| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 943506.4224 | 790071.2644 | 153435.158 | 5513154.3004 | -421649.5727 | 5934803.8731 |
| Total P&L (%) | 943.5064 | 790.0713 | 153.4352 | 5513.1543 | -421.6496 | 5934.8039 |
| Avg Daily Profit (%) | 0.5071 | 0.4247 | 0.0825 | 0.2167 | 0 | 0.2206 |
| Buy And Hold Return (%) | 44.4974 | 44.4974 | 44.4974 | 44.4974 | 44.4974 | 44.4974 |
| Max Trade Drawdown | -99663 | -76832 | -41212 | -3889015 | -3955668 | -2092763 |
| Profit Factor | 2.9603 | 4.1376 | 1.6686 | 1.2938 | 0.9604 | 1.7313 |
| Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
| Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
| Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
| Profitability (%) | 40 | 37.7778 | 42.2222 | 40 | 37.7778 | 42.2222 |
| Ratio Avg Win / Avg Loss | 4.4404 | 6.8148 | 2.2833 | 1.9407 | 1.5818 | 2.3691 |
| Largest Winning Trade | 435486 | 435486 | 64948 | 3033604 | 3033604 | 2661136 |
| Largest Losing Trade | -24074 | -18408 | -24074 | -2092763 | -1548221 | -2092763 |
| Avg Bars in Trades | 240 | 215 | 265 | 240 | 215 | 265 |
| Avg Bars in Winners | 421 | 367 | 469 | 421 | 367 | 469 |
| Avg Bars in Losers | 119 | 123 | 116 | 119 | 123 | 116 |
| Bars Traded | 21652 | 9704 | 11948 | 21652 | 9704 | 11948 |
| 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 | 456034 | 447604 | -85353 | 204814 | -582687 | 307329 |
{
"trading_pair": "EGLD_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22325,
"evaluation_days": 1860.42,
"actual_first_datapoint_time": 1599098400000,
"first_datapoint_time": 1600675200000,
"last_datapoint_time": 1759874400000,
"evaluation_time": 1759881240589,
"expiration_time": 1765661040000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 219,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 220,
"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": [
[
943506.4224375511,
790071.2644243494,
153435.1580132024,
5513154.300389105,
-421649.5727477153,
5934803.873136821
],
[
943.506422,
790.071264,
153.435158,
5513.1543,
-421.649573,
5934.803873
],
[
0.507147,
0.424674,
0.082473,
0.216729,
0,
0.22063
],
[
44.4974,
44.4974,
44.4974,
44.4974,
44.4974,
44.4974
],
[
-99663,
-76832,
-41212,
-3889015,
-3955668,
-2092763
],
[
2.960279,
4.137576,
1.668554,
1.293831,
0.960397,
1.73125
],
[
90,
45,
45,
90,
45,
45
],
[
36,
17,
19,
36,
17,
19
],
[
54,
28,
26,
54,
28,
26
],
[
40,
37.777778,
42.222222,
40,
37.777778,
42.222222
],
[
4.440418,
6.81483,
2.283285,
1.940747,
1.581831,
2.369079
],
[
435486,
435486,
64948,
3033604,
3033604,
2661136
],
[
-24074,
-18408,
-24074,
-2092763,
-1548221,
-2092763
],
[
240,
215,
265,
240,
215,
265
],
[
421,
367,
469,
421,
367,
469
],
[
119,
123,
116,
119,
123,
116
],
[
21652,
9704,
11948,
21652,
9704,
11948
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
456034,
447604,
-85353,
204814,
-582687,
307329
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22325,
"evaluation_days": 1860.42,
"actual_first_datapoint_time": 1599098400000,
"first_datapoint_time": 1600675200000,
"last_datapoint_time": 1759874400000,
"evaluation_time": 1759881240589,
"expiration_time": 1765661040000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 219,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 220,
"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) |
|---|