| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1234225.0705 | 1245780.707 | -11555.6365 | -23901.0107 | 268023.6747 | -291924.6854 |
| Total P&L (%) | 1234.2251 | 1245.7807 | -11.5556 | -23.901 | 268.0237 | -291.9247 |
| Avg Daily Profit (%) | 0.6679 | 0.6741 | -0.0063 | -0.0148 | 0.0705 | 0 |
| Buy And Hold Return (%) | 45.6577 | 45.6577 | 45.6577 | 45.6577 | 45.6577 | 45.6577 |
| Max Trade Drawdown | -166095 | -129417 | -71799 | -1321863 | -1023579 | -299796 |
| Profit Factor | 3.045 | 4.3333 | 0.9497 | 0.9903 | 1.1618 | 0.6406 |
| Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
| Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
| Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
| Profitability (%) | 45.3125 | 37.5 | 53.125 | 45.3125 | 37.5 | 53.125 |
| Ratio Avg Win / Avg Loss | 3.675 | 7.2222 | 0.838 | 1.1952 | 1.9363 | 0.5652 |
| Largest Winning Trade | 1282723 | 1282723 | 34162 | 1282723 | 1282723 | 110375 |
| Largest Losing Trade | -59983 | -50467 | -59983 | -640948 | -640948 | -277947 |
| Avg Bars in Trades | 54 | 55 | 52 | 54 | 55 | 52 |
| Avg Bars in Winners | 81 | 97 | 69 | 81 | 97 | 69 |
| Avg Bars in Losers | 31 | 30 | 33 | 31 | 30 | 33 |
| Bars Traded | 3460 | 1778 | 1682 | 3460 | 1778 | 1682 |
| Profit Streak | 27.0977 | 0 | 42.0977 | 27.0977 | 0 | 42.0977 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -127205 | 522096 | -579854 | -724170 | -145866 | -579854 |
{
"trading_pair": "EGLD_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3696,
"evaluation_days": 1848,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1606392000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758853237242,
"expiration_time": 1763505216000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 45,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 170,
"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": [
[
1234225.0705235705,
1245780.7069775376,
-11555.6364539665,
-23901.0107216738,
268023.6747102501,
-291924.6854319241
],
[
1234.225071,
1245.780707,
-11.555636,
-23.901011,
268.023675,
-291.924685
],
[
0.667871,
0.674124,
-0.006253,
-0.014779,
0.070532,
0
],
[
45.65765,
45.65765,
45.65765,
45.65765,
45.65765,
45.65765
],
[
-166095,
-129417,
-71799,
-1321863,
-1023579,
-299796
],
[
3.044996,
4.333317,
0.949714,
0.990319,
1.161782,
0.640599
],
[
64,
32,
32,
64,
32,
32
],
[
29,
12,
17,
29,
12,
17
],
[
35,
20,
15,
35,
20,
15
],
[
45.3125,
37.5,
53.125,
45.3125,
37.5,
53.125
],
[
3.674995,
7.222194,
0.837983,
1.195213,
1.936303,
0.565235
],
[
1282723,
1282723,
34162,
1282723,
1282723,
110375
],
[
-59983,
-50467,
-59983,
-640948,
-640948,
-277947
],
[
54,
55,
52,
54,
55,
52
],
[
81,
97,
69,
81,
97,
69
],
[
31,
30,
33,
31,
30,
33
],
[
3460,
1778,
1682,
3460,
1778,
1682
],
[
27.097653,
0,
42.097653,
27.097653,
0,
42.097653
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-127205,
522096,
-579854,
-724170,
-145866,
-579854
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3696,
"evaluation_days": 1848,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1606392000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758853237242,
"expiration_time": 1763505216000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 45,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 170,
"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) |
|---|