| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1661981.1085 | 1629141.9219 | 32839.1866 | 328340.1545 | 933674.5406 | -605334.3861 |
| Total P&L (%) | 1661.9811 | 1629.1419 | 32.8392 | 328.3402 | 933.6745 | -605.3344 |
| Avg Daily Profit (%) | 0.8995 | 0.8817 | 0.0178 | 0.0788 | 0.1265 | 0 |
| Buy And Hold Return (%) | 66.4164 | 66.4164 | 66.4164 | 66.4164 | 66.4164 | 66.4164 |
| Max Trade Drawdown | -125094 | -88330 | -109141 | -1674141 | -858542 | -994880 |
| Profit Factor | 3.9561 | 7.1988 | 1.1097 | 1.0864 | 1.5358 | 0.706 |
| Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
| Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
| Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
| Profitability (%) | 41.6667 | 40.4762 | 42.8571 | 41.6667 | 40.4762 | 42.8571 |
| Ratio Avg Win / Avg Loss | 5.5385 | 10.5864 | 1.4796 | 1.5209 | 2.2585 | 0.9413 |
| Largest Winning Trade | 1637434 | 1637434 | 68458 | 1761978 | 1761978 | 403121 |
| Largest Losing Trade | -52010 | -25986 | -52010 | -389051 | -283152 | -389051 |
| Avg Bars in Trades | 127 | 121 | 134 | 127 | 121 | 134 |
| Avg Bars in Winners | 180 | 171 | 188 | 180 | 171 | 188 |
| Avg Bars in Losers | 90 | 86 | 94 | 90 | 86 | 94 |
| Bars Traded | 10743 | 5084 | 5659 | 10743 | 5084 | 5659 |
| Profit Streak | 39.6833 | 120.3499 | 39.6833 | 39.6833 | 120.3499 | 39.6833 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 657119 | 686273 | -436950 | -215603 | -23798 | -582965 |
{
"trading_pair": "EGLD_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11086,
"evaluation_days": 1847.67,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1602504000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758918235036,
"expiration_time": 1763504352000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 238,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 75,
"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": [
[
1661981.1084665817,
1629141.9218820448,
32839.1865845363,
328340.1544795434,
933674.5405716102,
-605334.3860920669
],
[
1661.981108,
1629.141922,
32.839187,
328.340154,
933.674541,
-605.334386
],
[
0.899501,
0.881728,
0.017773,
0.078765,
0.126493,
0
],
[
66.416416,
66.416416,
66.416416,
66.416416,
66.416416,
66.416416
],
[
-125094,
-88330,
-109141,
-1674141,
-858542,
-994880
],
[
3.956106,
7.198763,
1.109682,
1.086373,
1.535783,
0.705974
],
[
84,
42,
42,
84,
42,
42
],
[
35,
17,
18,
35,
17,
18
],
[
49,
25,
24,
49,
25,
24
],
[
41.666667,
40.47619,
42.857143,
41.666667,
40.47619,
42.857143
],
[
5.538548,
10.586416,
1.479577,
1.520922,
2.258504,
0.941299
],
[
1637434,
1637434,
68458,
1761978,
1761978,
403121
],
[
-52010,
-25986,
-52010,
-389051,
-283152,
-389051
],
[
127,
121,
134,
127,
121,
134
],
[
180,
171,
188,
180,
171,
188
],
[
90,
86,
94,
90,
86,
94
],
[
10743,
5084,
5659,
10743,
5084,
5659
],
[
39.683276,
120.349942,
39.683276,
39.683276,
120.349943,
39.683276
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
657119,
686273,
-436950,
-215603,
-23798,
-582965
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11086,
"evaluation_days": 1847.67,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1602504000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758918235036,
"expiration_time": 1763504352000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 238,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 75,
"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) |
|---|