| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1695957.1251 | 1521268.3899 | 174688.7352 | 8319461.934 | -944247.7672 | 9263709.7012 |
| Total P&L (%) | 1695.9571 | 1521.2684 | 174.6887 | 8319.4619 | -944.2478 | 9263.7097 |
| Avg Daily Profit (%) | 0.9174 | 0.8229 | 0.0945 | 0.2401 | 0 | 0.2459 |
| Buy And Hold Return (%) | 60.9077 | 60.9077 | 60.9077 | 60.9077 | 60.9077 | 60.9077 |
| Max Trade Drawdown | -126391 | -103104 | -90632 | -25267751 | -15820566 | -19396400 |
| Profit Factor | 2.8168 | 4.4929 | 1.3508 | 1.0753 | 0.9818 | 1.1578 |
| Total Trades | 308 | 154 | 154 | 308 | 154 | 154 |
| Winning Trades | 150 | 74 | 76 | 150 | 74 | 76 |
| Losing Trades | 158 | 80 | 78 | 158 | 80 | 78 |
| Profitability (%) | 48.7013 | 48.0519 | 49.3506 | 48.7013 | 48.0519 | 49.3506 |
| Ratio Avg Win / Avg Loss | 2.967 | 4.8572 | 1.3864 | 1.1326 | 1.0614 | 1.1883 |
| Largest Winning Trade | 1318193 | 1318193 | 63859 | 9168976 | 9168976 | 7308143 |
| Largest Losing Trade | -32063 | -32063 | -27210 | -5031453 | -2755225 | -5031453 |
| Avg Bars in Trades | 17 | 14 | 19 | 17 | 14 | 19 |
| Avg Bars in Winners | 24 | 20 | 29 | 24 | 20 | 29 |
| Avg Bars in Losers | 10 | 9 | 10 | 10 | 9 | 10 |
| Bars Traded | 5308 | 2272 | 3036 | 5308 | 2272 | 3036 |
| Profit Streak | 15.6737 | 19.3404 | 15.6737 | 15.6737 | 19.3404 | 15.6737 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 776497 | 772044 | -68300 | -126391 | -578274 | -37151 |
{
"trading_pair": "EGLD_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5546,
"evaluation_days": 1848.67,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1605513600000,
"last_datapoint_time": 1758787200000,
"evaluation_time": 1758816611459,
"expiration_time": 1763578944000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 224,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.38816,
"nc": 0.32228
}
}
}
{
"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": [
[
1695957.1250729978,
1521268.3898868586,
174688.7351861393,
8319461.933976501,
-944247.7672415208,
9263709.701218015
],
[
1695.957125,
1521.26839,
174.688735,
8319.461934,
-944.247767,
9263.709701
],
[
0.917393,
0.822899,
0.094494,
0.240089,
0,
0.245853
],
[
60.907684,
60.907684,
60.907684,
60.907684,
60.907684,
60.907684
],
[
-126391,
-103104,
-90632,
-25267751,
-15820566,
-19396400
],
[
2.8168,
4.492889,
1.350814,
1.0753,
0.981766,
1.157817
],
[
308,
154,
154,
308,
154,
154
],
[
150,
74,
76,
150,
74,
76
],
[
158,
80,
78,
158,
80,
78
],
[
48.701299,
48.051948,
49.350649,
48.701299,
48.051948,
49.350649
],
[
2.967029,
4.857178,
1.386362,
1.132649,
1.061369,
1.188286
],
[
1318193,
1318193,
63859,
9168976,
9168976,
7308143
],
[
-32063,
-32063,
-27210,
-5031453,
-2755225,
-5031453
],
[
17,
14,
19,
17,
14,
19
],
[
24,
20,
29,
24,
20,
29
],
[
10,
9,
10,
10,
9,
10
],
[
5308,
2272,
3036,
5308,
2272,
3036
],
[
15.673744,
19.34041,
15.673744,
15.673744,
19.34041,
15.673744
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
776497,
772044,
-68300,
-126391,
-578274,
-37151
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5546,
"evaluation_days": 1848.67,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1605513600000,
"last_datapoint_time": 1758787200000,
"evaluation_time": 1758816611459,
"expiration_time": 1763578944000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 224,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.38816,
"nc": 0.32228
}
}
}
| # | 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) |
|---|