| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1197076.4553 | 1235550.8335 | -38474.3782 | -19955.8808 | 735192.5566 | -755148.4373 |
| Total P&L (%) | 1197.0765 | 1235.5508 | -38.4744 | -19.9559 | 735.1926 | -755.1484 |
| Avg Daily Profit (%) | 0.6479 | 0.6687 | -0.0208 | -0.012 | 0.1149 | 0 |
| Buy And Hold Return (%) | 47.189 | 47.189 | 47.189 | 47.189 | 47.189 | 47.189 |
| Max Trade Drawdown | -229445 | -114185 | -158593 | -1218242 | -427323 | -830471 |
| Profit Factor | 2.8243 | 4.8118 | 0.8841 | 0.9876 | 2.2255 | 0.2487 |
| Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
| Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
| Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
| Profitability (%) | 38.2716 | 31.7073 | 45 | 38.2716 | 31.7073 | 45 |
| Ratio Avg Win / Avg Loss | 4.5553 | 10.3638 | 1.0806 | 1.5929 | 4.7935 | 0.304 |
| Largest Winning Trade | 1292107 | 1292107 | 66687 | 1167840 | 1167840 | 56559 |
| Largest Losing Trade | -56611 | -35858 | -56611 | -386670 | -193232 | -386670 |
| Avg Bars in Trades | 132 | 124 | 141 | 132 | 124 | 141 |
| Avg Bars in Winners | 237 | 245 | 231 | 237 | 245 | 231 |
| Avg Bars in Losers | 67 | 67 | 66 | 67 | 67 | 66 |
| Bars Traded | 10741 | 5094 | 5647 | 10741 | 5094 | 5647 |
| Profit Streak | 0 | 0 | 38.5749 | 0 | 0 | 38.5749 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -3581 | 454413 | -580481 | -598838 | -41978 | -582148 |
{
"trading_pair": "EGLD_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11086,
"evaluation_days": 1847.67,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1601841600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758923267225,
"expiration_time": 1763504352000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 192,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 79,
"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": [
[
1197076.4552914004,
1235550.8335408831,
-38474.3782494826,
-19955.8807979651,
735192.5565509696,
-755148.4373489347
],
[
1197.076455,
1235.550834,
-38.474378,
-19.955881,
735.192557,
-755.148437
],
[
0.647884,
0.668708,
-0.020823,
-0.012046,
0.11494,
0
],
[
47.189022,
47.189022,
47.189022,
47.189022,
47.189022,
47.189022
],
[
-229445,
-114185,
-158593,
-1218242,
-427323,
-830471
],
[
2.824296,
4.811757,
0.884128,
0.987567,
2.225542,
0.248745
],
[
81,
41,
40,
81,
41,
40
],
[
31,
13,
18,
31,
13,
18
],
[
50,
28,
22,
50,
28,
22
],
[
38.271605,
31.707317,
45,
38.271605,
31.707317,
45
],
[
4.555316,
10.363785,
1.080601,
1.59285,
4.793476,
0.304021
],
[
1292107,
1292107,
66687,
1167840,
1167840,
56559
],
[
-56611,
-35858,
-56611,
-386670,
-193232,
-386670
],
[
132,
124,
141,
132,
124,
141
],
[
237,
245,
231,
237,
245,
231
],
[
67,
67,
66,
67,
67,
66
],
[
10741,
5094,
5647,
10741,
5094,
5647
],
[
0,
0,
38.574852,
0,
0,
38.574852
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-3581,
454413,
-580481,
-598838,
-41978,
-582148
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11086,
"evaluation_days": 1847.67,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1601841600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758923267225,
"expiration_time": 1763504352000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 192,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 79,
"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) |
|---|