| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1376771.1293 | 1272647.9636 | 104123.1657 | 1323714.4195 | 557190.2593 | 766524.1602 |
| Total P&L (%) | 1376.7711 | 1272.648 | 104.1232 | 1323.7144 | 557.1903 | 766.5242 |
| Avg Daily Profit (%) | 0.7454 | 0.689 | 0.0564 | 0.1439 | 0.102 | 0.117 |
| Buy And Hold Return (%) | 13.9674 | 13.9674 | 13.9674 | 13.9674 | 13.9674 | 13.9674 |
| Max Trade Drawdown | -118326 | -92404 | -91224 | -943835 | -692335 | -614304 |
| Profit Factor | 3.4602 | 5.4058 | 1.3846 | 1.29 | 1.2252 | 1.3668 |
| Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
| Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
| Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
| Profitability (%) | 36.25 | 30 | 42.5 | 36.25 | 30 | 42.5 |
| Ratio Avg Win / Avg Loss | 6.0851 | 12.6135 | 1.8732 | 2.2687 | 2.8588 | 1.8492 |
| Largest Winning Trade | 1151712 | 1151712 | 63105 | 763976 | 763976 | 498627 |
| Largest Losing Trade | -28116 | -22654 | -28116 | -278053 | -268234 | -278053 |
| Avg Bars in Trades | 274 | 243 | 304 | 274 | 243 | 304 |
| Avg Bars in Winners | 498 | 501 | 497 | 498 | 501 | 497 |
| Avg Bars in Losers | 146 | 133 | 162 | 146 | 133 | 162 |
| Bars Traded | 21933 | 9743 | 12190 | 21933 | 9743 | 12190 |
| Profit Streak | 0 | 0 | 43.7386 | 0 | 0 | 43.7386 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -9807 | 452167 | -118267 | -28526 | -63420 | -37157 |
{
"trading_pair": "EGLD_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22165,
"evaluation_days": 1847.08,
"actual_first_datapoint_time": 1599098400000,
"first_datapoint_time": 1600596000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758836617477,
"expiration_time": 1764467568000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 209,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 171,
"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": [
[
1376771.1292707205,
1272647.9635668406,
104123.1657038792,
1323714.4194510286,
557190.2592929192,
766524.1601581096
],
[
1376.771129,
1272.647964,
104.123166,
1323.714419,
557.190259,
766.52416
],
[
0.745377,
0.689005,
0.056372,
0.14389,
0.101986,
0.116973
],
[
13.967438,
13.967438,
13.967438,
13.967438,
13.967438,
13.967438
],
[
-118326,
-92404,
-91224,
-943835,
-692335,
-614304
],
[
3.460169,
5.405789,
1.38455,
1.290041,
1.225199,
1.366814
],
[
80,
40,
40,
80,
40,
40
],
[
29,
12,
17,
29,
12,
17
],
[
51,
28,
23,
51,
28,
23
],
[
36.25,
30,
42.5,
36.25,
30,
42.5
],
[
6.085126,
12.613508,
1.873214,
2.268692,
2.858798,
1.849219
],
[
1151712,
1151712,
63105,
763976,
763976,
498627
],
[
-28116,
-22654,
-28116,
-278053,
-268234,
-278053
],
[
274,
243,
304,
274,
243,
304
],
[
498,
501,
497,
498,
501,
497
],
[
146,
133,
162,
146,
133,
162
],
[
21933,
9743,
12190,
21933,
9743,
12190
],
[
0,
0,
43.738628,
0,
0,
43.738628
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-9807,
452167,
-118267,
-28526,
-63420,
-37157
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22165,
"evaluation_days": 1847.08,
"actual_first_datapoint_time": 1599098400000,
"first_datapoint_time": 1600596000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758836617477,
"expiration_time": 1764467568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 209,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 171,
"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) |
|---|