| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1609966.644 | 1512466.3604 | 97500.2836 | 1967710.3965 | -286163.2989 | 2253873.6954 |
| Total P&L (%) | 1609.9666 | 1512.4664 | 97.5003 | 1967.7104 | -286.1633 | 2253.8737 |
| Avg Daily Profit (%) | 0.8668 | 0.8143 | 0.0525 | 0.1632 | 0 | 0.1702 |
| Buy And Hold Return (%) | 76.9744 | 76.9744 | 76.9744 | 76.9744 | 76.9744 | 76.9744 |
| Max Trade Drawdown | -86108 | -77935 | -50320 | -3264011 | -2580779 | -1547607 |
| Profit Factor | 5.1345 | 8.3889 | 1.5279 | 1.2421 | 0.942 | 1.706 |
| Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
| Winning Trades | 22 | 9 | 13 | 22 | 9 | 13 |
| Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
| Profitability (%) | 37.2881 | 30 | 44.8276 | 37.2881 | 30 | 44.8276 |
| Ratio Avg Win / Avg Loss | 8.6352 | 19.5741 | 1.8804 | 2.0889 | 2.1981 | 2.0997 |
| Largest Winning Trade | 1380342 | 1380342 | 60018 | 1719795 | 1719795 | 1478198 |
| Largest Losing Trade | -30134 | -30134 | -27841 | -1120482 | -1120482 | -887918 |
| Avg Bars in Trades | 178 | 153 | 204 | 178 | 153 | 204 |
| Avg Bars in Winners | 318 | 312 | 322 | 318 | 312 | 322 |
| Avg Bars in Losers | 95 | 84 | 109 | 95 | 84 | 109 |
| Bars Traded | 10530 | 4592 | 5938 | 10530 | 4592 | 5938 |
| 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 | -163603 | 499730 | -205109 | -176156 | -585825 | 322176 |
{
"trading_pair": "EGLD_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11144,
"evaluation_days": 1857.33,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1602432000000,
"last_datapoint_time": 1759550400000,
"evaluation_time": 1759557591884,
"expiration_time": 1764364608000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 233,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 60,
"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": [
[
1609966.6440369638,
1512466.360405612,
97500.2836313519,
1967710.3964967919,
-286163.2988937999,
2253873.695390591
],
[
1609.966644,
1512.46636,
97.500284,
1967.710396,
-286.163299,
2253.873695
],
[
0.866818,
0.814323,
0.052495,
0.163218,
0,
0.170209
],
[
76.97443,
76.97443,
76.97443,
76.97443,
76.97443,
76.97443
],
[
-86108,
-77935,
-50320,
-3264011,
-2580779,
-1547607
],
[
5.134471,
8.388921,
1.527865,
1.242052,
0.942034,
1.705986
],
[
59,
30,
29,
59,
30,
29
],
[
22,
9,
13,
22,
9,
13
],
[
37,
21,
16,
37,
21,
16
],
[
37.288136,
30,
44.827586,
37.288136,
30,
44.827586
],
[
8.635247,
19.574148,
1.880449,
2.088906,
2.19808,
2.099675
],
[
1380342,
1380342,
60018,
1719795,
1719795,
1478198
],
[
-30134,
-30134,
-27841,
-1120482,
-1120482,
-887918
],
[
178,
153,
204,
178,
153,
204
],
[
318,
312,
322,
318,
312,
322
],
[
95,
84,
109,
95,
84,
109
],
[
10530,
4592,
5938,
10530,
4592,
5938
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-163603,
499730,
-205109,
-176156,
-585825,
322176
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11144,
"evaluation_days": 1857.33,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1602432000000,
"last_datapoint_time": 1759550400000,
"evaluation_time": 1759557591884,
"expiration_time": 1764364608000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 233,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 60,
"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) |
|---|