| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 267355.2193 | 331127.1942 | -63771.9749 | -49258.2272 | 224477.5786 | -273735.8059 |
| Total P&L (%) | 267.3552 | 331.1272 | -63.772 | -49.2582 | 224.4776 | -273.7358 |
| Avg Daily Profit (%) | 0.1443 | 0.1787 | -0.0344 | -0.0366 | 0.0635 | 0 |
| Buy And Hold Return (%) | 83.0357 | 83.0357 | 83.0357 | 83.0357 | 83.0357 | 83.0357 |
| Max Trade Drawdown | -132771 | -96424 | -227854 | -218177 | -109670 | -308409 |
| Profit Factor | 1.2532 | 1.7586 | 0.8971 | 0.9491 | 1.6253 | 0.5506 |
| Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
| Winning Trades | 95 | 49 | 46 | 95 | 49 | 46 |
| Losing Trades | 105 | 51 | 54 | 105 | 51 | 54 |
| Profitability (%) | 47.5 | 49 | 46 | 47.5 | 49 | 46 |
| Ratio Avg Win / Avg Loss | 1.3851 | 1.8303 | 1.0531 | 1.049 | 1.6916 | 0.6464 |
| Largest Winning Trade | 186908 | 186908 | 44854 | 155638 | 155638 | 62046 |
| Largest Losing Trade | -59620 | -33843 | -59620 | -142437 | -64702 | -142437 |
| Avg Bars in Trades | 26 | 26 | 26 | 26 | 26 | 26 |
| Avg Bars in Winners | 28 | 23 | 34 | 28 | 23 | 34 |
| Avg Bars in Losers | 24 | 29 | 20 | 24 | 29 | 20 |
| Bars Traded | 5353 | 2661 | 2692 | 5353 | 2661 | 2692 |
| Profit Streak | 28.0932 | 28.0932 | 38.7599 | 28.0932 | 28.0932 | 38.7599 |
| Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -1727 | 329436 | -579169 | -577257 | -107786 | -580836 |
{
"trading_pair": "EGLD_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5560,
"evaluation_days": 1853.33,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1604505600000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759198455143,
"expiration_time": 1763994240000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 189,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
267355.2192833358,
331127.1941594876,
-63771.9748761516,
-49258.2272310865,
224477.5786434791,
-273735.8058745654
],
[
267.355219,
331.127194,
-63.771975,
-49.258227,
224.477579,
-273.735806
],
[
0.144257,
0.178666,
-0.034409,
-0.036599,
0.06353,
0
],
[
83.035714,
83.035714,
83.035714,
83.035714,
83.035714,
83.035714
],
[
-132771,
-96424,
-227854,
-218177,
-109670,
-308409
],
[
1.253162,
1.758563,
0.897066,
0.949122,
1.625252,
0.550617
],
[
200,
100,
100,
200,
100,
100
],
[
95,
49,
46,
95,
49,
46
],
[
105,
51,
54,
105,
51,
54
],
[
47.5,
49,
46,
47.5,
49,
46
],
[
1.385074,
1.830341,
1.053078,
1.049029,
1.691589,
0.646376
],
[
186908,
186908,
44854,
155638,
155638,
62046
],
[
-59620,
-33843,
-59620,
-142437,
-64702,
-142437
],
[
26,
26,
26,
26,
26,
26
],
[
28,
23,
34,
28,
23,
34
],
[
24,
29,
20,
24,
29,
20
],
[
5353,
2661,
2692,
5353,
2661,
2692
],
[
28.093231,
28.093231,
38.759897,
28.093231,
28.093231,
38.759897
],
[
4,
2,
4,
4,
2,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-1727,
329436,
-579169,
-577257,
-107786,
-580836
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5560,
"evaluation_days": 1853.33,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1604505600000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759198455143,
"expiration_time": 1763994240000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 189,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|