| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 635959.9406 | 533009.2744 | 102950.6662 | 1409199.0064 | -489771.857 | 1898970.8633 |
| Total P&L (%) | 635.9599 | 533.0093 | 102.9507 | 1409.199 | -489.7719 | 1898.9709 |
| Avg Daily Profit (%) | 0.3442 | 0.2885 | 0.0557 | 0.147 | 0 | 0.1622 |
| Buy And Hold Return (%) | 97.2416 | 97.2416 | 97.2416 | 97.2416 | 97.2416 | 97.2416 |
| Max Trade Drawdown | -106776 | -98022 | -81563 | -3259201 | -2858902 | -1896066 |
| Profit Factor | 1.8076 | 2.5513 | 1.2319 | 1.0842 | 0.9396 | 1.2203 |
| Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
| Winning Trades | 97 | 48 | 49 | 97 | 48 | 49 |
| Losing Trades | 88 | 45 | 43 | 88 | 45 | 43 |
| Profitability (%) | 52.4324 | 51.6129 | 53.2609 | 52.4324 | 51.6129 | 53.2609 |
| Ratio Avg Win / Avg Loss | 1.6398 | 2.3918 | 1.0811 | 0.9836 | 0.8809 | 1.0708 |
| Largest Winning Trade | 255792 | 255792 | 43756 | 997262 | 733489 | 997262 |
| Largest Losing Trade | -44081 | -30703 | -44081 | -965366 | -801997 | -965366 |
| Avg Bars in Trades | 38 | 33 | 43 | 38 | 33 | 43 |
| Avg Bars in Winners | 48 | 42 | 54 | 48 | 42 | 54 |
| Avg Bars in Losers | 26 | 23 | 30 | 26 | 23 | 30 |
| Bars Traded | 7067 | 3099 | 3968 | 7067 | 3099 | 3968 |
| Profit Streak | 0 | 0 | 76.1482 | 0 | 0 | 76.1482 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 492347 | 451752 | -264875 | -124646 | -580874 | 316701 |
{
"trading_pair": "EGLD_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7391,
"evaluation_days": 1847.75,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1603173600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758879200749,
"expiration_time": 1763504568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 34,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 178,
"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": [
[
635959.9405694385,
533009.2743572468,
102950.6662121916,
1409199.0063636478,
-489771.8569509007,
1898970.8633145448
],
[
635.959941,
533.009274,
102.950666,
1409.199006,
-489.771857,
1898.970863
],
[
0.344181,
0.288464,
0.055717,
0.146998,
0,
0.162232
],
[
97.241584,
97.241584,
97.241584,
97.241584,
97.241584,
97.241584
],
[
-106776,
-98022,
-81563,
-3259201,
-2858902,
-1896066
],
[
1.807554,
2.55127,
1.231913,
1.084232,
0.939597,
1.220256
],
[
185,
93,
92,
185,
93,
92
],
[
97,
48,
49,
97,
48,
49
],
[
88,
45,
43,
88,
45,
43
],
[
52.432432,
51.612903,
53.26087,
52.432432,
51.612903,
53.26087
],
[
1.639842,
2.391816,
1.081067,
0.983633,
0.880872,
1.070837
],
[
255792,
255792,
43756,
997262,
733489,
997262
],
[
-44081,
-30703,
-44081,
-965366,
-801997,
-965366
],
[
38,
33,
43,
38,
33,
43
],
[
48,
42,
54,
48,
42,
54
],
[
26,
23,
30,
26,
23,
30
],
[
7067,
3099,
3968,
7067,
3099,
3968
],
[
0,
0,
76.148157,
0,
0,
76.148157
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
492347,
451752,
-264875,
-124646,
-580874,
316701
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7391,
"evaluation_days": 1847.75,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1603173600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758879200749,
"expiration_time": 1763504568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 34,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 178,
"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) |
|---|