| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 610076.2304 | 522595.9726 | 87480.2578 | 869700.7739 | 29006.5594 | 840694.2146 |
| Total P&L (%) | 610.0762 | 522.596 | 87.4803 | 869.7008 | 29.0066 | 840.6942 |
| Avg Daily Profit (%) | 0.3303 | 0.2829 | 0.0474 | 0.1231 | 0.0138 | 0.1214 |
| Buy And Hold Return (%) | 17.9496 | 17.9496 | 17.9496 | 17.9496 | 17.9496 | 17.9496 |
| Max Trade Drawdown | -90472 | -85787 | -81244 | -2004280 | -1838122 | -1054426 |
| Profit Factor | 1.7461 | 2.3027 | 1.21 | 1.0678 | 1.0045 | 1.1309 |
| Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
| Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
| Losing Trades | 104 | 55 | 49 | 104 | 55 | 49 |
| Profitability (%) | 39.1813 | 36.0465 | 42.3529 | 39.1813 | 36.0465 | 42.3529 |
| Ratio Avg Win / Avg Loss | 2.7104 | 4.0854 | 1.647 | 1.6575 | 1.7822 | 1.5393 |
| Largest Winning Trade | 255754 | 255754 | 56445 | 1019432 | 928187 | 1019432 |
| Largest Losing Trade | -25162 | -25162 | -23286 | -551476 | -551476 | -351183 |
| Avg Bars in Trades | 127 | 117 | 137 | 127 | 117 | 137 |
| Avg Bars in Winners | 216 | 205 | 225 | 216 | 205 | 225 |
| Avg Bars in Losers | 70 | 68 | 72 | 70 | 68 | 72 |
| Bars Traded | 21821 | 10142 | 11679 | 21821 | 10142 | 11679 |
| Profit Streak | 0 | 0 | 78.6919 | 0 | 0 | 78.6919 |
| Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 329401 | 265694 | -132342 | -176445 | -404054 | -107774 |
{
"trading_pair": "EGLD_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22165,
"evaluation_days": 1847.08,
"actual_first_datapoint_time": 1599098400000,
"first_datapoint_time": 1600495200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758933384053,
"expiration_time": 1764467568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 84,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 183,
"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": [
[
610076.2304468397,
522595.9726100435,
87480.2578367956,
869700.773946539,
29006.559387224,
840694.2145593157
],
[
610.07623,
522.595973,
87.480258,
869.700774,
29.006559,
840.694215
],
[
0.330292,
0.282931,
0.047361,
0.123071,
0.01379,
0.121425
],
[
17.949628,
17.949628,
17.949628,
17.949628,
17.949628,
17.949628
],
[
-90472,
-85787,
-81244,
-2004280,
-1838122,
-1054426
],
[
1.746109,
2.302662,
1.210036,
1.067797,
1.004528,
1.130923
],
[
171,
86,
85,
171,
86,
85
],
[
67,
31,
36,
67,
31,
36
],
[
104,
55,
49,
104,
55,
49
],
[
39.181287,
36.046512,
42.352941,
39.181287,
36.046512,
42.352941
],
[
2.710379,
4.085368,
1.646993,
1.657476,
1.782226,
1.539312
],
[
255754,
255754,
56445,
1019432,
928187,
1019432
],
[
-25162,
-25162,
-23286,
-551476,
-551476,
-351183
],
[
127,
117,
137,
127,
117,
137
],
[
216,
205,
225,
216,
205,
225
],
[
70,
68,
72,
70,
68,
72
],
[
21821,
10142,
11679,
21821,
10142,
11679
],
[
0,
0,
78.691945,
0,
0,
78.691945
],
[
0,
0,
4,
0,
0,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
329401,
265694,
-132342,
-176445,
-404054,
-107774
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22165,
"evaluation_days": 1847.08,
"actual_first_datapoint_time": 1599098400000,
"first_datapoint_time": 1600495200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758933384053,
"expiration_time": 1764467568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 84,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 183,
"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) |
|---|