| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 756505.7438 | 541700.2862 | 214805.4576 | 8571080.9577 | -628226.0942 | 9199307.0519 |
| Total P&L (%) | 756.5057 | 541.7003 | 214.8055 | 8571.081 | -628.2261 | 9199.3071 |
| Avg Daily Profit (%) | 0.4059 | 0.2906 | 0.1152 | 0.2397 | 0 | 0.2435 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -100041 | -82492 | -78655 | -20363353 | -14043940 | -13463708 |
| Profit Factor | 1.4911 | 1.7116 | 1.2757 | 1.0456 | 0.9932 | 1.0961 |
| Total Trades | 763 | 382 | 381 | 763 | 382 | 381 |
| Winning Trades | 248 | 120 | 128 | 248 | 120 | 128 |
| Losing Trades | 515 | 262 | 253 | 515 | 262 | 253 |
| Profitability (%) | 32.5033 | 31.4136 | 33.5958 | 32.5033 | 31.4136 | 33.5958 |
| Ratio Avg Win / Avg Loss | 3.0965 | 3.737 | 2.5215 | 2.1713 | 2.1684 | 2.1664 |
| Largest Winning Trade | 153973 | 153973 | 44587 | 6055228 | 5675401 | 6055228 |
| Largest Losing Trade | -14518 | -13613 | -14518 | -2376440 | -1537630 | -2376440 |
| Avg Bars in Trades | 29 | 27 | 31 | 29 | 27 | 31 |
| Avg Bars in Winners | 60 | 57 | 63 | 60 | 57 | 63 |
| Avg Bars in Losers | 14 | 13 | 14 | 14 | 13 | 14 |
| Bars Traded | 22282 | 10458 | 11824 | 22282 | 10458 | 11824 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 346299 | 235702 | -43037 | -163408 | -583509 | -110286 |
{
"trading_pair": "EGLD_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22366,
"evaluation_days": 1863.83,
"actual_first_datapoint_time": 1599098400000,
"first_datapoint_time": 1599609600000,
"last_datapoint_time": 1760169600000,
"evaluation_time": 1760174452707,
"expiration_time": 1765966867200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 72,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 5,
"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": [
[
756505.7438165406,
541700.2861744746,
214805.4576420676,
8571080.95771253,
-628226.0941774399,
9199307.05188996
],
[
756.505744,
541.700286,
214.805458,
8571.080958,
-628.226094,
9199.307052
],
[
0.405888,
0.290638,
0.115249,
0.239717,
0,
0.243479
],
[
10,
10,
10,
10,
10,
10
],
[
-100041,
-82492,
-78655,
-20363353,
-14043940,
-13463708
],
[
1.491127,
1.711619,
1.275702,
1.04561,
0.993183,
1.096058
],
[
763,
382,
381,
763,
382,
381
],
[
248,
120,
128,
248,
120,
128
],
[
515,
262,
253,
515,
262,
253
],
[
32.503277,
31.413613,
33.595801,
32.503277,
31.413613,
33.595801
],
[
3.096494,
3.737034,
2.521504,
2.171327,
2.168449,
2.166428
],
[
153973,
153973,
44587,
6055228,
5675401,
6055228
],
[
-14518,
-13613,
-14518,
-2376440,
-1537630,
-2376440
],
[
29,
27,
31,
29,
27,
31
],
[
60,
57,
63,
60,
57,
63
],
[
14,
13,
14,
14,
13,
14
],
[
22282,
10458,
11824,
22282,
10458,
11824
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
346299,
235702,
-43037,
-163408,
-583509,
-110286
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22366,
"evaluation_days": 1863.83,
"actual_first_datapoint_time": 1599098400000,
"first_datapoint_time": 1599609600000,
"last_datapoint_time": 1760169600000,
"evaluation_time": 1760174452707,
"expiration_time": 1765966867200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 72,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 5,
"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) |
|---|