| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 392976.7137 | 399114.3602 | -6137.6465 | 12702.9877 | 225402.7041 | -212699.7164 |
| Total P&L (%) | 392.9767 | 399.1144 | -6.1376 | 12.703 | 225.4027 | -212.6997 |
| Avg Daily Profit (%) | 0.2127 | 0.216 | -0.0033 | 0.0065 | 0.0639 | 0 |
| Buy And Hold Return (%) | 70.5128 | 70.5128 | 70.5128 | 70.5128 | 70.5128 | 70.5128 |
| Max Trade Drawdown | -93575 | -92019 | -84905 | -486715 | -328047 | -277445 |
| Profit Factor | 1.5374 | 2.1094 | 0.9835 | 1.0062 | 1.2138 | 0.7833 |
| Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
| Winning Trades | 54 | 27 | 27 | 54 | 27 | 27 |
| Losing Trades | 69 | 35 | 34 | 69 | 35 | 34 |
| Profitability (%) | 43.9024 | 43.5484 | 44.2623 | 43.9024 | 43.5484 | 44.2623 |
| Ratio Avg Win / Avg Loss | 1.9644 | 2.7344 | 1.2385 | 1.2858 | 1.5735 | 0.9864 |
| Largest Winning Trade | 319730 | 319730 | 65002 | 431251 | 431251 | 125586 |
| Largest Losing Trade | -51593 | -42379 | -51593 | -247420 | -247420 | -196005 |
| Avg Bars in Trades | 28 | 22 | 33 | 28 | 22 | 33 |
| Avg Bars in Winners | 41 | 28 | 53 | 41 | 28 | 53 |
| Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
| Bars Traded | 3482 | 1410 | 2072 | 3482 | 1410 | 2072 |
| Profit Streak | 27.3506 | 27.3506 | 33.8506 | 27.3506 | 27.3506 | 33.8506 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 312086 | -145272 | -742481 | -564373 | -266066 | -744148 |
{
"trading_pair": "EGLD_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3696,
"evaluation_days": 1848,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1602072000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758788688350,
"expiration_time": 1763505216000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 22,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 70,
"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": [
[
392976.7136757897,
399114.3601626009,
-6137.6464868111,
12702.987747138,
225402.7041467216,
-212699.7163995836
],
[
392.976714,
399.11436,
-6.137646,
12.702988,
225.402704,
-212.699716
],
[
0.21265,
0.215971,
-0.003321,
0.006471,
0.063867,
0
],
[
70.512821,
70.512821,
70.512821,
70.512821,
70.512821,
70.512821
],
[
-93575,
-92019,
-84905,
-486715,
-328047,
-277445
],
[
1.537357,
2.109366,
0.983481,
1.00624,
1.21383,
0.783294
],
[
123,
62,
61,
123,
62,
61
],
[
54,
27,
27,
54,
27,
27
],
[
69,
35,
34,
69,
35,
34
],
[
43.902439,
43.548387,
44.262295,
43.902439,
43.548387,
44.262295
],
[
1.9644,
2.734363,
1.238457,
1.285751,
1.573483,
0.986371
],
[
319730,
319730,
65002,
431251,
431251,
125586
],
[
-51593,
-42379,
-51593,
-247420,
-247420,
-196005
],
[
28,
22,
33,
28,
22,
33
],
[
41,
28,
53,
41,
28,
53
],
[
18,
18,
18,
18,
18,
18
],
[
3482,
1410,
2072,
3482,
1410,
2072
],
[
27.350559,
27.35056,
33.85056,
27.35056,
27.35056,
33.85056
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
312086,
-145272,
-742481,
-564373,
-266066,
-744148
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3696,
"evaluation_days": 1848,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1602072000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758788688350,
"expiration_time": 1763505216000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 22,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 70,
"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) |
|---|