| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 643437.4543 | 478915.614 | 164521.8403 | 3230952.0206 | 292926.9174 | 2938025.1032 |
| Total P&L (%) | 643.4375 | 478.9156 | 164.5218 | 3230.952 | 292.9269 | 2938.0251 |
| Avg Daily Profit (%) | 0.3474 | 0.2585 | 0.0888 | 0.1894 | 0.0739 | 0.1845 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -128424 | -125831 | -69057 | -6554938 | -7056294 | -2936438 |
| Profit Factor | 1.3883 | 1.5626 | 1.2042 | 1.0486 | 1.0084 | 1.0926 |
| Total Trades | 699 | 349 | 350 | 699 | 349 | 350 |
| Winning Trades | 235 | 116 | 119 | 235 | 116 | 119 |
| Losing Trades | 464 | 233 | 231 | 464 | 233 | 231 |
| Profitability (%) | 33.6195 | 33.2378 | 34 | 33.6195 | 33.2378 | 34 |
| Ratio Avg Win / Avg Loss | 2.7412 | 3.1387 | 2.3375 | 2.0704 | 2.0255 | 2.121 |
| Largest Winning Trade | 140975 | 140975 | 38014 | 1445457 | 1445457 | 1289632 |
| Largest Losing Trade | -17554 | -17298 | -17554 | -1246838 | -1082038 | -1246838 |
| Avg Bars in Trades | 7 | 7 | 7 | 7 | 7 | 7 |
| Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
| Avg Bars in Losers | 4 | 4 | 4 | 4 | 4 | 4 |
| Bars Traded | 5510 | 2772 | 2738 | 5510 | 2772 | 2738 |
| Profit Streak | 7.163 | 0 | 8.8296 | 7.163 | 0 | 8.8296 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 333834 | 214192 | -77772 | -159776 | -309386 | -113630 |
{
"trading_pair": "EGLD_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5557,
"evaluation_days": 1852.33,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1599984000000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759118080660,
"expiration_time": 1763905248000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 32,
"offset": 0
}
},
"second_band": {
"type": "hlc3",
"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": [
[
643437.4543088202,
478915.6140451223,
164521.8402636983,
3230952.0206498257,
292926.9174147723,
2938025.1032350454
],
[
643.437454,
478.915614,
164.52184,
3230.952021,
292.926917,
2938.025103
],
[
0.347367,
0.258548,
0.088819,
0.189446,
0.073905,
0.184467
],
[
10,
10,
10,
10,
10,
10
],
[
-128424,
-125831,
-69057,
-6554938,
-7056294,
-2936438
],
[
1.388301,
1.562636,
1.204158,
1.048592,
1.008425,
1.09262
],
[
699,
349,
350,
699,
349,
350
],
[
235,
116,
119,
235,
116,
119
],
[
464,
233,
231,
464,
233,
231
],
[
33.619456,
33.237822,
34,
33.619456,
33.237822,
34
],
[
2.741156,
3.138742,
2.337482,
2.070411,
2.025542,
2.120969
],
[
140975,
140975,
38014,
1445457,
1445457,
1289632
],
[
-17554,
-17298,
-17554,
-1246838,
-1082038,
-1246838
],
[
7,
7,
7,
7,
7,
7
],
[
14,
14,
14,
14,
14,
14
],
[
4,
4,
4,
4,
4,
4
],
[
5510,
2772,
2738,
5510,
2772,
2738
],
[
7.16297,
0,
8.829637,
7.162971,
0,
8.829637
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
333834,
214192,
-77772,
-159776,
-309386,
-113630
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5557,
"evaluation_days": 1852.33,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1599984000000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759118080660,
"expiration_time": 1763905248000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 32,
"offset": 0
}
},
"second_band": {
"type": "hlc3",
"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) |
|---|