| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 398879.0475 | 390647.7666 | 8231.2809 | 28789.4211 | -145689.5494 | 174478.9705 |
| Total P&L (%) | 398.879 | 390.6478 | 8.2313 | 28.7894 | -145.6895 | 174.479 |
| Avg Daily Profit (%) | 0.2159 | 0.2114 | 0.0045 | 0.0137 | 0 | 0.0547 |
| Buy And Hold Return (%) | 53.5265 | 53.5265 | 53.5265 | 53.5265 | 53.5265 | 53.5265 |
| Max Trade Drawdown | -180131 | -193670 | -30674 | -3078094 | -3100914 | -194340 |
| Profit Factor | 1.8038 | 1.9579 | 1.0931 | 1.0059 | 0.9657 | 1.2757 |
| Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
| Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
| Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
| Profitability (%) | 58.6667 | 56.7568 | 60.5263 | 58.6667 | 56.7568 | 60.5263 |
| Ratio Avg Win / Avg Loss | 1.2708 | 1.4917 | 0.7129 | 0.7087 | 0.7358 | 0.832 |
| Largest Winning Trade | 198540 | 198540 | 20480 | 1169665 | 1169665 | 175112 |
| Largest Losing Trade | -66129 | -66129 | -12120 | -1828981 | -1828981 | -194340 |
| Avg Bars in Trades | 89 | 175 | 5 | 89 | 175 | 5 |
| Avg Bars in Winners | 44 | 86 | 6 | 44 | 86 | 6 |
| Avg Bars in Losers | 153 | 293 | 5 | 153 | 293 | 5 |
| Bars Traded | 6727 | 6511 | 216 | 6727 | 6511 | 216 |
| Profit Streak | 75.4315 | 0 | 135.1815 | 75.4315 | 0 | 135.1815 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -49251 | 403481 | -470225 | -615344 | -579896 | -122313 |
{
"trading_pair": "EGLD_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7391,
"evaluation_days": 1847.75,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1600819200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758860481192,
"expiration_time": 1763504568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 81,
"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": [
[
398879.0474782517,
390647.7666063818,
8231.2808718699,
28789.4210991805,
-145689.5494225689,
174478.9705217497
],
[
398.879047,
390.647767,
8.231281,
28.789421,
-145.689549,
174.478971
],
[
0.215873,
0.211418,
0.004455,
0.013694,
0,
0.05466
],
[
53.526492,
53.526492,
53.526492,
53.526492,
53.526492,
53.526492
],
[
-180131,
-193670,
-30674,
-3078094,
-3100914,
-194340
],
[
1.803762,
1.957863,
1.09308,
1.005903,
0.965674,
1.275715
],
[
75,
37,
38,
75,
37,
38
],
[
44,
21,
23,
44,
21,
23
],
[
31,
16,
15,
31,
16,
15
],
[
58.666667,
56.756757,
60.526316,
58.666667,
56.756757,
60.526316
],
[
1.270832,
1.491705,
0.712878,
0.708704,
0.735751,
0.831988
],
[
198540,
198540,
20480,
1169665,
1169665,
175112
],
[
-66129,
-66129,
-12120,
-1828981,
-1828981,
-194340
],
[
89,
175,
5,
89,
175,
5
],
[
44,
86,
6,
44,
86,
6
],
[
153,
293,
5,
153,
293,
5
],
[
6727,
6511,
216,
6727,
6511,
216
],
[
75.431495,
0,
135.181495,
75.431495,
0,
135.181495
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-49251,
403481,
-470225,
-615344,
-579896,
-122313
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7391,
"evaluation_days": 1847.75,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1600819200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758860481192,
"expiration_time": 1763504568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 81,
"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) |
|---|