| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1763749.9901 | 1656934.0803 | 106815.9097 | 2102704.0535 | 948153.8519 | 1154550.2016 |
| Total P&L (%) | 1763.75 | 1656.9341 | 106.8159 | 2102.7041 | 948.1539 | 1154.5502 |
| Avg Daily Profit (%) | 0.9546 | 0.8968 | 0.0578 | 0.1675 | 0.1272 | 0.137 |
| Buy And Hold Return (%) | 27.7372 | 27.7372 | 27.7372 | 27.7372 | 27.7372 | 27.7372 |
| Max Trade Drawdown | -102502 | -89189 | -54132 | -1389109 | -1192386 | -787986 |
| Profit Factor | 5.3143 | 8.3443 | 1.583 | 1.3669 | 1.2843 | 1.4816 |
| Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
| Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
| Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
| Profitability (%) | 48.4375 | 40.625 | 56.25 | 48.4375 | 40.625 | 56.25 |
| Ratio Avg Win / Avg Loss | 5.6572 | 12.1955 | 1.2313 | 1.455 | 1.8771 | 1.1524 |
| Largest Winning Trade | 1558934 | 1558934 | 67204 | 1824965 | 1824965 | 713341 |
| Largest Losing Trade | -40726 | -40726 | -26082 | -509741 | -509741 | -374954 |
| Avg Bars in Trades | 167 | 153 | 182 | 167 | 153 | 182 |
| Avg Bars in Winners | 248 | 239 | 254 | 248 | 239 | 254 |
| Avg Bars in Losers | 92 | 93 | 89 | 92 | 93 | 89 |
| Bars Traded | 10735 | 4896 | 5839 | 10735 | 4896 | 5839 |
| Profit Streak | 119.6121 | 119.6121 | 317.9454 | 119.6121 | 119.6121 | 317.9454 |
| Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -121359 | 686100 | -114101 | -134432 | -24347 | -6380 |
{
"trading_pair": "EGLD_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11086,
"evaluation_days": 1847.67,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1601467200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758984086797,
"expiration_time": 1763504352000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 166,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 117,
"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": [
[
1763749.9900644762,
1656934.0803320755,
106815.9097324015,
2102704.0534591787,
948153.8518565482,
1154550.2016026299
],
[
1763.74999,
1656.93408,
106.81591,
2102.704053,
948.153852,
1154.550202
],
[
0.954581,
0.896769,
0.057811,
0.167501,
0.127247,
0.136988
],
[
27.737226,
27.737226,
27.737226,
27.737226,
27.737226,
27.737226
],
[
-102502,
-89189,
-54132,
-1389109,
-1192386,
-787986
],
[
5.314339,
8.344321,
1.583045,
1.366859,
1.284348,
1.481635
],
[
64,
32,
32,
64,
32,
32
],
[
31,
13,
18,
31,
13,
18
],
[
33,
19,
14,
33,
19,
14
],
[
48.4375,
40.625,
56.25,
48.4375,
40.625,
56.25
],
[
5.657199,
12.195546,
1.231257,
1.455044,
1.877124,
1.152382
],
[
1558934,
1558934,
67204,
1824965,
1824965,
713341
],
[
-40726,
-40726,
-26082,
-509741,
-509741,
-374954
],
[
167,
153,
182,
167,
153,
182
],
[
248,
239,
254,
248,
239,
254
],
[
92,
93,
89,
92,
93,
89
],
[
10735,
4896,
5839,
10735,
4896,
5839
],
[
119.612116,
119.612116,
317.945449,
119.612116,
119.612116,
317.945449
],
[
5,
2,
5,
5,
2,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-121359,
686100,
-114101,
-134432,
-24347,
-6380
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11086,
"evaluation_days": 1847.67,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1601467200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758984086797,
"expiration_time": 1763504352000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 166,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 117,
"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) |
|---|