| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 538951.1111 | 463469.7291 | 75481.382 | 545451.8833 | 8493.5743 | 536958.309 |
| Total P&L (%) | 538.9511 | 463.4697 | 75.4814 | 545.4519 | 8.4936 | 536.9583 |
| Avg Daily Profit (%) | 0.2905 | 0.2498 | 0.0407 | 0.1006 | 0.0044 | 0.0998 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -115199 | -97956 | -139298 | -1767159 | -1452240 | -504094 |
| Profit Factor | 1.5699 | 2.0314 | 1.1521 | 1.0631 | 1.002 | 1.1231 |
| Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
| Winning Trades | 80 | 33 | 47 | 80 | 33 | 47 |
| Losing Trades | 122 | 68 | 54 | 122 | 68 | 54 |
| Profitability (%) | 39.604 | 32.6733 | 46.5347 | 39.604 | 32.6733 | 46.5347 |
| Ratio Avg Win / Avg Loss | 2.3942 | 4.1859 | 1.3237 | 1.6213 | 2.0647 | 1.2903 |
| Largest Winning Trade | 187664 | 187664 | 38113 | 713187 | 713187 | 417676 |
| Largest Losing Trade | -32297 | -20267 | -32297 | -325651 | -325476 | -325651 |
| Avg Bars in Trades | 54 | 52 | 56 | 54 | 52 | 56 |
| Avg Bars in Winners | 87 | 94 | 82 | 87 | 94 | 82 |
| Avg Bars in Losers | 32 | 31 | 34 | 32 | 31 | 34 |
| Bars Traded | 10971 | 5265 | 5706 | 10971 | 5265 | 5706 |
| Profit Streak | 9.9628 | 0 | 11.4628 | 9.9628 | 0 | 11.4628 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 336018 | 175832 | -192782 | -210629 | -576981 | -145439 |
{
"trading_pair": "EGLD_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11133,
"evaluation_days": 1855.5,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1600041600000,
"last_datapoint_time": 1759392000000,
"evaluation_time": 1759403185048,
"expiration_time": 1764201456000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 67,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 54,
"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": [
[
538951.1110690855,
463469.7291079006,
75481.3819611852,
545451.8833281351,
8493.5742935566,
536958.3090345785
],
[
538.951111,
463.469729,
75.481382,
545.451883,
8.493574,
536.958309
],
[
0.290461,
0.249782,
0.04068,
0.100551,
0.004394,
0.099836
],
[
10,
10,
10,
10,
10,
10
],
[
-115199,
-97956,
-139298,
-1767159,
-1452240,
-504094
],
[
1.569947,
2.031406,
1.152101,
1.063118,
1.001985,
1.123057
],
[
202,
101,
101,
202,
101,
101
],
[
80,
33,
47,
80,
33,
47
],
[
122,
68,
54,
122,
68,
54
],
[
39.60396,
32.673267,
46.534653,
39.60396,
32.673267,
46.534653
],
[
2.39417,
4.185928,
1.32369,
1.621254,
2.064697,
1.290321
],
[
187664,
187664,
38113,
713187,
713187,
417676
],
[
-32297,
-20267,
-32297,
-325651,
-325476,
-325651
],
[
54,
52,
56,
54,
52,
56
],
[
87,
94,
82,
87,
94,
82
],
[
32,
31,
34,
32,
31,
34
],
[
10971,
5265,
5706,
10971,
5265,
5706
],
[
9.96279,
0,
11.46279,
9.96279,
0,
11.46279
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
336018,
175832,
-192782,
-210629,
-576981,
-145439
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11133,
"evaluation_days": 1855.5,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1600041600000,
"last_datapoint_time": 1759392000000,
"evaluation_time": 1759403185048,
"expiration_time": 1764201456000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 67,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 54,
"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) |
|---|