| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 506608.3362 | 342989.5847 | 163618.7515 | 1222782.94 | 539355.1481 | 683427.7919 |
| Total P&L (%) | 506.6083 | 342.9896 | 163.6188 | 1222.7829 | 539.3551 | 683.4278 |
| Avg Daily Profit (%) | 0.213 | 0.1442 | 0.0688 | 0.1086 | 0.078 | 0.0866 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -102844 | -100141 | -57418 | -745490 | -631662 | -263400 |
| Profit Factor | 1.5159 | 1.6645 | 1.3512 | 1.2881 | 1.2286 | 1.3626 |
| Total Trades | 273 | 137 | 136 | 273 | 137 | 136 |
| Winning Trades | 108 | 51 | 57 | 108 | 51 | 57 |
| Losing Trades | 165 | 86 | 79 | 165 | 86 | 79 |
| Profitability (%) | 39.5604 | 37.2263 | 41.9118 | 39.5604 | 37.2263 | 41.9118 |
| Ratio Avg Win / Avg Loss | 2.3159 | 2.8068 | 1.8728 | 1.9679 | 2.0717 | 1.8886 |
| Largest Winning Trade | 127000 | 127000 | 43853 | 761688 | 761688 | 285607 |
| Largest Losing Trade | -20116 | -20116 | -15588 | -271777 | -271777 | -128129 |
| Avg Bars in Trades | 34 | 34 | 33 | 34 | 34 | 33 |
| Avg Bars in Winners | 55 | 59 | 51 | 55 | 59 | 51 |
| Avg Bars in Losers | 20 | 20 | 20 | 20 | 20 | 20 |
| Bars Traded | 9372 | 4772 | 4600 | 9372 | 4772 | 4600 |
| Profit Streak | 152.1227 | 216.1227 | 0 | 152.1227 | 216.1227 | 0 |
| Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 309826 | -1137 | -102906 | -48470 | -91352 | -78693 |
{
"trading_pair": "EOS_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9513,
"evaluation_days": 2378.25,
"actual_first_datapoint_time": 1542736800000,
"first_datapoint_time": 1543881600000,
"last_datapoint_time": 1748217600000,
"evaluation_time": 1759741000919,
"expiration_time": 1754382024000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 54,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"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": [
[
506608.336209052,
342989.5847154793,
163618.7514935723,
1222782.9400239442,
539355.1481301063,
683427.7918938375
],
[
506.608336,
342.989585,
163.618751,
1222.78294,
539.355148,
683.427792
],
[
0.213017,
0.144219,
0.068798,
0.10864,
0.078041,
0.086593
],
[
10,
10,
10,
10,
10,
10
],
[
-102844,
-100141,
-57418,
-745490,
-631662,
-263400
],
[
1.515885,
1.664483,
1.351232,
1.288112,
1.228583,
1.362645
],
[
273,
137,
136,
273,
137,
136
],
[
108,
51,
57,
108,
51,
57
],
[
165,
86,
79,
165,
86,
79
],
[
39.56044,
37.226277,
41.911765,
39.56044,
37.226277,
41.911765
],
[
2.315936,
2.806776,
1.87276,
1.967949,
2.071728,
1.888578
],
[
127000,
127000,
43853,
761688,
761688,
285607
],
[
-20116,
-20116,
-15588,
-271777,
-271777,
-128129
],
[
34,
34,
33,
34,
34,
33
],
[
55,
59,
51,
55,
59,
51
],
[
20,
20,
20,
20,
20,
20
],
[
9372,
4772,
4600,
9372,
4772,
4600
],
[
152.122696,
216.122696,
0,
152.122696,
216.122696,
0
],
[
1,
4,
0,
1,
4,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
309826,
-1137,
-102906,
-48470,
-91352,
-78693
]
]
}
{
"trading_pair": "EOS_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9513,
"evaluation_days": 2378.25,
"actual_first_datapoint_time": 1542736800000,
"first_datapoint_time": 1543881600000,
"last_datapoint_time": 1748217600000,
"evaluation_time": 1759741000919,
"expiration_time": 1754382024000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 54,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"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) |
|---|