| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 987662.7263 | 932203.0496 | 55459.6767 | 750750.3817 | 1070669.3186 | -319918.9369 |
| Total P&L (%) | 987.6627 | 932.2031 | 55.4597 | 750.7504 | 1070.6693 | -319.9189 |
| Avg Daily Profit (%) | 0.5328 | 0.5029 | 0.0299 | 0.1156 | 0.1328 | 0 |
| Buy And Hold Return (%) | 38.5333 | 38.5333 | 38.5333 | 38.5333 | 38.5333 | 38.5333 |
| Max Trade Drawdown | -116549 | -76604 | -111864 | -1160313 | -528189 | -1077868 |
| Profit Factor | 2.7358 | 4.5612 | 1.1805 | 1.1708 | 1.5572 | 0.8707 |
| Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
| Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
| Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
| Profitability (%) | 43.956 | 43.4783 | 44.4444 | 43.956 | 43.4783 | 44.4444 |
| Ratio Avg Win / Avg Loss | 3.4882 | 5.9295 | 1.4757 | 1.4928 | 2.0243 | 1.0884 |
| Largest Winning Trade | 800784 | 800784 | 66170 | 740669 | 740669 | 494088 |
| Largest Losing Trade | -51891 | -35696 | -51891 | -524723 | -203208 | -524723 |
| Avg Bars in Trades | 114 | 73 | 155 | 114 | 73 | 155 |
| Avg Bars in Winners | 192 | 116 | 268 | 192 | 116 | 268 |
| Avg Bars in Losers | 53 | 41 | 66 | 53 | 41 | 66 |
| Bars Traded | 10416 | 3397 | 7018 | 10416 | 3397 | 7018 |
| Profit Streak | 0 | 0 | 140.9828 | 0 | 0 | 140.9828 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 503816 | 562934 | -205510 | -73073 | -15011 | -580634 |
{
"trading_pair": "EGLD_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11122,
"evaluation_days": 1853.67,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1601784000000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759246512221,
"expiration_time": 1764038304000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 188,
"offset": 0
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 33,
"offset": 0,
"std": 1.28898
}
}
} {
"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": [
[
987662.7262622034,
932203.0495632834,
55459.6766989212,
750750.3817485837,
1070669.31861738,
-319918.9368687965
],
[
987.662726,
932.20305,
55.459677,
750.750382,
1070.669319,
-319.918937
],
[
0.532815,
0.502896,
0.029919,
0.115565,
0.132806,
0
],
[
38.533304,
38.533304,
38.533304,
38.533304,
38.533304,
38.533304
],
[
-116549,
-76604,
-111864,
-1160313,
-528189,
-1077868
],
[
2.73581,
4.561151,
1.18052,
1.170786,
1.557171,
0.870701
],
[
91,
46,
45,
91,
46,
45
],
[
40,
20,
20,
40,
20,
20
],
[
51,
26,
25,
51,
26,
25
],
[
43.956044,
43.478261,
44.444444,
43.956044,
43.478261,
44.444444
],
[
3.488158,
5.929496,
1.47565,
1.492752,
2.024323,
1.088376
],
[
800784,
800784,
66170,
740669,
740669,
494088
],
[
-51891,
-35696,
-51891,
-524723,
-203208,
-524723
],
[
114,
73,
155,
114,
73,
155
],
[
192,
116,
268,
192,
116,
268
],
[
53,
41,
66,
53,
41,
66
],
[
10416,
3397,
7018,
10416,
3397,
7018
],
[
0,
0,
140.98278,
0,
0,
140.98278
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
503816,
562934,
-205510,
-73073,
-15011,
-580634
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11122,
"evaluation_days": 1853.67,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1601784000000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759246512221,
"expiration_time": 1764038304000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 188,
"offset": 0
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 33,
"offset": 0,
"std": 1.28898
}
}
}
| # | 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) |
|---|