764008640000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 79
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 124,
"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": [
[
454848.9579663737,
457066.0540305588,
-2217.0960641859,
68920.7935105289,
-81087.346770155,
150008.1402806839
],
[
454.848958,
457.066054,
-2.217096,
68.920794,
-81.087347,
150.00814
],
[
0.245423,
0.246619,
-0.001196,
0.028291,
-0.089816,
0.049454
],
[
42.603485,
42.603485,
42.603485,
42.603485,
42.603485,
42.603485
],
[
-101056,
-105058,
-119788,
-656796,
-604244,
-342828
],
[
1.418686,
1.854994,
0.995982,
1.017009,
0.961065,
1.076165
],
[
369,
185,
184,
369,
185,
184
],
[
150,
74,
76,
150,
74,
76
],
[
219,
111,
108,
219,
111,
108
],
[
40.650407,
40,
41.304348,
40.650407,
40,
41.304348
],
[
2.071282,
2.782491,
1.415343,
1.484832,
1.441597,
1.529287
],
[
276654,
276654,
44014,
231698,
204229,
231698
],
[
-42722,
-25989,
-42722,
-131286,
-131286,
-101002
],
[
29,
27,
31,
29,
27,
31
],
[
43,
42,
43,
43,
42,
43
],
[
20,
18,
22,
20,
18,
22
],
[
10883,
5151,
5732,
10883,
5151,
5732
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
306019,
300312,
-582084,
-367768,
-582309,
-268123
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11120,
"evaluation_days": 1853.33,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1600862400000,
"last_datapoint_time": 1759204800000,
"evaluation_time": 1759219677420,
"expiration_time": 1764008640000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 79
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 124,
"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) |
|---|