| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1367996.9162 | 1270082.1993 | 97914.7168 | 980949.197 | -1880270.2818 | 2861219.4788 |
| Total P&L (%) | 1367.9969 | 1270.0822 | 97.9147 | 980.9492 | -1880.2703 | 2861.2195 |
| Avg Daily Profit (%) | 0.7351 | 0.6825 | 0.0526 | 0.128 | 0 | 0.1822 |
| Buy And Hold Return (%) | 73.6227 | 73.6227 | 73.6227 | 73.6227 | 73.6227 | 73.6227 |
| Max Trade Drawdown | -134687 | -114436 | -35833 | -4286820 | -3707828 | -1182203 |
| Profit Factor | 3.6991 | 4.7648 | 1.5778 | 1.0755 | 0.7967 | 1.7658 |
| Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
| Winning Trades | 39 | 15 | 24 | 39 | 15 | 24 |
| Losing Trades | 55 | 32 | 23 | 55 | 32 | 23 |
| Profitability (%) | 41.4894 | 31.9149 | 51.0638 | 41.4894 | 31.9149 | 51.0638 |
| Ratio Avg Win / Avg Loss | 5.2167 | 10.165 | 1.512 | 1.5168 | 1.6996 | 1.6922 |
| Largest Winning Trade | 1171300 | 1171300 | 25591 | 2416838 | 2416838 | 914386 |
| Largest Losing Trade | -35833 | -24023 | -35833 | -1086853 | -1086853 | -378422 |
| Avg Bars in Trades | 76 | 117 | 36 | 76 | 117 | 36 |
| Avg Bars in Winners | 95 | 186 | 39 | 95 | 186 | 39 |
| Avg Bars in Losers | 63 | 84 | 32 | 63 | 84 | 32 |
| Bars Traded | 7208 | 5516 | 1692 | 7208 | 5516 | 1692 |
| 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 | 590151 | 461952 | -182668 | -161104 | -584952 | 412312 |
{
"trading_pair": "EGLD_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7444,
"evaluation_days": 1861,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1602396000000,
"last_datapoint_time": 1759860000000,
"evaluation_time": 1759871410167,
"expiration_time": 1764683712000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 154,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 30,
"offset": 0,
"std": 3.38266
}
}
} {
"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": [
[
1367996.9161557646,
1270082.1993119402,
97914.7168438245,
980949.1970268076,
-1880270.2817595832,
2861219.478786391
],
[
1367.996916,
1270.082199,
97.914717,
980.949197,
-1880.270282,
2861.219479
],
[
0.735087,
0.682473,
0.052614,
0.127993,
0,
0.182229
],
[
73.622705,
73.622705,
73.622705,
73.622705,
73.622705,
73.622705
],
[
-134687,
-114436,
-35833,
-4286820,
-3707828,
-1182203
],
[
3.699149,
4.764835,
1.577766,
1.075548,
0.796684,
1.765769
],
[
94,
47,
47,
94,
47,
47
],
[
39,
15,
24,
39,
15,
24
],
[
55,
32,
23,
55,
32,
23
],
[
41.489362,
31.914894,
51.06383,
41.489362,
31.914894,
51.06383
],
[
5.216749,
10.164982,
1.512026,
1.516799,
1.699593,
1.692195
],
[
1171300,
1171300,
25591,
2416838,
2416838,
914386
],
[
-35833,
-24023,
-35833,
-1086853,
-1086853,
-378422
],
[
76,
117,
36,
76,
117,
36
],
[
95,
186,
39,
95,
186,
39
],
[
63,
84,
32,
63,
84,
32
],
[
7208,
5516,
1692,
7208,
5516,
1692
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
590151,
461952,
-182668,
-161104,
-584952,
412312
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7444,
"evaluation_days": 1861,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1602396000000,
"last_datapoint_time": 1759860000000,
"evaluation_time": 1759871410167,
"expiration_time": 1764683712000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 154,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 30,
"offset": 0,
"std": 3.38266
}
}
}
| # | 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) |
|---|