| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1112951.5834 | 1043587.4603 | 69364.1231 | 321852.8471 | 211353.2595 | 110499.5877 |
| Total P&L (%) | 1112.9516 | 1043.5875 | 69.3641 | 321.8528 | 211.3533 | 110.4996 |
| Avg Daily Profit (%) | 0.5968 | 0.5596 | 0.0372 | 0.0772 | 0.0609 | 0.0399 |
| Buy And Hold Return (%) | 34.0234 | 34.0234 | 34.0234 | 34.0234 | 34.0234 | 34.0234 |
| Max Trade Drawdown | -138404 | -129177 | -40521 | -3229603 | -2556949 | -971463 |
| Profit Factor | 2.9336 | 4.2249 | 1.2753 | 1.0304 | 1.035 | 1.0242 |
| Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
| Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
| Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
| Profitability (%) | 41.5385 | 42.4242 | 40.625 | 41.5385 | 42.4242 | 40.625 |
| Ratio Avg Win / Avg Loss | 4.1288 | 5.7337 | 1.8639 | 1.4501 | 1.4046 | 1.4969 |
| Largest Winning Trade | 1019928 | 1019928 | 61934 | 1377446 | 1377446 | 853803 |
| Largest Losing Trade | -38948 | -36381 | -38948 | -986057 | -986057 | -671926 |
| Avg Bars in Trades | 54 | 55 | 53 | 54 | 55 | 53 |
| Avg Bars in Winners | 74 | 75 | 73 | 74 | 75 | 73 |
| Avg Bars in Losers | 40 | 41 | 39 | 40 | 41 | 39 |
| Bars Traded | 3546 | 1837 | 1709 | 3546 | 1837 | 1709 |
| 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 | -122537 | 553194 | -152480 | -416563 | -297108 | -340055 |
{
"trading_pair": "EGLD_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3730,
"evaluation_days": 1865,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1604361600000,
"last_datapoint_time": 1760184000000,
"evaluation_time": 1760209252919,
"expiration_time": 1765018080000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 123,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 87,
"offset": 0,
"multiplier": 3.22388
}
}
} {
"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": [
[
1112951.5834301512,
1043587.4602949545,
69364.1231351961,
321852.847113374,
211353.2594523514,
110499.5876610236
],
[
1112.951583,
1043.58746,
69.364123,
321.852847,
211.353259,
110.499588
],
[
0.596757,
0.559564,
0.037193,
0.077214,
0.060917,
0.039918
],
[
34.023427,
34.023427,
34.023427,
34.023427,
34.023427,
34.023427
],
[
-138404,
-129177,
-40521,
-3229603,
-2556949,
-971463
],
[
2.933604,
4.224855,
1.27528,
1.030351,
1.034999,
1.024203
],
[
65,
33,
32,
65,
33,
32
],
[
27,
14,
13,
27,
14,
13
],
[
38,
19,
19,
38,
19,
19
],
[
41.538462,
42.424242,
40.625,
41.538462,
42.424242,
40.625
],
[
4.128776,
5.733732,
1.863871,
1.450123,
1.404642,
1.496911
],
[
1019928,
1019928,
61934,
1377446,
1377446,
853803
],
[
-38948,
-36381,
-38948,
-986057,
-986057,
-671926
],
[
54,
55,
53,
54,
55,
53
],
[
74,
75,
73,
74,
75,
73
],
[
40,
41,
39,
40,
41,
39
],
[
3546,
1837,
1709,
3546,
1837,
1709
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-122537,
553194,
-152480,
-416563,
-297108,
-340055
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3730,
"evaluation_days": 1865,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1604361600000,
"last_datapoint_time": 1760184000000,
"evaluation_time": 1760209252919,
"expiration_time": 1765018080000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 123,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 87,
"offset": 0,
"multiplier": 3.22388
}
}
}
| # | 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) |
|---|