| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1122874.5206 | 1122308.1417 | 566.3789 | 72923.2456 | 528147.8307 | -455224.5851 |
| Total P&L (%) | 1122.8745 | 1122.3081 | 0.5664 | 72.9232 | 528.1478 | -455.2246 |
| Avg Daily Profit (%) | 0.6077 | 0.6074 | 0.0003 | 0.0296 | 0.0995 | 0 |
| Buy And Hold Return (%) | 29.6802 | 29.6802 | 29.6802 | 29.6802 | 29.6802 | 29.6802 |
| Max Trade Drawdown | -116546 | -115282 | -106082 | -763555 | -420945 | -686176 |
| Profit Factor | 2.7899 | 4.3549 | 1.0019 | 1.034 | 1.5616 | 0.6211 |
| Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
| Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
| Losing Trades | 62 | 35 | 27 | 62 | 35 | 27 |
| Profitability (%) | 33.3333 | 25.5319 | 41.3043 | 33.3333 | 25.5319 | 41.3043 |
| Ratio Avg Win / Avg Loss | 5.5799 | 12.7017 | 1.4238 | 2.0681 | 4.5548 | 0.8826 |
| Largest Winning Trade | 1128314 | 1128314 | 68055 | 820876 | 820876 | 193630 |
| Largest Losing Trade | -45094 | -27891 | -45094 | -402973 | -67341 | -402973 |
| Avg Bars in Trades | 115 | 107 | 123 | 115 | 107 | 123 |
| Avg Bars in Winners | 216 | 231 | 207 | 216 | 231 | 207 |
| Avg Bars in Losers | 65 | 65 | 64 | 65 | 65 | 64 |
| Bars Traded | 10763 | 5075 | 5688 | 10763 | 5075 | 5688 |
| Profit Streak | 0 | 0 | 43.9491 | 0 | 0 | 43.9491 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 382095 | -8825 | -579328 | -345316 | -84589 | -583532 |
{
"trading_pair": "EGLD_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11086,
"evaluation_days": 1847.67,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1601409600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758941205948,
"expiration_time": 1763504352000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 162,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 61,
"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": [
[
1122874.5205591568,
1122308.1416709684,
566.3788881885,
72923.2456270392,
528147.8307223086,
-455224.5850952695
],
[
1122.874521,
1122.308142,
0.566379,
72.923246,
528.147831,
-455.224585
],
[
0.607725,
0.607418,
0.000307,
0.029646,
0.099505,
0
],
[
29.680187,
29.680187,
29.680187,
29.680187,
29.680187,
29.680187
],
[
-116546,
-115282,
-106082,
-763555,
-420945,
-686176
],
[
2.789929,
4.354877,
1.001934,
1.034049,
1.561642,
0.621066
],
[
93,
47,
46,
93,
47,
46
],
[
31,
12,
19,
31,
12,
19
],
[
62,
35,
27,
62,
35,
27
],
[
33.333333,
25.531915,
41.304348,
33.333333,
25.531915,
41.304348
],
[
5.579857,
12.701724,
1.423801,
2.068099,
4.554788,
0.882567
],
[
1128314,
1128314,
68055,
820876,
820876,
193630
],
[
-45094,
-27891,
-45094,
-402973,
-67341,
-402973
],
[
115,
107,
123,
115,
107,
123
],
[
216,
231,
207,
216,
231,
207
],
[
65,
65,
64,
65,
65,
64
],
[
10763,
5075,
5688,
10763,
5075,
5688
],
[
0,
0,
43.949143,
0,
0,
43.949143
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
382095,
-8825,
-579328,
-345316,
-84589,
-583532
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11086,
"evaluation_days": 1847.67,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1601409600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758941205948,
"expiration_time": 1763504352000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 162,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 61,
"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) |
|---|