| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 655344.5288 | 476508.432 | 178836.0968 | 3311257.303 | 253327.3995 | 3057929.9035 |
| Total P&L (%) | 655.3445 | 476.5084 | 178.8361 | 3311.2573 | 253.3274 | 3057.9299 |
| Avg Daily Profit (%) | 0.3511 | 0.2553 | 0.0958 | 0.1893 | 0.0677 | 0.1852 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -122484 | -107587 | -116573 | -6809179 | -4515183 | -2532420 |
| Profit Factor | 1.3617 | 1.5313 | 1.1955 | 1.0856 | 1.0124 | 1.1678 |
| Total Trades | 699 | 349 | 350 | 699 | 349 | 350 |
| Winning Trades | 258 | 127 | 131 | 258 | 127 | 131 |
| Losing Trades | 441 | 222 | 219 | 441 | 222 | 219 |
| Profitability (%) | 36.9099 | 36.3897 | 37.4286 | 36.9099 | 36.3897 | 37.4286 |
| Ratio Avg Win / Avg Loss | 2.3276 | 2.6768 | 1.9986 | 1.8556 | 1.7697 | 1.9523 |
| Largest Winning Trade | 135859 | 135859 | 37334 | 2056125 | 2056125 | 925545 |
| Largest Losing Trade | -29583 | -19474 | -29583 | -669048 | -669048 | -663646 |
| Avg Bars in Trades | 7 | 7 | 7 | 7 | 7 | 7 |
| Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
| Avg Bars in Losers | 5 | 5 | 5 | 5 | 5 | 5 |
| Bars Traded | 5559 | 2763 | 2796 | 5559 | 2763 | 2796 |
| Profit Streak | 2.998 | 0 | 11.998 | 2.998 | 0 | 11.998 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 309257 | 250441 | -71671 | -119653 | -312152 | -29146 |
{
"trading_pair": "EGLD_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5599,
"evaluation_days": 1866.33,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1600128000000,
"last_datapoint_time": 1760313600000,
"evaluation_time": 1760342226838,
"expiration_time": 1765151136000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 33,
"offset": 0
}
},
"second_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"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": [
[
655344.5288120075,
476508.4320187246,
178836.0967932822,
3311257.3030064576,
253327.3994607789,
3057929.903545678
],
[
655.344529,
476.508432,
178.836097,
3311.257303,
253.327399,
3057.929904
],
[
0.351141,
0.255318,
0.095822,
0.189302,
0.067654,
0.18516
],
[
10,
10,
10,
10,
10,
10
],
[
-122484,
-107587,
-116573,
-6809179,
-4515183,
-2532420
],
[
1.361749,
1.531347,
1.19549,
1.085571,
1.012373,
1.167826
],
[
699,
349,
350,
699,
349,
350
],
[
258,
127,
131,
258,
127,
131
],
[
441,
222,
219,
441,
222,
219
],
[
36.909871,
36.389685,
37.428571,
36.909871,
36.389685,
37.428571
],
[
2.32764,
2.676843,
1.998567,
1.85557,
1.769659,
1.95232
],
[
135859,
135859,
37334,
2056125,
2056125,
925545
],
[
-29583,
-19474,
-29583,
-669048,
-669048,
-663646
],
[
7,
7,
7,
7,
7,
7
],
[
12,
12,
12,
12,
12,
12
],
[
5,
5,
5,
5,
5,
5
],
[
5559,
2763,
2796,
5559,
2763,
2796
],
[
2.997996,
0,
11.997996,
2.997996,
0,
11.997996
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
309257,
250441,
-71671,
-119653,
-312152,
-29146
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5599,
"evaluation_days": 1866.33,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1600128000000,
"last_datapoint_time": 1760313600000,
"evaluation_time": 1760342226838,
"expiration_time": 1765151136000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 33,
"offset": 0
}
},
"second_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"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) |
|---|