| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1528674.0025 | 1432143.7803 | 96530.2222 | 1461543.0986 | 96169.4853 | 1365373.6133 |
| Total P&L (%) | 1528.674 | 1432.1438 | 96.5302 | 1461.5431 | 96.1695 | 1365.3736 |
| Avg Daily Profit (%) | 0.8273 | 0.7751 | 0.0522 | 0.1488 | 0.0365 | 0.1454 |
| Buy And Hold Return (%) | 93.5672 | 93.5672 | 93.5672 | 93.5672 | 93.5672 | 93.5672 |
| Max Trade Drawdown | -115360 | -96104 | -56484 | -3350113 | -3195295 | -1422878 |
| Profit Factor | 3.916 | 5.6623 | 1.4447 | 1.1137 | 1.012 | 1.2808 |
| Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
| Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
| Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
| Profitability (%) | 43.8356 | 43.2432 | 44.4444 | 43.8356 | 43.2432 | 44.4444 |
| Ratio Avg Win / Avg Loss | 5.0174 | 7.4318 | 1.8059 | 1.4269 | 1.3283 | 1.601 |
| Largest Winning Trade | 1320690 | 1320690 | 68578 | 1808797 | 1808797 | 1241490 |
| Largest Losing Trade | -37390 | -31388 | -37390 | -1360518 | -1360518 | -1111934 |
| Avg Bars in Trades | 93 | 77 | 110 | 93 | 77 | 110 |
| Avg Bars in Winners | 121 | 91 | 151 | 121 | 91 | 151 |
| Avg Bars in Losers | 71 | 66 | 78 | 71 | 66 | 78 |
| Bars Traded | 6842 | 2853 | 3990 | 6842 | 2853 | 3990 |
| 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 | -58485 | 670009 | -279159 | -168042 | -511211 | 14167 |
{
"trading_pair": "EGLD_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7391,
"evaluation_days": 1847.75,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1602050400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758856025483,
"expiration_time": 1763504568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 138,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 89,
"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": [
[
1528674.0024549717,
1432143.780277481,
96530.2221774907,
1461543.098565576,
96169.4853037083,
1365373.6132618668
],
[
1528.674002,
1432.14378,
96.530222,
1461.543099,
96.169485,
1365.373613
],
[
0.827316,
0.775074,
0.052242,
0.148846,
0.036473,
0.145401
],
[
93.567166,
93.567166,
93.567166,
93.567166,
93.567166,
93.567166
],
[
-115360,
-96104,
-56484,
-3350113,
-3195295,
-1422878
],
[
3.916034,
5.662301,
1.444727,
1.113716,
1.012035,
1.280822
],
[
73,
37,
36,
73,
37,
36
],
[
32,
16,
16,
32,
16,
16
],
[
41,
21,
20,
41,
21,
20
],
[
43.835616,
43.243243,
44.444444,
43.835616,
43.243243,
44.444444
],
[
5.017418,
7.431769,
1.805908,
1.426948,
1.328296,
1.601028
],
[
1320690,
1320690,
68578,
1808797,
1808797,
1241490
],
[
-37390,
-31388,
-37390,
-1360518,
-1360518,
-1111934
],
[
93,
77,
110,
93,
77,
110
],
[
121,
91,
151,
121,
91,
151
],
[
71,
66,
78,
71,
66,
78
],
[
6842,
2853,
3990,
6842,
2853,
3990
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-58485,
670009,
-279159,
-168042,
-511211,
14167
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7391,
"evaluation_days": 1847.75,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1602050400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758856025483,
"expiration_time": 1763504568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 138,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 89,
"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) |
|---|