| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 685604.1508 | 571172.0709 | 114432.08 | 1617292.4182 | 906421.8798 | 710870.5384 |
| Total P&L (%) | 685.6042 | 571.1721 | 114.4321 | 1617.2924 | 906.4219 | 710.8705 |
| Avg Daily Profit (%) | 0.3712 | 0.3092 | 0.062 | 0.1541 | 0.1251 | 0.1134 |
| Buy And Hold Return (%) | 17.2426 | 17.2426 | 17.2426 | 17.2426 | 17.2426 | 17.2426 |
| Max Trade Drawdown | -121645 | -64983 | -129028 | -1571351 | -1401806 | -1177419 |
| Profit Factor | 1.8809 | 2.6473 | 1.2651 | 1.1744 | 1.2072 | 1.1452 |
| Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
| Winning Trades | 68 | 30 | 38 | 68 | 30 | 38 |
| Losing Trades | 101 | 55 | 46 | 101 | 55 | 46 |
| Profitability (%) | 40.2367 | 35.2941 | 45.2381 | 40.2367 | 35.2941 | 45.2381 |
| Ratio Avg Win / Avg Loss | 2.7937 | 4.8534 | 1.5315 | 1.7444 | 2.2131 | 1.3863 |
| Largest Winning Trade | 273280 | 273280 | 46162 | 1028641 | 1028641 | 443307 |
| Largest Losing Trade | -31378 | -18856 | -31378 | -536351 | -406080 | -536351 |
| Avg Bars in Trades | 128 | 120 | 137 | 128 | 120 | 137 |
| Avg Bars in Winners | 208 | 206 | 209 | 208 | 206 | 209 |
| Avg Bars in Losers | 75 | 74 | 77 | 75 | 74 | 77 |
| Bars Traded | 21793 | 10277 | 11516 | 21793 | 10277 | 11516 |
| Profit Streak | 30.0216 | 30.0216 | 33.9383 | 30.0216 | 30.0216 | 33.9383 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 401854 | 306546 | -111102 | -21813 | -30486 | -103693 |
{
"trading_pair": "EGLD_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22165,
"evaluation_days": 1847.08,
"actual_first_datapoint_time": 1599098400000,
"first_datapoint_time": 1600473600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1759005066673,
"expiration_time": 1764467568000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 192,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 105,
"offset": 10
}
}
} {
"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": [
[
685604.1508217996,
571172.0708595979,
114432.079962202,
1617292.4181652064,
906421.8797534344,
710870.5384117725
],
[
685.604151,
571.172071,
114.43208,
1617.292418,
906.42188,
710.870538
],
[
0.371183,
0.30923,
0.061953,
0.154055,
0.125086,
0.113375
],
[
17.242595,
17.242595,
17.242595,
17.242595,
17.242595,
17.242595
],
[
-121645,
-64983,
-129028,
-1571351,
-1401806,
-1177419
],
[
1.880875,
2.647305,
1.265141,
1.174424,
1.20715,
1.145179
],
[
169,
85,
84,
169,
85,
84
],
[
68,
30,
38,
68,
30,
38
],
[
101,
55,
46,
101,
55,
46
],
[
40.236686,
35.294118,
45.238095,
40.236686,
35.294118,
45.238095
],
[
2.793653,
4.853393,
1.531486,
1.744365,
2.213108,
1.386269
],
[
273280,
273280,
46162,
1028641,
1028641,
443307
],
[
-31378,
-18856,
-31378,
-536351,
-406080,
-536351
],
[
128,
120,
137,
128,
120,
137
],
[
208,
206,
209,
208,
206,
209
],
[
75,
74,
77,
75,
74,
77
],
[
21793,
10277,
11516,
21793,
10277,
11516
],
[
30.021605,
30.021605,
33.938272,
30.021605,
30.021605,
33.938272
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
401854,
306546,
-111102,
-21813,
-30486,
-103693
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22165,
"evaluation_days": 1847.08,
"actual_first_datapoint_time": 1599098400000,
"first_datapoint_time": 1600473600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1759005066673,
"expiration_time": 1764467568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 192,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 105,
"offset": 10
}
}
}
| # | 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) |
|---|