| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1408122.6033 | 1354289.2977 | 53833.3055 | 534329.132 | -117253.0755 | 651582.2075 |
| Total P&L (%) | 1408.1226 | 1354.2893 | 53.8333 | 534.3291 | -117.2531 | 651.5822 |
| Avg Daily Profit (%) | 0.7581 | 0.7291 | 0.029 | 0.0995 | 0 | 0.1086 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -125053 | -98240 | -51897 | -2211289 | -1928372 | -872368 |
| Profit Factor | 3.04 | 4.791 | 1.1617 | 1.0621 | 0.9751 | 1.1668 |
| Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
| Winning Trades | 52 | 21 | 31 | 52 | 21 | 31 |
| Losing Trades | 87 | 49 | 38 | 87 | 49 | 38 |
| Profitability (%) | 37.4101 | 30 | 44.9275 | 37.4101 | 30 | 44.9275 |
| Ratio Avg Win / Avg Loss | 5.0862 | 11.179 | 1.424 | 1.7769 | 2.2751 | 1.4302 |
| Largest Winning Trade | 1267303 | 1267303 | 64111 | 1128255 | 1128255 | 1105150 |
| Largest Losing Trade | -25689 | -18476 | -25689 | -422434 | -422434 | -377066 |
| Avg Bars in Trades | 77 | 68 | 86 | 77 | 68 | 86 |
| Avg Bars in Winners | 129 | 126 | 131 | 129 | 126 | 131 |
| Avg Bars in Losers | 46 | 43 | 50 | 46 | 43 | 50 |
| Bars Traded | 10765 | 4784 | 5981 | 10765 | 4784 | 5981 |
| Profit Streak | 0 | 0 | 13.877 | 0 | 0 | 13.877 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 507126 | -82034 | -301280 | -215372 | -680236 | -187960 |
{
"trading_pair": "EGLD_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11145,
"evaluation_days": 1857.5,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1600113600000,
"last_datapoint_time": 1759564800000,
"evaluation_time": 1759582972452,
"expiration_time": 1764379440000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 72,
"offset": 0,
"a": 0.17346
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 19,
"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": [
[
1408122.6032581462,
1354289.297735835,
53833.3055223112,
534329.1319745097,
-117253.0755083143,
651582.2074828236
],
[
1408.122603,
1354.289298,
53.833306,
534.329132,
-117.253076,
651.582207
],
[
0.758074,
0.729092,
0.028982,
0.099506,
0,
0.108646
],
[
10,
10,
10,
10,
10,
10
],
[
-125053,
-98240,
-51897,
-2211289,
-1928372,
-872368
],
[
3.04001,
4.79099,
1.161655,
1.062079,
0.975052,
1.166753
],
[
139,
70,
69,
139,
70,
69
],
[
52,
21,
31,
52,
21,
31
],
[
87,
49,
38,
87,
49,
38
],
[
37.410072,
30,
44.927536,
37.410072,
30,
44.927536
],
[
5.08617,
11.178976,
1.423964,
1.776939,
2.275121,
1.430214
],
[
1267303,
1267303,
64111,
1128255,
1128255,
1105150
],
[
-25689,
-18476,
-25689,
-422434,
-422434,
-377066
],
[
77,
68,
86,
77,
68,
86
],
[
129,
126,
131,
129,
126,
131
],
[
46,
43,
50,
46,
43,
50
],
[
10765,
4784,
5981,
10765,
4784,
5981
],
[
0,
0,
13.876996,
0,
0,
13.876996
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
507126,
-82034,
-301280,
-215372,
-680236,
-187960
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11145,
"evaluation_days": 1857.5,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1600113600000,
"last_datapoint_time": 1759564800000,
"evaluation_time": 1759582972452,
"expiration_time": 1764379440000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 72,
"offset": 0,
"a": 0.17346
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 19,
"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) |
|---|