| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1576200.7562 | 1486063.3981 | 90137.3581 | 1305326.957 | 1180099.2744 | 125227.6826 |
| Total P&L (%) | 1576.2008 | 1486.0634 | 90.1374 | 1305.327 | 1180.0993 | 125.2277 |
| Avg Daily Profit (%) | 0.8471 | 0.7987 | 0.0484 | 0.1421 | 0.1371 | 0.0436 |
| Buy And Hold Return (%) | 82.2084 | 82.2084 | 82.2084 | 82.2084 | 82.2084 | 82.2084 |
| Max Trade Drawdown | -102803 | -83929 | -59588 | -1276820 | -842872 | -936947 |
| Profit Factor | 4.6963 | 9.5802 | 1.3559 | 1.3105 | 1.7363 | 1.0481 |
| Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
| Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
| Losing Trades | 27 | 13 | 14 | 27 | 13 | 14 |
| Profitability (%) | 52.6316 | 55.1724 | 50 | 52.6316 | 55.1724 | 50 |
| Ratio Avg Win / Avg Loss | 4.2267 | 7.7839 | 1.3559 | 1.1794 | 1.4108 | 1.0481 |
| Largest Winning Trade | 1406230 | 1406230 | 69299 | 989055 | 989055 | 526413 |
| Largest Losing Trade | -54476 | -26076 | -54476 | -780148 | -271088 | -780148 |
| Avg Bars in Trades | 92 | 83 | 102 | 92 | 83 | 102 |
| Avg Bars in Winners | 116 | 88 | 148 | 116 | 88 | 148 |
| Avg Bars in Losers | 66 | 77 | 57 | 66 | 77 | 57 |
| Bars Traded | 5290 | 2416 | 2874 | 5290 | 2416 | 2874 |
| Profit Streak | 0 | 0 | 80.9241 | 0 | 0 | 80.9241 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -158379 | 802738 | -284058 | -181881 | -6772 | -332755 |
{
"trading_pair": "EGLD_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5582,
"evaluation_days": 1860.67,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1602806400000,
"last_datapoint_time": 1759824000000,
"evaluation_time": 1759846241848,
"expiration_time": 1764646848000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 114,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 130,
"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": [
[
1576200.7562137835,
1486063.3980836496,
90137.3581301343,
1305326.9569797094,
1180099.2744144436,
125227.6825652664
],
[
1576.200756,
1486.063398,
90.137358,
1305.326957,
1180.099274,
125.227683
],
[
0.847115,
0.798671,
0.048443,
0.142139,
0.137116,
0.043647
],
[
82.20835,
82.20835,
82.20835,
82.20835,
82.20835,
82.20835
],
[
-102803,
-83929,
-59588,
-1276820,
-842872,
-936947
],
[
4.696281,
9.580192,
1.355948,
1.31047,
1.73633,
1.048133
],
[
57,
29,
28,
57,
29,
28
],
[
30,
16,
14,
30,
16,
14
],
[
27,
13,
14,
27,
13,
14
],
[
52.631579,
55.172414,
50,
52.631579,
55.172414,
50
],
[
4.226653,
7.783906,
1.355948,
1.179423,
1.410768,
1.048133
],
[
1406230,
1406230,
69299,
989055,
989055,
526413
],
[
-54476,
-26076,
-54476,
-780148,
-271088,
-780148
],
[
92,
83,
102,
92,
83,
102
],
[
116,
88,
148,
116,
88,
148
],
[
66,
77,
57,
66,
77,
57
],
[
5290,
2416,
2874,
5290,
2416,
2874
],
[
0,
0,
80.924095,
0,
0,
80.924095
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-158379,
802738,
-284058,
-181881,
-6772,
-332755
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5582,
"evaluation_days": 1860.67,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1602806400000,
"last_datapoint_time": 1759824000000,
"evaluation_time": 1759846241848,
"expiration_time": 1764646848000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 114,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 130,
"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) |
|---|