| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 552350.7043 | 437627.7535 | 114722.9509 | 1097629.8058 | 890661.8038 | 206968.0021 |
| Total P&L (%) | 552.3507 | 437.6278 | 114.723 | 1097.6298 | 890.6618 | 206.968 |
| Avg Daily Profit (%) | 0.2972 | 0.2355 | 0.0617 | 0.1337 | 0.1235 | 0.0604 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -142501 | -149516 | -91226 | -2361237 | -2396840 | -1247145 |
| Profit Factor | 1.3092 | 1.5116 | 1.1232 | 1.0477 | 1.0791 | 1.0176 |
| Total Trades | 616 | 308 | 308 | 616 | 308 | 308 |
| Winning Trades | 245 | 114 | 131 | 245 | 114 | 131 |
| Losing Trades | 371 | 194 | 177 | 371 | 194 | 177 |
| Profitability (%) | 39.7727 | 37.013 | 42.5325 | 39.7727 | 37.013 | 42.5325 |
| Ratio Avg Win / Avg Loss | 1.9825 | 2.5724 | 1.5176 | 1.5866 | 1.8364 | 1.375 |
| Largest Winning Trade | 139480 | 139480 | 24976 | 811580 | 811580 | 465130 |
| Largest Losing Trade | -26562 | -26562 | -24912 | -362080 | -362080 | -355179 |
| Avg Bars in Trades | 5 | 5 | 5 | 5 | 5 | 5 |
| Avg Bars in Winners | 8 | 8 | 8 | 8 | 8 | 8 |
| Avg Bars in Losers | 4 | 4 | 3 | 4 | 4 | 3 |
| Bars Traded | 3688 | 1843 | 1845 | 3688 | 1843 | 1845 |
| Profit Streak | 4.3748 | 4.8748 | 0 | 4.3748 | 4.8748 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 351652 | 262596 | -195938 | -181387 | -163300 | -315004 |
{
"trading_pair": "EGLD_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3717,
"evaluation_days": 1858.5,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1600084800000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759654782645,
"expiration_time": 1764439632000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 21,
"offset": 0
}
},
"second_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"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": [
[
552350.7043414976,
437627.7534687215,
114722.9508727775,
1097629.8058426322,
890661.8037579932,
206968.0020846397
],
[
552.350704,
437.627753,
114.722951,
1097.629806,
890.661804,
206.968002
],
[
0.297202,
0.235474,
0.061729,
0.133688,
0.123466,
0.060367
],
[
10,
10,
10,
10,
10,
10
],
[
-142501,
-149516,
-91226,
-2361237,
-2396840,
-1247145
],
[
1.309204,
1.51162,
1.123227,
1.047745,
1.079093,
1.017646
],
[
616,
308,
308,
616,
308,
308
],
[
245,
114,
131,
245,
114,
131
],
[
371,
194,
177,
371,
194,
177
],
[
39.772727,
37.012987,
42.532468,
39.772727,
37.012987,
42.532468
],
[
1.982508,
2.572405,
1.517643,
1.586585,
1.836352,
1.374988
],
[
139480,
139480,
24976,
811580,
811580,
465130
],
[
-26562,
-26562,
-24912,
-362080,
-362080,
-355179
],
[
5,
5,
5,
5,
5,
5
],
[
8,
8,
8,
8,
8,
8
],
[
4,
4,
3,
4,
4,
3
],
[
3688,
1843,
1845,
3688,
1843,
1845
],
[
4.374799,
4.874799,
0,
4.374799,
4.874799,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
351652,
262596,
-195938,
-181387,
-163300,
-315004
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3717,
"evaluation_days": 1858.5,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1600084800000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759654782645,
"expiration_time": 1764439632000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 21,
"offset": 0
}
},
"second_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"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) |
|---|