| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2162928.2209 | 2012181.2086 | 150747.0124 | 2812248.1348 | 1438635.1408 | 1373612.994 |
| Total P&L (%) | 2162.9282 | 2012.1812 | 150.747 | 2812.2481 | 1438.6351 | 1373.613 |
| Avg Daily Profit (%) | 1.1692 | 1.0877 | 0.0815 | 0.1824 | 0.1479 | 0.1455 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -97561 | -100150 | -48689 | -4831775 | -4070858 | -2927895 |
| Profit Factor | 4.9564 | 8.2937 | 1.5566 | 1.1289 | 1.1327 | 1.1252 |
| Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
| Winning Trades | 39 | 14 | 25 | 39 | 14 | 25 |
| Losing Trades | 73 | 42 | 31 | 73 | 42 | 31 |
| Profitability (%) | 34.8214 | 25 | 44.6429 | 34.8214 | 25 | 44.6429 |
| Ratio Avg Win / Avg Loss | 9.2774 | 24.8811 | 1.9302 | 2.1132 | 3.3982 | 1.3953 |
| Largest Winning Trade | 1894640 | 1894640 | 63364 | 3130633 | 3130633 | 2158731 |
| Largest Losing Trade | -27132 | -21962 | -27132 | -1402979 | -966262 | -1402979 |
| Avg Bars in Trades | 49 | 44 | 54 | 49 | 44 | 54 |
| Avg Bars in Winners | 92 | 89 | 94 | 92 | 89 | 94 |
| Avg Bars in Losers | 26 | 29 | 21 | 26 | 29 | 21 |
| Bars Traded | 5513 | 2489 | 3024 | 5513 | 2489 | 3024 |
| 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 | 563191 | -188203 | -263534 | -75290 | -278806 | -263276 |
{
"trading_pair": "EGLD_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5550,
"evaluation_days": 1850,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1599091200000,
"last_datapoint_time": 1758902400000,
"evaluation_time": 1758928204255,
"expiration_time": 1763697600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 237,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.3959,
"nb": 0.02351,
"nc": 0.51604
}
}
}
{
"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": [
[
2162928.22090879,
2012181.208552963,
150747.0123558278,
2812248.134793279,
1438635.140815419,
1373612.9939778552
],
[
2162.928221,
2012.181209,
150.747012,
2812.248135,
1438.635141,
1373.612994
],
[
1.16915,
1.087666,
0.081485,
0.18241,
0.147865,
0.145528
],
[
10,
10,
10,
10,
10,
10
],
[
-97561,
-100150,
-48689,
-4831775,
-4070858,
-2927895
],
[
4.956394,
8.293711,
1.556646,
1.128949,
1.132722,
1.12522
],
[
112,
56,
56,
112,
56,
56
],
[
39,
14,
25,
39,
14,
25
],
[
73,
42,
31,
73,
42,
31
],
[
34.821429,
25,
44.642857,
34.821429,
25,
44.642857
],
[
9.277353,
24.881134,
1.930242,
2.113161,
3.398167,
1.395273
],
[
1894640,
1894640,
63364,
3130633,
3130633,
2158731
],
[
-27132,
-21962,
-27132,
-1402979,
-966262,
-1402979
],
[
49,
44,
54,
49,
44,
54
],
[
92,
89,
94,
92,
89,
94
],
[
26,
29,
21,
26,
29,
21
],
[
5513,
2489,
3024,
5513,
2489,
3024
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
563191,
-188203,
-263534,
-75290,
-278806,
-263276
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5550,
"evaluation_days": 1850,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1599091200000,
"last_datapoint_time": 1758902400000,
"evaluation_time": 1758928204255,
"expiration_time": 1763697600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 237,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.3959,
"nb": 0.02351,
"nc": 0.51604
}
}
}
| # | 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) |
|---|