| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 746522.5268 | 657739.0997 | 88783.4271 | 1043874.5901 | 57934.9207 | 985939.6694 |
| Total P&L (%) | 746.5225 | 657.7391 | 88.7834 | 1043.8746 | 57.9349 | 985.9397 |
| Avg Daily Profit (%) | 0.4016 | 0.3539 | 0.0478 | 0.1312 | 0.0246 | 0.1284 |
| Buy And Hold Return (%) | 61.4943 | 61.4943 | 61.4943 | 61.4943 | 61.4943 | 61.4943 |
| Max Trade Drawdown | -126206 | -82080 | -105335 | -1483021 | -1393954 | -733529 |
| Profit Factor | 1.9213 | 2.7074 | 1.2089 | 1.0967 | 1.0108 | 1.181 |
| Total Trades | 197 | 99 | 98 | 197 | 99 | 98 |
| Winning Trades | 69 | 30 | 39 | 69 | 30 | 39 |
| Losing Trades | 128 | 69 | 59 | 128 | 69 | 59 |
| Profitability (%) | 35.0254 | 30.303 | 39.7959 | 35.0254 | 30.303 | 39.7959 |
| Ratio Avg Win / Avg Loss | 3.5642 | 6.2271 | 1.8288 | 2.0344 | 2.3249 | 1.7866 |
| Largest Winning Trade | 412923 | 412923 | 42447 | 949804 | 949804 | 592781 |
| Largest Losing Trade | -31108 | -23045 | -31108 | -460961 | -330451 | -460961 |
| Avg Bars in Trades | 110 | 103 | 116 | 110 | 103 | 116 |
| Avg Bars in Winners | 217 | 217 | 216 | 217 | 217 | 216 |
| Avg Bars in Losers | 52 | 53 | 50 | 52 | 53 | 50 |
| Bars Traded | 21687 | 10233 | 11454 | 21687 | 10233 | 11454 |
| 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 | 310224 | 236451 | -160459 | -135325 | -541250 | -45801 |
{
"trading_pair": "EGLD_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22305,
"evaluation_days": 1858.75,
"actual_first_datapoint_time": 1599098400000,
"first_datapoint_time": 1600768800000,
"last_datapoint_time": 1759730400000,
"evaluation_time": 1759732654409,
"expiration_time": 1765511856000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 107,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "hma",
"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": [
[
746522.5267681174,
657739.0996525319,
88783.4271155859,
1043874.5900952686,
57934.9207237148,
985939.6693715544
],
[
746.522527,
657.7391,
88.783427,
1043.87459,
57.934921,
985.939669
],
[
0.401626,
0.353861,
0.047765,
0.131196,
0.02459,
0.128396
],
[
61.494253,
61.494253,
61.494253,
61.494253,
61.494253,
61.494253
],
[
-126206,
-82080,
-105335,
-1483021,
-1393954,
-733529
],
[
1.921317,
2.707437,
1.208874,
1.096677,
1.01083,
1.180973
],
[
197,
99,
98,
197,
99,
98
],
[
69,
30,
39,
69,
30,
39
],
[
128,
69,
59,
128,
69,
59
],
[
35.025381,
30.30303,
39.795918,
35.025381,
30.30303,
39.795918
],
[
3.564183,
6.227105,
1.82881,
2.034415,
2.324909,
1.7866
],
[
412923,
412923,
42447,
949804,
949804,
592781
],
[
-31108,
-23045,
-31108,
-460961,
-330451,
-460961
],
[
110,
103,
116,
110,
103,
116
],
[
217,
217,
216,
217,
217,
216
],
[
52,
53,
50,
52,
53,
50
],
[
21687,
10233,
11454,
21687,
10233,
11454
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
310224,
236451,
-160459,
-135325,
-541250,
-45801
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22305,
"evaluation_days": 1858.75,
"actual_first_datapoint_time": 1599098400000,
"first_datapoint_time": 1600768800000,
"last_datapoint_time": 1759730400000,
"evaluation_time": 1759732654409,
"expiration_time": 1765511856000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 107,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "hma",
"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) |
|---|