| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 267380.6443 | 336087.9782 | -68707.3339 | -79819.9754 | 155214.4363 | -235034.4117 |
| Total P&L (%) | 267.3806 | 336.088 | -68.7073 | -79.82 | 155.2144 | -235.0344 |
| Avg Daily Profit (%) | 0.1446 | 0.1817 | -0.0372 | -0.0865 | 0.0507 | 0 |
| Buy And Hold Return (%) | 55.0701 | 55.0701 | 55.0701 | 55.0701 | 55.0701 | 55.0701 |
| Max Trade Drawdown | -166534 | -174033 | -223496 | -194042 | -57204 | -263660 |
| Profit Factor | 1.2464 | 1.6136 | 0.8722 | 0.8298 | 2.1218 | 0.2894 |
| Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
| Winning Trades | 129 | 64 | 65 | 129 | 64 | 65 |
| Losing Trades | 121 | 61 | 60 | 121 | 61 | 60 |
| Profitability (%) | 51.6 | 51.2 | 52 | 51.6 | 51.2 | 52 |
| Ratio Avg Win / Avg Loss | 1.1691 | 1.538 | 0.8051 | 0.7784 | 2.0224 | 0.2671 |
| Largest Winning Trade | 116353 | 116353 | 45268 | 101691 | 101691 | 10853 |
| Largest Losing Trade | -76212 | -43893 | -76212 | -100797 | -19005 | -100797 |
| Avg Bars in Trades | 21 | 23 | 20 | 21 | 23 | 20 |
| Avg Bars in Winners | 24 | 24 | 24 | 24 | 24 | 24 |
| Avg Bars in Losers | 18 | 22 | 15 | 18 | 22 | 15 |
| Bars Traded | 5400 | 2897 | 2503 | 5400 | 2897 | 2503 |
| 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 | 2062 | 364770 | -580463 | -578984 | -124264 | -580463 |
{
"trading_pair": "EGLD_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5548,
"evaluation_days": 1849.33,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1602316800000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758856020758,
"expiration_time": 1763638272000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 112,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 113,
"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": [
[
267380.6443294631,
336087.9782282532,
-68707.33389879,
-79819.9754289707,
155214.4363022817,
-235034.4117312524
],
[
267.380644,
336.087978,
-68.707334,
-79.819975,
155.214436,
-235.034412
],
[
0.144582,
0.181735,
-0.037153,
-0.086506,
0.050676,
0
],
[
55.070085,
55.070085,
55.070085,
55.070085,
55.070085,
55.070085
],
[
-166534,
-174033,
-223496,
-194042,
-57204,
-263660
],
[
1.246403,
1.613628,
0.872155,
0.829846,
2.121849,
0.289387
],
[
250,
125,
125,
250,
125,
125
],
[
129,
64,
65,
129,
64,
65
],
[
121,
61,
60,
121,
61,
60
],
[
51.6,
51.2,
52,
51.6,
51.2,
52
],
[
1.169107,
1.537989,
0.805067,
0.778383,
2.022387,
0.267126
],
[
116353,
116353,
45268,
101691,
101691,
10853
],
[
-76212,
-43893,
-76212,
-100797,
-19005,
-100797
],
[
21,
23,
20,
21,
23,
20
],
[
24,
24,
24,
24,
24,
24
],
[
18,
22,
15,
18,
22,
15
],
[
5400,
2897,
2503,
5400,
2897,
2503
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
2062,
364770,
-580463,
-578984,
-124264,
-580463
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5548,
"evaluation_days": 1849.33,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1602316800000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758856020758,
"expiration_time": 1763638272000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 112,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 113,
"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) |
|---|