| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 214223.9973 | 305636.5686 | -91412.5713 | -140027.4968 | 545161.4292 | -685188.9259 |
| Total P&L (%) | 214.224 | 305.6366 | -91.4126 | -140.0275 | 545.1614 | -685.1889 |
| Avg Daily Profit (%) | 0.1151 | 0.1642 | -0.0491 | 0 | 0.1002 | 0 |
| Buy And Hold Return (%) | 79.859 | 79.859 | 79.859 | 79.859 | 79.859 | 79.859 |
| Max Trade Drawdown | -180612 | -176176 | -180829 | -971027 | -338268 | -861615 |
| Profit Factor | 1.1672 | 1.5705 | 0.8774 | 0.9381 | 1.8179 | 0.5709 |
| Total Trades | 267 | 134 | 133 | 267 | 134 | 133 |
| Winning Trades | 147 | 67 | 80 | 124 | 73 | 51 |
| Losing Trades | 120 | 67 | 53 | 143 | 61 | 82 |
| Profitability (%) | 55.0562 | 50 | 60.1504 | 46.4419 | 54.4776 | 38.3459 |
| Ratio Avg Win / Avg Loss | 0.9528 | 1.5705 | 0.5813 | 1.0819 | 1.5191 | 0.9179 |
| Largest Winning Trade | 84314 | 84314 | 37728 | 248074 | 248074 | 194875 |
| Largest Losing Trade | -129929 | -38265 | -129929 | -669938 | -130962 | -669938 |
| Avg Bars in Trades | 26 | 27 | 26 | 26 | 27 | 26 |
| Avg Bars in Winners | 25 | 26 | 23 | 28 | 27 | 30 |
| Avg Bars in Losers | 29 | 28 | 30 | 25 | 26 | 24 |
| Bars Traded | 7189 | 3680 | 3509 | 7189 | 3680 | 3509 |
| Profit Streak | 6.632 | 7.382 | 0 | 0 | 0 | 14.382 |
| Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -77952 | 307681 | -579385 | -578820 | -54758 | -584641 |
{
"trading_pair": "EGLD_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7444,
"evaluation_days": 1861,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1602892800000,
"last_datapoint_time": 1759860000000,
"evaluation_time": 1759871407362,
"expiration_time": 1764683712000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 166,
"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": [
[
214223.9972911039,
305636.5686304711,
-91412.5713393674,
-140027.4967571271,
545161.4291649748,
-685188.9259221025
],
[
214.223997,
305.636569,
-91.412571,
-140.027497,
545.161429,
-685.188926
],
[
0.115112,
0.164232,
-0.04912,
0,
0.100229,
0
],
[
79.858986,
79.858986,
79.858986,
79.858986,
79.858986,
79.858986
],
[
-180612,
-176176,
-180829,
-971027,
-338268,
-861615
],
[
1.167218,
1.570507,
0.87736,
0.93813,
1.817944,
0.570883
],
[
267,
134,
133,
267,
134,
133
],
[
147,
67,
80,
124,
73,
51
],
[
120,
67,
53,
143,
61,
82
],
[
55.05618,
50,
60.150376,
46.441948,
54.477612,
38.345865
],
[
0.952831,
1.570507,
0.581251,
1.081875,
1.519104,
0.917891
],
[
84314,
84314,
37728,
248074,
248074,
194875
],
[
-129929,
-38265,
-129929,
-669938,
-130962,
-669938
],
[
26,
27,
26,
26,
27,
26
],
[
25,
26,
23,
28,
27,
30
],
[
29,
28,
30,
25,
26,
24
],
[
7189,
3680,
3509,
7189,
3680,
3509
],
[
6.63203,
7.38203,
0,
0,
0,
14.38203
],
[
1,
1,
0,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-77952,
307681,
-579385,
-578820,
-54758,
-584641
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7444,
"evaluation_days": 1861,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1602892800000,
"last_datapoint_time": 1759860000000,
"evaluation_time": 1759871407362,
"expiration_time": 1764683712000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 166,
"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) |
|---|