| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 561089.6012 | 493366.4029 | 67723.1983 | 325753.2228 | 910320.6846 | -584567.4618 |
| Total P&L (%) | 561.0896 | 493.3664 | 67.7232 | 325.7532 | 910.3207 | -584.5675 |
| Avg Daily Profit (%) | 0.3009 | 0.2646 | 0.0363 | 0.0777 | 0.1241 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -132847 | -114866 | -105256 | -2287832 | -1756353 | -1830297 |
| Profit Factor | 1.5006 | 1.9088 | 1.1172 | 1.0234 | 1.1373 | 0.9199 |
| Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
| Winning Trades | 98 | 46 | 52 | 98 | 46 | 52 |
| Losing Trades | 164 | 85 | 79 | 164 | 85 | 79 |
| Profitability (%) | 37.4046 | 35.1145 | 39.6947 | 37.4046 | 35.1145 | 39.6947 |
| Ratio Avg Win / Avg Loss | 2.5113 | 3.5271 | 1.6973 | 1.7126 | 2.1015 | 1.3975 |
| Largest Winning Trade | 264917 | 264917 | 37715 | 1136087 | 1136087 | 507053 |
| Largest Losing Trade | -42943 | -23016 | -42943 | -1004184 | -426856 | -1004184 |
| Avg Bars in Trades | 84 | 80 | 88 | 84 | 80 | 88 |
| Avg Bars in Winners | 144 | 142 | 146 | 144 | 142 | 146 |
| Avg Bars in Losers | 48 | 47 | 50 | 48 | 47 | 50 |
| Bars Traded | 22202 | 10572 | 11630 | 22202 | 10572 | 11630 |
| Profit Streak | 13.5139 | 20.2639 | 0 | 13.5139 | 20.2639 | 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 | 302242 | 228817 | -239248 | -285797 | -100745 | -583325 |
{
"trading_pair": "EGLD_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22379,
"evaluation_days": 1864.92,
"actual_first_datapoint_time": 1599098400000,
"first_datapoint_time": 1599825600000,
"last_datapoint_time": 1760263200000,
"evaluation_time": 1760271598403,
"expiration_time": 1766063836800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 102,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 42,
"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": [
[
561089.6011834099,
493366.4029156669,
67723.198267743,
325753.2228336722,
910320.6846237042,
-584567.4617900335
],
[
561.089601,
493.366403,
67.723198,
325.753223,
910.320685,
-584.567462
],
[
0.300865,
0.264551,
0.036314,
0.077711,
0.124096,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-132847,
-114866,
-105256,
-2287832,
-1756353,
-1830297
],
[
1.500648,
1.908779,
1.117201,
1.023396,
1.137309,
0.919856
],
[
262,
131,
131,
262,
131,
131
],
[
98,
46,
52,
98,
46,
52
],
[
164,
85,
79,
164,
85,
79
],
[
37.40458,
35.114504,
39.694656,
37.40458,
35.114504,
39.694656
],
[
2.511289,
3.527092,
1.697286,
1.712621,
2.101549,
1.397473
],
[
264917,
264917,
37715,
1136087,
1136087,
507053
],
[
-42943,
-23016,
-42943,
-1004184,
-426856,
-1004184
],
[
84,
80,
88,
84,
80,
88
],
[
144,
142,
146,
144,
142,
146
],
[
48,
47,
50,
48,
47,
50
],
[
22202,
10572,
11630,
22202,
10572,
11630
],
[
13.51387,
20.26387,
0,
13.51387,
20.26387,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
302242,
228817,
-239248,
-285797,
-100745,
-583325
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22379,
"evaluation_days": 1864.92,
"actual_first_datapoint_time": 1599098400000,
"first_datapoint_time": 1599825600000,
"last_datapoint_time": 1760263200000,
"evaluation_time": 1760271598403,
"expiration_time": 1766063836800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 102,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 42,
"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) |
|---|