| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1432293.2691 | 1252326.9193 | 179966.3498 | 8975006.6141 | 215396.0698 | 8759610.5443 |
| Total P&L (%) | 1432.2933 | 1252.3269 | 179.9664 | 8975.0066 | 215.3961 | 8759.6105 |
| Avg Daily Profit (%) | 0.7712 | 0.6743 | 0.0969 | 0.243 | 0.0619 | 0.2417 |
| Buy And Hold Return (%) | 93.4993 | 93.4993 | 93.4993 | 93.4993 | 93.4993 | 93.4993 |
| Max Trade Drawdown | -52535 | -44867 | -54501 | -5936045 | -4973080 | -2244715 |
| Profit Factor | 4.7047 | 6.9387 | 2.024 | 1.5046 | 1.0183 | 2.4628 |
| Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
| Winning Trades | 43 | 17 | 26 | 43 | 17 | 26 |
| Losing Trades | 48 | 29 | 19 | 48 | 29 | 19 |
| Profitability (%) | 47.2527 | 36.9565 | 57.7778 | 47.2527 | 36.9565 | 57.7778 |
| Ratio Avg Win / Avg Loss | 5.2518 | 11.8367 | 1.4791 | 1.6796 | 1.737 | 1.7998 |
| Largest Winning Trade | 1041188 | 1041188 | 63719 | 5322694 | 4079869 | 5322694 |
| Largest Losing Trade | -27807 | -14695 | -27807 | -2244715 | -2165879 | -2244715 |
| Avg Bars in Trades | 59 | 51 | 66 | 59 | 51 | 66 |
| Avg Bars in Winners | 95 | 96 | 94 | 95 | 96 | 94 |
| Avg Bars in Losers | 26 | 25 | 28 | 26 | 25 | 28 |
| Bars Traded | 5380 | 2385 | 2995 | 5380 | 2385 | 2995 |
| Profit Streak | 0 | 0 | 57.2779 | 0 | 0 | 57.2779 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 708200 | 562343 | -66213 | 360902 | -319518 | 545110 |
{
"trading_pair": "EGLD_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5572,
"evaluation_days": 1857.33,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1603238400000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759560009879,
"expiration_time": 1764350208000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 145,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.11726,
"nb": 0.1,
"nc": 0.1
}
}
} {
"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": [
[
1432293.2691209053,
1252326.9192886688,
179966.3498322368,
8975006.614118494,
215396.0698002443,
8759610.544318244
],
[
1432.293269,
1252.326919,
179.96635,
8975.006614,
215.39607,
8759.610544
],
[
0.771157,
0.674262,
0.096895,
0.243015,
0.061864,
0.241718
],
[
93.499308,
93.499308,
93.499308,
93.499308,
93.499308,
93.499308
],
[
-52535,
-44867,
-54501,
-5936045,
-4973080,
-2244715
],
[
4.704693,
6.938726,
2.024042,
1.504597,
1.018256,
2.462843
],
[
91,
46,
45,
91,
46,
45
],
[
43,
17,
26,
43,
17,
26
],
[
48,
29,
19,
48,
29,
19
],
[
47.252747,
36.956522,
57.777778,
47.252747,
36.956522,
57.777778
],
[
5.251751,
11.83665,
1.479108,
1.67955,
1.737026,
1.79977
],
[
1041188,
1041188,
63719,
5322694,
4079869,
5322694
],
[
-27807,
-14695,
-27807,
-2244715,
-2165879,
-2244715
],
[
59,
51,
66,
59,
51,
66
],
[
95,
96,
94,
95,
96,
94
],
[
26,
25,
28,
26,
25,
28
],
[
5380,
2385,
2995,
5380,
2385,
2995
],
[
0,
0,
57.277892,
0,
0,
57.277892
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
708200,
562343,
-66213,
360902,
-319518,
545110
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5572,
"evaluation_days": 1857.33,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1603238400000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759560009879,
"expiration_time": 1764350208000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 145,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.11726,
"nb": 0.1,
"nc": 0.1
}
}
}
| # | 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) |
|---|