| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1175697.5389 | 1106231.7028 | 69465.8361 | 664493.5389 | 753915.7328 | -89422.1939 |
| Total P&L (%) | 1175.6975 | 1106.2317 | 69.4658 | 664.4935 | 753.9157 | -89.4222 |
| Avg Daily Profit (%) | 0.6363 | 0.5987 | 0.0376 | 0.1101 | 0.1161 | -0.1215 |
| Buy And Hold Return (%) | 41.9121 | 41.9121 | 41.9121 | 41.9121 | 41.9121 | 41.9121 |
| Max Trade Drawdown | -212430 | -109847 | -124147 | -1203536 | -696306 | -920844 |
| Profit Factor | 2.6845 | 3.9931 | 1.2116 | 1.1566 | 1.3595 | 0.9583 |
| Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
| Winning Trades | 67 | 30 | 37 | 67 | 30 | 37 |
| Losing Trades | 56 | 32 | 24 | 56 | 32 | 24 |
| Profitability (%) | 54.4715 | 48.3871 | 60.6557 | 54.4715 | 48.3871 | 60.6557 |
| Ratio Avg Win / Avg Loss | 2.2438 | 4.2593 | 0.7859 | 0.9667 | 1.4501 | 0.6216 |
| Largest Winning Trade | 960056 | 960056 | 63698 | 1168143 | 1168143 | 342649 |
| Largest Losing Trade | -61370 | -38051 | -61370 | -791571 | -265904 | -791571 |
| Avg Bars in Trades | 86 | 71 | 100 | 86 | 71 | 100 |
| Avg Bars in Winners | 82 | 66 | 95 | 82 | 66 | 95 |
| Avg Bars in Losers | 91 | 77 | 109 | 91 | 77 | 109 |
| Bars Traded | 10613 | 4453 | 6160 | 10613 | 4453 | 6160 |
| 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 | 640587 | -136305 | -314273 | -94532 | -191895 | -741077 |
{
"trading_pair": "EGLD_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11086,
"evaluation_days": 1847.67,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1601654400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758925507020,
"expiration_time": 1763504352000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 178,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 179,
"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": [
[
1175697.5389461317,
1106231.7028054036,
69465.8361407279,
664493.5388608255,
753915.7327944938,
-89422.1939336684
],
[
1175.697539,
1106.231703,
69.465836,
664.493539,
753.915733,
-89.422194
],
[
0.636314,
0.598717,
0.037596,
0.110148,
0.116141,
-0.121507
],
[
41.912079,
41.912079,
41.912079,
41.912079,
41.912079,
41.912079
],
[
-212430,
-109847,
-124147,
-1203536,
-696306,
-920844
],
[
2.68453,
3.993092,
1.211565,
1.156619,
1.359454,
0.958318
],
[
123,
62,
61,
123,
62,
61
],
[
67,
30,
37,
67,
30,
37
],
[
56,
32,
24,
56,
32,
24
],
[
54.471545,
48.387097,
60.655738,
54.471545,
48.387097,
60.655738
],
[
2.243786,
4.259298,
0.78588,
0.966726,
1.450084,
0.621612
],
[
960056,
960056,
63698,
1168143,
1168143,
342649
],
[
-61370,
-38051,
-61370,
-791571,
-265904,
-791571
],
[
86,
71,
100,
86,
71,
100
],
[
82,
66,
95,
82,
66,
95
],
[
91,
77,
109,
91,
77,
109
],
[
10613,
4453,
6160,
10613,
4453,
6160
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
640587,
-136305,
-314273,
-94532,
-191895,
-741077
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11086,
"evaluation_days": 1847.67,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1601654400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758925507020,
"expiration_time": 1763504352000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 178,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 179,
"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) |
|---|