| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 550587.7056 | 478331.9721 | 72255.7335 | 834993.1571 | 231302.6427 | 603690.5144 |
| Total P&L (%) | 550.5877 | 478.332 | 72.2557 | 834.9932 | 231.3026 | 603.6905 |
| Avg Daily Profit (%) | 0.2979 | 0.2588 | 0.0391 | 0.121 | 0.0648 | 0.1056 |
| Buy And Hold Return (%) | 36.7188 | 36.7188 | 36.7188 | 36.7188 | 36.7188 | 36.7188 |
| Max Trade Drawdown | -98482 | -118930 | -47849 | -2412997 | -3250805 | -1000663 |
| Profit Factor | 1.6794 | 2.1304 | 1.1866 | 1.06 | 1.0299 | 1.0977 |
| Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
| Winning Trades | 82 | 42 | 40 | 82 | 42 | 40 |
| Losing Trades | 93 | 46 | 47 | 93 | 46 | 47 |
| Profitability (%) | 46.8571 | 47.7273 | 45.977 | 46.8571 | 47.7273 | 45.977 |
| Ratio Avg Win / Avg Loss | 1.9047 | 2.3333 | 1.3943 | 1.2022 | 1.128 | 1.2898 |
| Largest Winning Trade | 154876 | 154876 | 59438 | 799497 | 786529 | 799497 |
| Largest Losing Trade | -37375 | -37375 | -32366 | -1207559 | -1207559 | -681272 |
| Avg Bars in Trades | 20 | 17 | 23 | 20 | 17 | 23 |
| Avg Bars in Winners | 25 | 21 | 29 | 25 | 21 | 29 |
| Avg Bars in Losers | 15 | 13 | 18 | 15 | 13 | 18 |
| Bars Traded | 3569 | 1516 | 2053 | 3569 | 1516 | 2053 |
| 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 | 433028 | 405032 | -164641 | -185577 | -295413 | -166156 |
{
"trading_pair": "EGLD_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3696,
"evaluation_days": 1848,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1601164800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758892697162,
"expiration_time": 1763505216000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 15,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 49,
"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": [
[
550587.7056297488,
478331.9720882992,
72255.7335414496,
834993.1570985875,
231302.6426838592,
603690.5144147296
],
[
550.587706,
478.331972,
72.255734,
834.993157,
231.302643,
603.690514
],
[
0.297937,
0.258838,
0.039099,
0.121035,
0.06484,
0.105638
],
[
36.71875,
36.71875,
36.71875,
36.71875,
36.71875,
36.71875
],
[
-98482,
-118930,
-47849,
-2412997,
-3250805,
-1000663
],
[
1.679444,
2.130407,
1.186611,
1.059988,
1.029872,
1.097744
],
[
175,
88,
87,
175,
88,
87
],
[
82,
42,
40,
82,
42,
40
],
[
93,
46,
47,
93,
46,
47
],
[
46.857143,
47.727273,
45.977011,
46.857143,
47.727273,
45.977011
],
[
1.904736,
2.333303,
1.394268,
1.202182,
1.127955,
1.289849
],
[
154876,
154876,
59438,
799497,
786529,
799497
],
[
-37375,
-37375,
-32366,
-1207559,
-1207559,
-681272
],
[
20,
17,
23,
20,
17,
23
],
[
25,
21,
29,
25,
21,
29
],
[
15,
13,
18,
15,
13,
18
],
[
3569,
1516,
2053,
3569,
1516,
2053
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
433028,
405032,
-164641,
-185577,
-295413,
-166156
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3696,
"evaluation_days": 1848,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1601164800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758892697162,
"expiration_time": 1763505216000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 15,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 49,
"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) |
|---|