| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 376357.4349 | 398482.0578 | -22124.6229 | 99334.0872 | 512961.672 | -413627.5848 |
| Total P&L (%) | 376.3574 | 398.4821 | -22.1246 | 99.3341 | 512.9617 | -413.6276 |
| Avg Daily Profit (%) | 0.2038 | 0.2157 | -0.012 | 0.0374 | 0.0982 | 0 |
| Buy And Hold Return (%) | 52 | 52 | 52 | 52 | 52 | 52 |
| Max Trade Drawdown | -154165 | -104673 | -158864 | -486961 | -190061 | -594912 |
| Profit Factor | 1.5908 | 2.8041 | 0.9468 | 1.0668 | 2.2449 | 0.6153 |
| Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
| Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
| Losing Trades | 59 | 30 | 29 | 59 | 30 | 29 |
| Profitability (%) | 45.8716 | 45.4545 | 46.2963 | 45.8716 | 45.4545 | 46.2963 |
| Ratio Avg Win / Avg Loss | 1.8771 | 3.365 | 1.0983 | 1.2588 | 2.6939 | 0.7138 |
| Largest Winning Trade | 177697 | 177697 | 64548 | 203948 | 203948 | 203434 |
| Largest Losing Trade | -40342 | -29615 | -40342 | -141257 | -42347 | -141257 |
| Avg Bars in Trades | 193 | 112 | 275 | 193 | 112 | 275 |
| Avg Bars in Winners | 307 | 152 | 462 | 307 | 152 | 462 |
| Avg Bars in Losers | 96 | 80 | 114 | 96 | 80 | 114 |
| Bars Traded | 21062 | 6206 | 14855 | 21062 | 6206 | 14855 |
| Profit Streak | 0 | 0 | 139.7547 | 0 | 0 | 139.7547 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 335133 | -168715 | -759255 | -298863 | -238993 | -760922 |
{
"trading_pair": "EGLD_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22165,
"evaluation_days": 1847.08,
"actual_first_datapoint_time": 1599098400000,
"first_datapoint_time": 1600696800000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758924408648,
"expiration_time": 1764467568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 223,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 170,
"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": [
[
376357.4349070698,
398482.0578371093,
-22124.6229300395,
99334.0871787451,
512961.6719906486,
-413627.5848119032
],
[
376.357435,
398.482058,
-22.124623,
99.334087,
512.961672,
-413.627585
],
[
0.203758,
0.215736,
-0.011978,
0.037353,
0.09821,
0
],
[
52,
52,
52,
52,
52,
52
],
[
-154165,
-104673,
-158864,
-486961,
-190061,
-594912
],
[
1.590755,
2.804148,
0.946842,
1.06679,
2.244929,
0.615311
],
[
109,
55,
54,
109,
55,
54
],
[
50,
25,
25,
50,
25,
25
],
[
59,
30,
29,
59,
30,
29
],
[
45.87156,
45.454545,
46.296296,
45.87156,
45.454545,
46.296296
],
[
1.877091,
3.364977,
1.098337,
1.258812,
2.693915,
0.713761
],
[
177697,
177697,
64548,
203948,
203948,
203434
],
[
-40342,
-29615,
-40342,
-141257,
-42347,
-141257
],
[
193,
112,
275,
193,
112,
275
],
[
307,
152,
462,
307,
152,
462
],
[
96,
80,
114,
96,
80,
114
],
[
21062,
6206,
14855,
21062,
6206,
14855
],
[
0,
0,
139.75473,
0,
0,
139.75473
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
335133,
-168715,
-759255,
-298863,
-238993,
-760922
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22165,
"evaluation_days": 1847.08,
"actual_first_datapoint_time": 1599098400000,
"first_datapoint_time": 1600696800000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758924408648,
"expiration_time": 1764467568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 223,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 170,
"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) |
|---|