| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1613184.9558 | 1568675.1543 | 44509.8015 | 563450.5172 | 379569.234 | 183881.2832 |
| Total P&L (%) | 1613.185 | 1568.6752 | 44.5098 | 563.4505 | 379.5692 | 183.8813 |
| Avg Daily Profit (%) | 0.8692 | 0.8452 | 0.024 | 0.102 | 0.0845 | 0.0562 |
| Buy And Hold Return (%) | 74.3417 | 74.3417 | 74.3417 | 74.3417 | 74.3417 | 74.3417 |
| Max Trade Drawdown | -121288 | -101902 | -55062 | -920692 | -936805 | -494564 |
| Profit Factor | 4.2602 | 7.1263 | 1.1864 | 1.1461 | 1.1855 | 1.1016 |
| Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
| Winning Trades | 21 | 10 | 11 | 21 | 10 | 11 |
| Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
| Profitability (%) | 33.3333 | 31.25 | 35.4839 | 33.3333 | 31.25 | 35.4839 |
| Ratio Avg Win / Avg Loss | 8.5204 | 15.6778 | 2.1571 | 2.2922 | 2.608 | 2.0028 |
| Largest Winning Trade | 1521355 | 1521355 | 65180 | 1057134 | 1057134 | 498032 |
| Largest Losing Trade | -31445 | -31445 | -26846 | -319883 | -319883 | -238612 |
| Avg Bars in Trades | 84 | 72 | 96 | 84 | 72 | 96 |
| Avg Bars in Winners | 170 | 152 | 186 | 170 | 152 | 186 |
| Avg Bars in Losers | 40 | 35 | 46 | 40 | 35 | 46 |
| Bars Traded | 5295 | 2315 | 2980 | 5295 | 2315 | 2980 |
| 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 | -137280 | 518739 | -346640 | -272863 | -104118 | -234944 |
{
"trading_pair": "EGLD_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5568,
"evaluation_days": 1856,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1602518400000,
"last_datapoint_time": 1759420800000,
"evaluation_time": 1759428209956,
"expiration_time": 1764231552000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 29,
"offset": 0,
"a": 0.41305
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 111,
"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": [
[
1613184.9557947987,
1568675.154307093,
44509.8014877062,
563450.5172224066,
379569.2339833441,
183881.2832390622
],
[
1613.184956,
1568.675154,
44.509801,
563.450517,
379.569234,
183.881283
],
[
0.869173,
0.845191,
0.023982,
0.102007,
0.084503,
0.056233
],
[
74.341695,
74.341695,
74.341695,
74.341695,
74.341695,
74.341695
],
[
-121288,
-101902,
-55062,
-920692,
-936805,
-494564
],
[
4.260211,
7.12628,
1.186426,
1.146084,
1.185473,
1.101562
],
[
63,
32,
31,
63,
32,
31
],
[
21,
10,
11,
21,
10,
11
],
[
42,
22,
20,
42,
22,
20
],
[
33.333333,
31.25,
35.483871,
33.333333,
31.25,
35.483871
],
[
8.520422,
15.677817,
2.157138,
2.292168,
2.608041,
2.002839
],
[
1521355,
1521355,
65180,
1057134,
1057134,
498032
],
[
-31445,
-31445,
-26846,
-319883,
-319883,
-238612
],
[
84,
72,
96,
84,
72,
96
],
[
170,
152,
186,
170,
152,
186
],
[
40,
35,
46,
40,
35,
46
],
[
5295,
2315,
2980,
5295,
2315,
2980
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-137280,
518739,
-346640,
-272863,
-104118,
-234944
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5568,
"evaluation_days": 1856,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1602518400000,
"last_datapoint_time": 1759420800000,
"evaluation_time": 1759428209956,
"expiration_time": 1764231552000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 29,
"offset": 0,
"a": 0.41305
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 111,
"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) |
|---|