| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 698740.5943 | 636342.0703 | 62398.5241 | 726482.2517 | 669302.7949 | 57179.4568 |
| Total P&L (%) | 698.7406 | 636.3421 | 62.3985 | 726.4823 | 669.3028 | 57.1795 |
| Avg Daily Profit (%) | 0.3783 | 0.3445 | 0.0338 | 0.1144 | 0.1105 | 0.0245 |
| Buy And Hold Return (%) | 52.8736 | 52.8736 | 52.8736 | 52.8736 | 52.8736 | 52.8736 |
| Max Trade Drawdown | -149865 | -89302 | -136030 | -2496033 | -2273107 | -1023798 |
| Profit Factor | 1.7754 | 2.4946 | 1.1313 | 1.0537 | 1.0994 | 1.0084 |
| Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
| Winning Trades | 62 | 28 | 34 | 62 | 28 | 34 |
| Losing Trades | 109 | 58 | 51 | 109 | 58 | 51 |
| Profitability (%) | 36.2573 | 32.5581 | 40 | 36.2573 | 32.5581 | 40 |
| Ratio Avg Win / Avg Loss | 3.1212 | 5.1673 | 1.6969 | 1.8524 | 2.2773 | 1.5126 |
| Largest Winning Trade | 279832 | 279832 | 61593 | 1264330 | 1264330 | 835298 |
| Largest Losing Trade | -26364 | -23980 | -26364 | -491439 | -375225 | -491439 |
| Avg Bars in Trades | 125 | 108 | 143 | 125 | 108 | 143 |
| Avg Bars in Winners | 229 | 199 | 255 | 229 | 199 | 255 |
| Avg Bars in Losers | 66 | 65 | 68 | 66 | 65 | 68 |
| Bars Traded | 21533 | 9348 | 12185 | 21533 | 9348 | 12185 |
| Profit Streak | 0 | 0 | 12.0946 | 0 | 0 | 12.0946 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 305267 | 249136 | -336130 | -204682 | -162197 | -514367 |
{
"trading_pair": "EGLD_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22165,
"evaluation_days": 1847.08,
"actual_first_datapoint_time": 1599098400000,
"first_datapoint_time": 1600768800000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758852970228,
"expiration_time": 1764467568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 233,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 61,
"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": [
[
698740.5943397055,
636342.0702663574,
62398.5240733479,
726482.2517059078,
669302.7949433367,
57179.4567625689
],
[
698.740594,
636.34207,
62.398524,
726.482252,
669.302795,
57.179457
],
[
0.378295,
0.344512,
0.033782,
0.114408,
0.110523,
0.024486
],
[
52.873563,
52.873563,
52.873563,
52.873563,
52.873563,
52.873563
],
[
-149865,
-89302,
-136030,
-2496033,
-2273107,
-1023798
],
[
1.775352,
2.494552,
1.13125,
1.053662,
1.09941,
1.008402
],
[
171,
86,
85,
171,
86,
85
],
[
62,
28,
34,
62,
28,
34
],
[
109,
58,
51,
109,
58,
51
],
[
36.25731,
32.55814,
40,
36.25731,
32.55814,
40
],
[
3.121183,
5.167287,
1.696875,
1.852406,
2.277348,
1.512603
],
[
279832,
279832,
61593,
1264330,
1264330,
835298
],
[
-26364,
-23980,
-26364,
-491439,
-375225,
-491439
],
[
125,
108,
143,
125,
108,
143
],
[
229,
199,
255,
229,
199,
255
],
[
66,
65,
68,
66,
65,
68
],
[
21533,
9348,
12185,
21533,
9348,
12185
],
[
0,
0,
12.094563,
0,
0,
12.094563
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
305267,
249136,
-336130,
-204682,
-162197,
-514367
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22165,
"evaluation_days": 1847.08,
"actual_first_datapoint_time": 1599098400000,
"first_datapoint_time": 1600768800000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758852970228,
"expiration_time": 1764467568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 233,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 61,
"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) |
|---|