| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1563433.3168 | 1488583.3089 | 74850.008 | 1119947.315 | 291980.6444 | 827966.6706 |
| Total P&L (%) | 1563.4333 | 1488.5833 | 74.85 | 1119.9473 | 291.9806 | 827.9667 |
| Avg Daily Profit (%) | 0.8399 | 0.7997 | 0.0402 | 0.1345 | 0.0734 | 0.1198 |
| Buy And Hold Return (%) | 76.2889 | 76.2889 | 76.2889 | 76.2889 | 76.2889 | 76.2889 |
| Max Trade Drawdown | -70366 | -69454 | -40469 | -1279913 | -1253117 | -776720 |
| Profit Factor | 4.672 | 9.0423 | 1.311 | 1.1912 | 1.1048 | 1.2695 |
| Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
| Winning Trades | 26 | 10 | 16 | 26 | 10 | 16 |
| Losing Trades | 37 | 22 | 15 | 37 | 22 | 15 |
| Profitability (%) | 41.2698 | 31.25 | 51.6129 | 41.2698 | 31.25 | 51.6129 |
| Ratio Avg Win / Avg Loss | 6.6487 | 19.8931 | 1.2291 | 1.6951 | 2.4305 | 1.1902 |
| Largest Winning Trade | 1390290 | 1390290 | 65216 | 988302 | 988302 | 792488 |
| Largest Losing Trade | -40444 | -16171 | -40444 | -612434 | -346040 | -612434 |
| Avg Bars in Trades | 55 | 42 | 69 | 55 | 42 | 69 |
| Avg Bars in Winners | 87 | 74 | 96 | 87 | 74 | 96 |
| Avg Bars in Losers | 32 | 27 | 41 | 32 | 27 | 41 |
| Bars Traded | 3504 | 1344 | 2160 | 3504 | 1344 | 2160 |
| Profit Streak | 47.7803 | 47.7803 | 53.7803 | 47.7803 | 47.7803 | 53.7803 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -132928 | 537404 | -304087 | -175926 | -208226 | -32092 |
{
"trading_pair": "EGLD_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3723,
"evaluation_days": 1861.5,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1604275200000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759905817809,
"expiration_time": 1764706608000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 121,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
1563433.3168221212,
1488583.3088590614,
74850.0079630601,
1119947.3150192965,
291980.6443964748,
827966.670622822
],
[
1563.433317,
1488.583309,
74.850008,
1119.947315,
291.980644,
827.966671
],
[
0.839878,
0.799669,
0.04021,
0.134465,
0.073411,
0.119751
],
[
76.288937,
76.288937,
76.288937,
76.288937,
76.288937,
76.288937
],
[
-70366,
-69454,
-40469,
-1279913,
-1253117,
-776720
],
[
4.672043,
9.042317,
1.311003,
1.19116,
1.104776,
1.269521
],
[
63,
32,
31,
63,
32,
31
],
[
26,
10,
16,
26,
10,
16
],
[
37,
22,
15,
37,
22,
15
],
[
41.269841,
31.25,
51.612903,
41.269841,
31.25,
51.612903
],
[
6.648677,
19.893098,
1.229066,
1.695112,
2.430507,
1.190176
],
[
1390290,
1390290,
65216,
988302,
988302,
792488
],
[
-40444,
-16171,
-40444,
-612434,
-346040,
-612434
],
[
55,
42,
69,
55,
42,
69
],
[
87,
74,
96,
87,
74,
96
],
[
32,
27,
41,
32,
27,
41
],
[
3504,
1344,
2160,
3504,
1344,
2160
],
[
47.780299,
47.780299,
53.780299,
47.780299,
47.780299,
53.780299
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-132928,
537404,
-304087,
-175926,
-208226,
-32092
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3723,
"evaluation_days": 1861.5,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1604275200000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759905817809,
"expiration_time": 1764706608000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 121,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|