| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 339987.7072 | 338289.5111 | 1698.1961 | -1711.5582 | 298048.9831 | -299760.5412 |
| Total P&L (%) | 339.9877 | 338.2895 | 1.6982 | -1.7116 | 298.049 | -299.7605 |
| Avg Daily Profit (%) | 0.184 | 0.1831 | 0.0009 | -0.0009 | 0.0748 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -293211 | -187761 | -159498 | -596655 | -300685 | -400161 |
| Profit Factor | 1.2302 | 1.4793 | 1.0022 | 0.999 | 1.363 | 0.6736 |
| Total Trades | 311 | 156 | 155 | 311 | 156 | 155 |
| Winning Trades | 163 | 80 | 83 | 163 | 80 | 83 |
| Losing Trades | 148 | 76 | 72 | 148 | 76 | 72 |
| Profitability (%) | 52.4116 | 51.2821 | 53.5484 | 52.4116 | 51.2821 | 53.5484 |
| Ratio Avg Win / Avg Loss | 1.117 | 1.4053 | 0.8694 | 0.9071 | 1.2948 | 0.5843 |
| Largest Winning Trade | 139480 | 139480 | 37760 | 280769 | 280769 | 102132 |
| Largest Losing Trade | -46970 | -38041 | -46970 | -182595 | -182595 | -122609 |
| Avg Bars in Trades | 11 | 11 | 11 | 11 | 11 | 11 |
| Avg Bars in Winners | 11 | 11 | 11 | 11 | 11 | 11 |
| Avg Bars in Losers | 11 | 11 | 11 | 11 | 11 | 11 |
| Bars Traded | 3493 | 1751 | 1741 | 3493 | 1751 | 1741 |
| Profit Streak | 27.5544 | 27.5544 | 33.0544 | 27.5544 | 27.5544 | 33.0544 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 390966 | 373445 | -575139 | -577059 | -90914 | -578788 |
{
"trading_pair": "EGLD_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3696,
"evaluation_days": 1848,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1607083200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758892702483,
"expiration_time": 1763505216000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 186,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.20534,
"nc": 0.5647
}
}
}
{
"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": [
[
339987.7072216683,
338289.511140285,
1698.1960813835,
-1711.5581589113,
298048.9830685918,
-299760.5412275033
],
[
339.987707,
338.289511,
1.698196,
-1.711558,
298.048983,
-299.760541
],
[
0.183976,
0.183057,
0.000919,
-0.000934,
0.074779,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-293211,
-187761,
-159498,
-596655,
-300685,
-400161
],
[
1.230233,
1.479272,
1.002203,
0.999016,
1.362962,
0.673611
],
[
311,
156,
155,
311,
156,
155
],
[
163,
80,
83,
163,
80,
83
],
[
148,
76,
72,
148,
76,
72
],
[
52.411576,
51.282051,
53.548387,
52.411576,
51.282051,
53.548387
],
[
1.117022,
1.405308,
0.869381,
0.907082,
1.294814,
0.584337
],
[
139480,
139480,
37760,
280769,
280769,
102132
],
[
-46970,
-38041,
-46970,
-182595,
-182595,
-122609
],
[
11,
11,
11,
11,
11,
11
],
[
11,
11,
11,
11,
11,
11
],
[
11,
11,
11,
11,
11,
11
],
[
3493,
1751,
1741,
3493,
1751,
1741
],
[
27.554427,
27.554427,
33.054427,
27.554427,
27.554427,
33.054427
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
390966,
373445,
-575139,
-577059,
-90914,
-578788
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3696,
"evaluation_days": 1848,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1607083200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758892702483,
"expiration_time": 1763505216000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 186,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.20534,
"nc": 0.5647
}
}
}
| # | 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) |
|---|