| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1789110.1044 | 1698862.8506 | 90247.2538 | 1942908.6356 | 799751.6639 | 1143156.9717 |
| Total P&L (%) | 1789.1101 | 1698.8629 | 90.2473 | 1942.9086 | 799.7517 | 1143.157 |
| Avg Daily Profit (%) | 0.9665 | 0.9177 | 0.0488 | 0.1631 | 0.1187 | 0.1362 |
| Buy And Hold Return (%) | 16.5374 | 16.5374 | 16.5374 | 16.5374 | 16.5374 | 16.5374 |
| Max Trade Drawdown | -91120 | -103731 | -40487 | -2919747 | -2382314 | -996421 |
| Profit Factor | 4.9197 | 8.2876 | 1.4041 | 1.2063 | 1.1532 | 1.2725 |
| Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
| Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
| Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
| Profitability (%) | 42.623 | 41.9355 | 43.3333 | 42.623 | 41.9355 | 43.3333 |
| Ratio Avg Win / Avg Loss | 6.6226 | 11.4752 | 1.8361 | 1.6239 | 1.5967 | 1.664 |
| Largest Winning Trade | 1534546 | 1534546 | 65296 | 2070735 | 2070735 | 1016785 |
| Largest Losing Trade | -35886 | -30836 | -35886 | -1163448 | -1163448 | -996421 |
| Avg Bars in Trades | 345 | 284 | 408 | 345 | 284 | 408 |
| Avg Bars in Winners | 526 | 425 | 627 | 526 | 425 | 627 |
| Avg Bars in Losers | 210 | 182 | 241 | 210 | 182 | 241 |
| Bars Traded | 21067 | 8817 | 12250 | 21067 | 8817 | 12250 |
| Profit Streak | 44.2203 | 54.2203 | 0 | 44.2203 | 54.2203 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -147545 | 690577 | -129642 | -160247 | -87608 | -12354 |
{
"trading_pair": "EGLD_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22214,
"evaluation_days": 1851.17,
"actual_first_datapoint_time": 1599098400000,
"first_datapoint_time": 1600473600000,
"last_datapoint_time": 1759075200000,
"evaluation_time": 1759079830340,
"expiration_time": 1764833068800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 192,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 150,
"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": [
[
1789110.104394369,
1698862.8506010142,
90247.2537933546,
1942908.6356194466,
799751.6638855356,
1143156.9717339112
],
[
1789.110104,
1698.862851,
90.247254,
1942.908636,
799.751664,
1143.156972
],
[
0.966475,
0.917724,
0.048751,
0.163109,
0.118749,
0.136236
],
[
16.537377,
16.537377,
16.537377,
16.537377,
16.537377,
16.537377
],
[
-91120,
-103731,
-40487,
-2919747,
-2382314,
-996421
],
[
4.919664,
8.287622,
1.404101,
1.206326,
1.153163,
1.272496
],
[
61,
31,
30,
61,
31,
30
],
[
26,
13,
13,
26,
13,
13
],
[
35,
18,
17,
35,
18,
17
],
[
42.622951,
41.935484,
43.333333,
42.622951,
41.935484,
43.333333
],
[
6.622624,
11.475169,
1.836132,
1.6239,
1.596688,
1.664033
],
[
1534546,
1534546,
65296,
2070735,
2070735,
1016785
],
[
-35886,
-30836,
-35886,
-1163448,
-1163448,
-996421
],
[
345,
284,
408,
345,
284,
408
],
[
526,
425,
627,
526,
425,
627
],
[
210,
182,
241,
210,
182,
241
],
[
21067,
8817,
12250,
21067,
8817,
12250
],
[
44.220258,
54.220258,
0,
44.220259,
54.220259,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-147545,
690577,
-129642,
-160247,
-87608,
-12354
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22214,
"evaluation_days": 1851.17,
"actual_first_datapoint_time": 1599098400000,
"first_datapoint_time": 1600473600000,
"last_datapoint_time": 1759075200000,
"evaluation_time": 1759079830340,
"expiration_time": 1764833068800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 192,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 150,
"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) |
|---|