| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1528910.0865 | 1351250.2913 | 177659.7953 | 4582309.4602 | 169523.0194 | 4412786.4408 |
| Total P&L (%) | 1528.9101 | 1351.2503 | 177.6598 | 4582.3095 | 169.523 | 4412.7864 |
| Avg Daily Profit (%) | 0.8202 | 0.7249 | 0.0953 | 0.2066 | 0.0532 | 0.2046 |
| Buy And Hold Return (%) | 31.1564 | 31.1564 | 31.1564 | 31.1564 | 31.1564 | 31.1564 |
| Max Trade Drawdown | -78790 | -61131 | -46307 | -2739950 | -2594904 | -1036824 |
| Profit Factor | 6.0771 | 8.2959 | 2.5325 | 1.5921 | 1.0341 | 2.5969 |
| Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
| Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
| Losing Trades | 22 | 15 | 7 | 22 | 15 | 7 |
| Profitability (%) | 63.9344 | 51.6129 | 76.6667 | 63.9344 | 51.6129 | 76.6667 |
| Ratio Avg Win / Avg Loss | 3.4281 | 7.7774 | 0.7707 | 0.8981 | 0.9694 | 0.7904 |
| Largest Winning Trade | 1270793 | 1270793 | 60635 | 1732509 | 1360051 | 1732509 |
| Largest Losing Trade | -46307 | -44012 | -46307 | -1341274 | -1341274 | -1036824 |
| Avg Bars in Trades | 170 | 130 | 212 | 170 | 130 | 212 |
| Avg Bars in Winners | 207 | 187 | 220 | 207 | 187 | 220 |
| Avg Bars in Losers | 106 | 69 | 185 | 106 | 69 | 185 |
| Bars Traded | 10415 | 4040 | 6374 | 10415 | 4040 | 6374 |
| Profit Streak | 0 | 0 | 80.5465 | 0 | 0 | 80.5465 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -142481 | 763979 | -60168 | -155897 | -307454 | 526440 |
{
"trading_pair": "EGLD_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11184,
"evaluation_days": 1864,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1601784000000,
"last_datapoint_time": 1760126400000,
"evaluation_time": 1760130413836,
"expiration_time": 1764957888000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 188,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 71,
"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": [
[
1528910.0865098417,
1351250.2912548138,
177659.7952550274,
4582309.460152192,
169523.0193975147,
4412786.440754678
],
[
1528.910087,
1351.250291,
177.659795,
4582.30946,
169.523019,
4412.786441
],
[
0.820231,
0.72492,
0.095311,
0.206564,
0.053205,
0.204581
],
[
31.156433,
31.156433,
31.156433,
31.156433,
31.156433,
31.156433
],
[
-78790,
-61131,
-46307,
-2739950,
-2594904,
-1036824
],
[
6.077085,
8.29587,
2.532451,
1.592099,
1.034069,
2.596943
],
[
61,
31,
30,
61,
31,
30
],
[
39,
16,
23,
39,
16,
23
],
[
22,
15,
7,
22,
15,
7
],
[
63.934426,
51.612903,
76.666667,
63.934426,
51.612903,
76.666667
],
[
3.428099,
7.777378,
0.770746,
0.898107,
0.96944,
0.790374
],
[
1270793,
1270793,
60635,
1732509,
1360051,
1732509
],
[
-46307,
-44012,
-46307,
-1341274,
-1341274,
-1036824
],
[
170,
130,
212,
170,
130,
212
],
[
207,
187,
220,
207,
187,
220
],
[
106,
69,
185,
106,
69,
185
],
[
10415,
4040,
6374,
10415,
4040,
6374
],
[
0,
0,
80.546456,
0,
0,
80.546456
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-142481,
763979,
-60168,
-155897,
-307454,
526440
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11184,
"evaluation_days": 1864,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1601784000000,
"last_datapoint_time": 1760126400000,
"evaluation_time": 1760130413836,
"expiration_time": 1764957888000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 188,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 71,
"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) |
|---|