| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1919586.3368 | 1760543.6253 | 159042.7115 | 5048143.6837 | -628512.0242 | 5676655.708 |
| Total P&L (%) | 1919.5863 | 1760.5436 | 159.0427 | 5048.1437 | -628.512 | 5676.6557 |
| Avg Daily Profit (%) | 1.0299 | 0.9446 | 0.0853 | 0.2117 | 0 | 0.2179 |
| Buy And Hold Return (%) | 56.3601 | 56.3601 | 56.3601 | 56.3601 | 56.3601 | 56.3601 |
| Max Trade Drawdown | -74804 | -80215 | -63122 | -6526889 | -9542545 | -4071725 |
| Profit Factor | 3.725 | 6.0894 | 1.4436 | 1.0923 | 0.978 | 1.2179 |
| Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
| Winning Trades | 104 | 50 | 54 | 104 | 50 | 54 |
| Losing Trades | 118 | 61 | 57 | 118 | 61 | 57 |
| Profitability (%) | 46.8468 | 45.045 | 48.6486 | 46.8468 | 45.045 | 48.6486 |
| Ratio Avg Win / Avg Loss | 4.2265 | 7.4291 | 1.5238 | 1.2394 | 1.1932 | 1.2856 |
| Largest Winning Trade | 1631761 | 1631761 | 64684 | 4219644 | 4219644 | 2906719 |
| Largest Losing Trade | -39695 | -28173 | -39695 | -3406557 | -2790817 | -3406557 |
| Avg Bars in Trades | 49 | 46 | 52 | 49 | 46 | 52 |
| Avg Bars in Winners | 64 | 61 | 66 | 64 | 61 | 66 |
| Avg Bars in Losers | 36 | 33 | 39 | 36 | 33 | 39 |
| Bars Traded | 10963 | 5149 | 5814 | 10963 | 5149 | 5814 |
| 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 | 725802 | 706822 | -81012 | -110876 | -581297 | 251587 |
{
"trading_pair": "EGLD_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11183,
"evaluation_days": 1863.83,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1601956800000,
"last_datapoint_time": 1760112000000,
"evaluation_time": 1760115671755,
"expiration_time": 1764943056000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 17,
"offset": 176
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 200,
"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": [
[
1919586.336813082,
1760543.6252879165,
159042.7115251668,
5048143.6837278,
-628512.0242291992,
5676655.7079570005
],
[
1919.586337,
1760.543625,
159.042712,
5048.143684,
-628.512024,
5676.655708
],
[
1.029915,
0.944584,
0.085331,
0.211682,
0,
0.217875
],
[
56.360102,
56.360102,
56.360102,
56.360102,
56.360102,
56.360102
],
[
-74804,
-80215,
-63122,
-6526889,
-9542545,
-4071725
],
[
3.725042,
6.089416,
1.443631,
1.092343,
0.97804,
1.217945
],
[
222,
111,
111,
222,
111,
111
],
[
104,
50,
54,
104,
50,
54
],
[
118,
61,
57,
118,
61,
57
],
[
46.846847,
45.045045,
48.648649,
46.846847,
45.045045,
48.648649
],
[
4.226491,
7.429088,
1.523833,
1.239389,
1.193209,
1.285608
],
[
1631761,
1631761,
64684,
4219644,
4219644,
2906719
],
[
-39695,
-28173,
-39695,
-3406557,
-2790817,
-3406557
],
[
49,
46,
52,
49,
46,
52
],
[
64,
61,
66,
64,
61,
66
],
[
36,
33,
39,
36,
33,
39
],
[
10963,
5149,
5814,
10963,
5149,
5814
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
725802,
706822,
-81012,
-110876,
-581297,
251587
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11183,
"evaluation_days": 1863.83,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1601956800000,
"last_datapoint_time": 1760112000000,
"evaluation_time": 1760115671755,
"expiration_time": 1764943056000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 17,
"offset": 176
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 200,
"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) |
|---|