| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 314902.8886 | 207381.6544 | 107521.2343 | 121525.8011 | 59078.4324 | 62447.3687 |
| Total P&L (%) | 314.9029 | 207.3817 | 107.5212 | 121.5258 | 59.0784 | 62.4474 |
| Avg Daily Profit (%) | 0.1606 | 0.1058 | 0.0548 | 0.0406 | 0.0237 | 0.0247 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -184656 | -131605 | -119380 | -792693 | -665430 | -461107 |
| Profit Factor | 1.2142 | 1.2996 | 1.1382 | 1.0255 | 1.0257 | 1.0253 |
| Total Trades | 490 | 245 | 245 | 490 | 245 | 245 |
| Winning Trades | 216 | 101 | 115 | 216 | 101 | 115 |
| Losing Trades | 274 | 144 | 130 | 274 | 144 | 130 |
| Profitability (%) | 44.0816 | 41.2245 | 46.9388 | 44.0816 | 41.2245 | 46.9388 |
| Ratio Avg Win / Avg Loss | 1.5402 | 1.8529 | 1.2867 | 1.3008 | 1.4624 | 1.159 |
| Largest Winning Trade | 60893 | 60893 | 56812 | 225059 | 183791 | 225059 |
| Largest Losing Trade | -35850 | -26196 | -35850 | -146358 | -100306 | -146358 |
| Avg Bars in Trades | 47 | 51 | 43 | 47 | 51 | 43 |
| Avg Bars in Winners | 60 | 69 | 52 | 60 | 69 | 52 |
| Avg Bars in Losers | 37 | 39 | 34 | 37 | 39 | 34 |
| Bars Traded | 23303 | 12708 | 10595 | 23303 | 12708 | 10595 |
| Profit Streak | 141.2746 | 0 | 153.0246 | 141.2746 | 0 | 153.0246 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 316262 | -53296 | -187687 | -330405 | -356924 | -352568 |
{
"trading_pair": "EOS_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 23532,
"evaluation_days": 1961,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579651200000,
"last_datapoint_time": 1748224800000,
"evaluation_time": 1759919721595,
"expiration_time": 1754324294400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 99,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 129,
"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": [
[
314902.8886401911,
207381.6543694088,
107521.2342707825,
121525.8010909561,
59078.4324063605,
62447.3686845959
],
[
314.902889,
207.381654,
107.521234,
121.525801,
59.078432,
62.447369
],
[
0.160583,
0.105753,
0.05483,
0.040568,
0.023676,
0.024745
],
[
10,
10,
10,
10,
10,
10
],
[
-184656,
-131605,
-119380,
-792693,
-665430,
-461107
],
[
1.214209,
1.299612,
1.138218,
1.025461,
1.025687,
1.025251
],
[
490,
245,
245,
490,
245,
245
],
[
216,
101,
115,
216,
101,
115
],
[
274,
144,
130,
274,
144,
130
],
[
44.081633,
41.22449,
46.938776,
44.081633,
41.22449,
46.938776
],
[
1.540246,
1.852913,
1.286681,
1.300816,
1.462365,
1.158979
],
[
60893,
60893,
56812,
225059,
183791,
225059
],
[
-35850,
-26196,
-35850,
-146358,
-100306,
-146358
],
[
47,
51,
43,
47,
51,
43
],
[
60,
69,
52,
60,
69,
52
],
[
37,
39,
34,
37,
39,
34
],
[
23303,
12708,
10595,
23303,
12708,
10595
],
[
141.274555,
0,
153.024555,
141.274555,
0,
153.024555
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
316262,
-53296,
-187687,
-330405,
-356924,
-352568
]
]
}
{
"trading_pair": "EOS_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 23532,
"evaluation_days": 1961,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579651200000,
"last_datapoint_time": 1748224800000,
"evaluation_time": 1759919721595,
"expiration_time": 1754324294400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 99,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 129,
"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) |
|---|