| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 555070.5084 | 460041.1725 | 95029.3359 | 654025.7893 | -793378.214 | 1447404.0034 |
| Total P&L (%) | 555.0705 | 460.0412 | 95.0293 | 654.0258 | -793.3782 | 1447.404 |
| Avg Daily Profit (%) | 0.3004 | 0.249 | 0.0514 | 0.1094 | 0 | 0.1484 |
| Buy And Hold Return (%) | 48.3216 | 48.3216 | 48.3216 | 48.3216 | 48.3216 | 48.3216 |
| Max Trade Drawdown | -131247 | -151558 | -22528 | -5163882 | -5525184 | -1286646 |
| Profit Factor | 1.9787 | 2.0537 | 1.728 | 1.0543 | 0.9189 | 1.6413 |
| Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
| Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
| Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
| Profitability (%) | 53.7634 | 52.1739 | 55.3191 | 53.7634 | 52.1739 | 55.3191 |
| Ratio Avg Win / Avg Loss | 1.7017 | 1.8825 | 1.3957 | 0.9067 | 0.8424 | 1.3257 |
| Largest Winning Trade | 122807 | 122807 | 25300 | 1535395 | 1535395 | 833644 |
| Largest Losing Trade | -68157 | -68157 | -19045 | -2717269 | -2717269 | -1119810 |
| Avg Bars in Trades | 74 | 138 | 12 | 74 | 138 | 12 |
| Avg Bars in Winners | 53 | 99 | 11 | 53 | 99 | 11 |
| Avg Bars in Losers | 98 | 181 | 12 | 98 | 181 | 12 |
| Bars Traded | 6950 | 6377 | 573 | 6950 | 6377 | 573 |
| 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 | 482074 | 442759 | -128131 | -208256 | -580422 | 304549 |
{
"trading_pair": "EGLD_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7391,
"evaluation_days": 1847.75,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1600905600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758856029383,
"expiration_time": 1763504568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 85,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 166,
"offset": 0,
"std": 1.126
}
}
}
{
"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": [
[
555070.5083539857,
460041.1724733324,
95029.3358806534,
654025.7893352367,
-793378.2140313332,
1447404.0033665695
],
[
555.070508,
460.041172,
95.029336,
654.025789,
-793.378214,
1447.404003
],
[
0.300403,
0.248974,
0.05143,
0.109396,
0,
0.148353
],
[
48.321624,
48.321624,
48.321624,
48.321624,
48.321624,
48.321624
],
[
-131247,
-151558,
-22528,
-5163882,
-5525184,
-1286646
],
[
1.978727,
2.053689,
1.728001,
1.0543,
0.918941,
1.6413
],
[
93,
46,
47,
93,
46,
47
],
[
50,
24,
26,
50,
24,
26
],
[
43,
22,
21,
43,
22,
21
],
[
53.763441,
52.173913,
55.319149,
53.763441,
52.173913,
55.319149
],
[
1.701705,
1.882549,
1.395693,
0.906698,
0.842363,
1.325666
],
[
122807,
122807,
25300,
1535395,
1535395,
833644
],
[
-68157,
-68157,
-19045,
-2717269,
-2717269,
-1119810
],
[
74,
138,
12,
74,
138,
12
],
[
53,
99,
11,
53,
99,
11
],
[
98,
181,
12,
98,
181,
12
],
[
6950,
6377,
573,
6950,
6377,
573
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
482074,
442759,
-128131,
-208256,
-580422,
304549
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7391,
"evaluation_days": 1847.75,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1600905600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758856029383,
"expiration_time": 1763504568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 85,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 166,
"offset": 0,
"std": 1.126
}
}
}
| # | 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) |
|---|