| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 523721.7565 | 474531.9709 | 49189.7857 | 428796.9516 | 369755.9959 | 59040.9557 |
| Total P&L (%) | 523.7218 | 474.532 | 49.1898 | 428.797 | 369.756 | 59.041 |
| Avg Daily Profit (%) | 0.2826 | 0.2561 | 0.0265 | 0.0899 | 0.0835 | 0.025 |
| Buy And Hold Return (%) | 39.4321 | 39.4321 | 39.4321 | 39.4321 | 39.4321 | 39.4321 |
| Max Trade Drawdown | -95255 | -82973 | -107671 | -694591 | -584560 | -540707 |
| Profit Factor | 1.6217 | 2.1543 | 1.114 | 1.0898 | 1.1547 | 1.0248 |
| Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
| Winning Trades | 90 | 44 | 46 | 90 | 44 | 46 |
| Losing Trades | 103 | 53 | 50 | 103 | 53 | 50 |
| Profitability (%) | 46.6321 | 45.3608 | 47.9167 | 46.6321 | 45.3608 | 47.9167 |
| Ratio Avg Win / Avg Loss | 1.8559 | 2.5949 | 1.2109 | 1.2473 | 1.3909 | 1.1139 |
| Largest Winning Trade | 239097 | 239097 | 48462 | 354549 | 354549 | 317127 |
| Largest Losing Trade | -29255 | -24154 | -29255 | -173568 | -158649 | -173568 |
| Avg Bars in Trades | 112 | 106 | 118 | 112 | 106 | 118 |
| Avg Bars in Winners | 143 | 138 | 148 | 143 | 138 | 148 |
| Avg Bars in Losers | 85 | 80 | 91 | 85 | 80 | 91 |
| Bars Traded | 21756 | 10358 | 11398 | 21756 | 10358 | 11398 |
| 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 | 414531 | 363553 | -342394 | -194928 | -133857 | -364873 |
{
"trading_pair": "EGLD_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22238,
"evaluation_days": 1853.17,
"actual_first_datapoint_time": 1599098400000,
"first_datapoint_time": 1600927200000,
"last_datapoint_time": 1759248000000,
"evaluation_time": 1759251538389,
"expiration_time": 1765012089600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 84,
"offset": 171
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 194,
"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": [
[
523721.7565331077,
474531.9708697791,
49189.7856633292,
428796.9516236614,
369755.9958756958,
59040.9557479655
],
[
523.721757,
474.531971,
49.189786,
428.796952,
369.755996,
59.040956
],
[
0.282609,
0.256065,
0.026544,
0.08991,
0.083516,
0.025041
],
[
39.432107,
39.432107,
39.432107,
39.432107,
39.432107,
39.432107
],
[
-95255,
-82973,
-107671,
-694591,
-584560,
-540707
],
[
1.62168,
2.154287,
1.114043,
1.08984,
1.154746,
1.024771
],
[
193,
97,
96,
193,
97,
96
],
[
90,
44,
46,
90,
44,
46
],
[
103,
53,
50,
103,
53,
50
],
[
46.632124,
45.360825,
47.916667,
46.632124,
45.360825,
47.916667
],
[
1.855922,
2.594937,
1.210916,
1.247261,
1.390945,
1.113882
],
[
239097,
239097,
48462,
354549,
354549,
317127
],
[
-29255,
-24154,
-29255,
-173568,
-158649,
-173568
],
[
112,
106,
118,
112,
106,
118
],
[
143,
138,
148,
143,
138,
148
],
[
85,
80,
91,
85,
80,
91
],
[
21756,
10358,
11398,
21756,
10358,
11398
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
414531,
363553,
-342394,
-194928,
-133857,
-364873
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22238,
"evaluation_days": 1853.17,
"actual_first_datapoint_time": 1599098400000,
"first_datapoint_time": 1600927200000,
"last_datapoint_time": 1759248000000,
"evaluation_time": 1759251538389,
"expiration_time": 1765012089600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 84,
"offset": 171
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 194,
"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) |
|---|