| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 580419.5749 | 526131.3512 | 54288.2237 | 456345.0245 | 590244.3303 | -133899.3058 |
| Total P&L (%) | 580.4196 | 526.1314 | 54.2882 | 456.345 | 590.2443 | -133.8993 |
| Avg Daily Profit (%) | 0.3122 | 0.283 | 0.0292 | 0.0924 | 0.104 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -142768 | -81164 | -124645 | -1420038 | -945237 | -1294220 |
| Profit Factor | 1.7021 | 2.398 | 1.1206 | 1.0633 | 1.1807 | 0.966 |
| Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
| Winning Trades | 65 | 28 | 37 | 65 | 28 | 37 |
| Losing Trades | 101 | 55 | 46 | 101 | 55 | 46 |
| Profitability (%) | 39.1566 | 33.7349 | 44.5783 | 39.1566 | 33.7349 | 44.5783 |
| Ratio Avg Win / Avg Loss | 2.6448 | 4.7105 | 1.3931 | 1.6522 | 2.3192 | 1.201 |
| Largest Winning Trade | 302646 | 302646 | 50103 | 667517 | 667517 | 502490 |
| Largest Losing Trade | -24587 | -19480 | -24587 | -389750 | -284687 | -389750 |
| Avg Bars in Trades | 43 | 39 | 48 | 43 | 39 | 48 |
| Avg Bars in Winners | 72 | 65 | 77 | 72 | 65 | 77 |
| Avg Bars in Losers | 25 | 26 | 25 | 25 | 26 | 25 |
| Bars Traded | 7302 | 3259 | 4043 | 7302 | 3259 | 4043 |
| 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 | 319501 | 239703 | -245277 | -222785 | -81102 | -581551 |
{
"trading_pair": "EGLD_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7436,
"evaluation_days": 1859,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1600149600000,
"last_datapoint_time": 1759687200000,
"evaluation_time": 1759705877689,
"expiration_time": 1764505728000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 50,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 42,
"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": [
[
580419.5749120368,
526131.3512435071,
54288.2236685295,
456345.0244996343,
590244.3303268481,
-133899.3058272143
],
[
580.419575,
526.131351,
54.288224,
456.345024,
590.24433,
-133.899306
],
[
0.312221,
0.283018,
0.029203,
0.092362,
0.103974,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-142768,
-81164,
-124645,
-1420038,
-945237,
-1294220
],
[
1.702121,
2.398047,
1.120551,
1.063304,
1.180662,
0.966029
],
[
166,
83,
83,
166,
83,
83
],
[
65,
28,
37,
65,
28,
37
],
[
101,
55,
46,
101,
55,
46
],
[
39.156627,
33.73494,
44.578313,
39.156627,
33.73494,
44.578313
],
[
2.644835,
4.71045,
1.393118,
1.652211,
2.319157,
1.201009
],
[
302646,
302646,
50103,
667517,
667517,
502490
],
[
-24587,
-19480,
-24587,
-389750,
-284687,
-389750
],
[
43,
39,
48,
43,
39,
48
],
[
72,
65,
77,
72,
65,
77
],
[
25,
26,
25,
25,
26,
25
],
[
7302,
3259,
4043,
7302,
3259,
4043
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
319501,
239703,
-245277,
-222785,
-81102,
-581551
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7436,
"evaluation_days": 1859,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1600149600000,
"last_datapoint_time": 1759687200000,
"evaluation_time": 1759705877689,
"expiration_time": 1764505728000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 50,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 42,
"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) |
|---|