| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 772619.4273 | 538066.0482 | 234553.3791 | 13533394.7167 | 1204217.542 | 12329177.1747 |
| Total P&L (%) | 772.6194 | 538.066 | 234.5534 | 13533.3947 | 1204.2175 | 12329.1772 |
| Avg Daily Profit (%) | 0.4181 | 0.2912 | 0.1269 | 0.2664 | 0.1391 | 0.2613 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -66674 | -65882 | -80551 | -13055976 | -12985218 | -9651466 |
| Profit Factor | 1.5977 | 1.8548 | 1.3537 | 1.0862 | 1.0153 | 1.1579 |
| Total Trades | 598 | 299 | 299 | 598 | 299 | 299 |
| Winning Trades | 188 | 89 | 99 | 188 | 89 | 99 |
| Losing Trades | 410 | 210 | 200 | 410 | 210 | 200 |
| Profitability (%) | 31.4381 | 29.7659 | 33.1104 | 31.4381 | 29.7659 | 33.1104 |
| Ratio Avg Win / Avg Loss | 3.4843 | 4.3764 | 2.7347 | 2.3689 | 2.3956 | 2.3391 |
| Largest Winning Trade | 137306 | 137306 | 48829 | 7128759 | 7128759 | 4877720 |
| Largest Losing Trade | -19255 | -19255 | -16032 | -2993647 | -2993647 | -1977581 |
| Avg Bars in Trades | 12 | 11 | 12 | 12 | 11 | 12 |
| Avg Bars in Winners | 26 | 25 | 27 | 26 | 25 | 27 |
| Avg Bars in Losers | 5 | 5 | 5 | 5 | 5 | 5 |
| Bars Traded | 7370 | 3484 | 3886 | 7370 | 3484 | 3886 |
| 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 | 327598 | 173287 | -27312 | -119799 | -217087 | -42493 |
{
"trading_pair": "EGLD_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7391,
"evaluation_days": 1847.75,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1599199200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759038748055,
"expiration_time": 1763504568000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 40,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "hma",
"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": [
[
772619.4273483573,
538066.048226706,
234553.3791216512,
13533394.716726223,
1204217.5420240592,
12329177.174702168
],
[
772.619427,
538.066048,
234.553379,
13533.394717,
1204.217542,
12329.177175
],
[
0.418141,
0.291201,
0.12694,
0.266359,
0.139087,
0.261341
],
[
10,
10,
10,
10,
10,
10
],
[
-66674,
-65882,
-80551,
-13055976,
-12985218,
-9651466
],
[
1.597688,
1.854763,
1.353676,
1.086207,
1.015266,
1.157857
],
[
598,
299,
299,
598,
299,
299
],
[
188,
89,
99,
188,
89,
99
],
[
410,
210,
200,
410,
210,
200
],
[
31.438127,
29.765886,
33.110368,
31.438127,
29.765886,
33.110368
],
[
3.48432,
4.376406,
2.734699,
2.368856,
2.395571,
2.339106
],
[
137306,
137306,
48829,
7128759,
7128759,
4877720
],
[
-19255,
-19255,
-16032,
-2993647,
-2993647,
-1977581
],
[
12,
11,
12,
12,
11,
12
],
[
26,
25,
27,
26,
25,
27
],
[
5,
5,
5,
5,
5,
5
],
[
7370,
3484,
3886,
7370,
3484,
3886
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
327598,
173287,
-27312,
-119799,
-217087,
-42493
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7391,
"evaluation_days": 1847.75,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1599199200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759038748055,
"expiration_time": 1763504568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 40,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "hma",
"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) |
|---|