| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 560348.9275 | 553553.8796 | 6795.048 | 130101.0128 | -169741.3309 | 299842.3436 |
| Total P&L (%) | 560.3489 | 553.5539 | 6.795 | 130.101 | -169.7413 | 299.8423 |
| Avg Daily Profit (%) | 0.3034 | 0.2997 | 0.0037 | 0.0451 | 0 | 0.0751 |
| Buy And Hold Return (%) | 53.5265 | 53.5265 | 53.5265 | 53.5265 | 53.5265 | 53.5265 |
| Max Trade Drawdown | -134651 | -139314 | -51364 | -2613207 | -2849824 | -692245 |
| Profit Factor | 1.6159 | 1.9008 | 1.023 | 1.0141 | 0.9739 | 1.1107 |
| Total Trades | 211 | 105 | 106 | 211 | 105 | 106 |
| Winning Trades | 96 | 46 | 50 | 96 | 46 | 50 |
| Losing Trades | 115 | 59 | 56 | 115 | 59 | 56 |
| Profitability (%) | 45.4976 | 43.8095 | 47.1698 | 45.4976 | 43.8095 | 47.1698 |
| Ratio Avg Win / Avg Loss | 1.9358 | 2.4379 | 1.1458 | 1.2148 | 1.2491 | 1.2439 |
| Largest Winning Trade | 277250 | 277250 | 23150 | 649370 | 649370 | 481105 |
| Largest Losing Trade | -58253 | -58253 | -19848 | -1247137 | -1247137 | -387122 |
| Avg Bars in Trades | 98 | 177 | 20 | 98 | 177 | 20 |
| Avg Bars in Winners | 101 | 183 | 25 | 101 | 183 | 25 |
| Avg Bars in Losers | 96 | 172 | 16 | 96 | 172 | 16 |
| Bars Traded | 20853 | 18644 | 2209 | 20853 | 18644 | 2209 |
| Profit Streak | 0 | 56.4294 | 0 | 0 | 56.4294 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 408019 | 373609 | -549982 | -342300 | -581231 | -193547 |
{
"trading_pair": "EGLD_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22165,
"evaluation_days": 1847.08,
"actual_first_datapoint_time": 1599098400000,
"first_datapoint_time": 1600833600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758824299755,
"expiration_time": 1764467568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 242,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 35,
"offset": 0,
"std": 2.17331
}
}
}
{
"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": [
[
560348.9275238655,
553553.8795715031,
6795.0479523625,
130101.0127617992,
-169741.3308521993,
299842.3436139982
],
[
560.348928,
553.55388,
6.795048,
130.101013,
-169.741331,
299.842344
],
[
0.30337,
0.299691,
0.003679,
0.045127,
0,
0.07506
],
[
53.526492,
53.526492,
53.526492,
53.526492,
53.526492,
53.526492
],
[
-134651,
-139314,
-51364,
-2613207,
-2849824,
-692245
],
[
1.615934,
1.900772,
1.023017,
1.014117,
0.973912,
1.110666
],
[
211,
105,
106,
211,
105,
106
],
[
96,
46,
50,
96,
46,
50
],
[
115,
59,
56,
115,
59,
56
],
[
45.49763,
43.809524,
47.169811,
45.49763,
43.809524,
47.169811
],
[
1.935754,
2.437947,
1.145779,
1.214828,
1.249148,
1.243946
],
[
277250,
277250,
23150,
649370,
649370,
481105
],
[
-58253,
-58253,
-19848,
-1247137,
-1247137,
-387122
],
[
98,
177,
20,
98,
177,
20
],
[
101,
183,
25,
101,
183,
25
],
[
96,
172,
16,
96,
172,
16
],
[
20853,
18644,
2209,
20853,
18644,
2209
],
[
0,
56.429395,
0,
0,
56.429395,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
408019,
373609,
-549982,
-342300,
-581231,
-193547
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22165,
"evaluation_days": 1847.08,
"actual_first_datapoint_time": 1599098400000,
"first_datapoint_time": 1600833600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758824299755,
"expiration_time": 1764467568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 242,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 35,
"offset": 0,
"std": 2.17331
}
}
}
| # | 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) |
|---|