| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 810250.2484 | 696830.9818 | 113419.2667 | 2383404.4976 | 129128.8902 | 2254275.6074 |
| Total P&L (%) | 810.2502 | 696.831 | 113.4193 | 2383.4045 | 129.1289 | 2254.2756 |
| Avg Daily Profit (%) | 0.4384 | 0.3771 | 0.0614 | 0.174 | 0.0449 | 0.1711 |
| Buy And Hold Return (%) | 36.7188 | 36.7188 | 36.7188 | 36.7188 | 36.7188 | 36.7188 |
| Max Trade Drawdown | -80840 | -87923 | -59175 | -2138289 | -2221897 | -904108 |
| Profit Factor | 2.3627 | 3.3172 | 1.386 | 1.2115 | 1.0204 | 1.4579 |
| Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
| Winning Trades | 71 | 34 | 37 | 71 | 34 | 37 |
| Losing Trades | 64 | 34 | 30 | 64 | 34 | 30 |
| Profitability (%) | 52.5926 | 50 | 55.2239 | 52.5926 | 50 | 55.2239 |
| Ratio Avg Win / Avg Loss | 2.1298 | 3.3172 | 1.1238 | 1.0921 | 1.0204 | 1.182 |
| Largest Winning Trade | 380255 | 380255 | 69011 | 1164604 | 1164604 | 1023914 |
| Largest Losing Trade | -36751 | -23699 | -36751 | -762625 | -762625 | -655186 |
| Avg Bars in Trades | 26 | 25 | 27 | 26 | 25 | 27 |
| Avg Bars in Winners | 35 | 33 | 37 | 35 | 33 | 37 |
| Avg Bars in Losers | 16 | 17 | 14 | 16 | 17 | 14 |
| Bars Traded | 3570 | 1748 | 1822 | 3570 | 1748 | 1822 |
| 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 | 559709 | -93009 | -229122 | 299874 | -442666 | -106886 |
{
"trading_pair": "EGLD_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3696,
"evaluation_days": 1848,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1601164800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758918124787,
"expiration_time": 1763505216000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 49,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 28,
"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": [
[
810250.2484053232,
696830.981751301,
113419.2666540222,
2383404.497618672,
129128.8902082681,
2254275.6074104044
],
[
810.250248,
696.830982,
113.419267,
2383.404498,
129.12889,
2254.275607
],
[
0.438447,
0.377073,
0.061374,
0.173972,
0.044876,
0.171078
],
[
36.71875,
36.71875,
36.71875,
36.71875,
36.71875,
36.71875
],
[
-80840,
-87923,
-59175,
-2138289,
-2221897,
-904108
],
[
2.362748,
3.31719,
1.385979,
1.211512,
1.020352,
1.45785
],
[
135,
68,
67,
135,
68,
67
],
[
71,
34,
37,
71,
34,
37
],
[
64,
34,
30,
64,
34,
30
],
[
52.592593,
50,
55.223881,
52.592593,
50,
55.223881
],
[
2.129801,
3.31719,
1.123766,
1.092067,
1.020352,
1.18204
],
[
380255,
380255,
69011,
1164604,
1164604,
1023914
],
[
-36751,
-23699,
-36751,
-762625,
-762625,
-655186
],
[
26,
25,
27,
26,
25,
27
],
[
35,
33,
37,
35,
33,
37
],
[
16,
17,
14,
16,
17,
14
],
[
3570,
1748,
1822,
3570,
1748,
1822
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
559709,
-93009,
-229122,
299874,
-442666,
-106886
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3696,
"evaluation_days": 1848,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1601164800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758918124787,
"expiration_time": 1763505216000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 49,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 28,
"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) |
|---|