| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 972267.1182 | 757990.2435 | 214276.8747 | 12735303.872 | -35308.8785 | 12770612.7505 |
| Total P&L (%) | 972.2671 | 757.9902 | 214.2769 | 12735.3039 | -35.3089 | 12770.6128 |
| Avg Daily Profit (%) | 0.5217 | 0.4067 | 0.115 | 0.2608 | -0.0234 | 0.261 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -81698 | -72605 | -86764 | -15427834 | -13283598 | -4113323 |
| Profit Factor | 2.3794 | 3.1149 | 1.6185 | 1.235 | 0.9988 | 1.5399 |
| Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
| Winning Trades | 75 | 36 | 39 | 75 | 36 | 39 |
| Losing Trades | 83 | 43 | 40 | 83 | 43 | 40 |
| Profitability (%) | 47.4684 | 45.5696 | 49.3671 | 47.4684 | 45.5696 | 49.3671 |
| Ratio Avg Win / Avg Loss | 2.6332 | 3.7205 | 1.66 | 1.3667 | 1.1931 | 1.5794 |
| Largest Winning Trade | 285336 | 285336 | 64105 | 7389144 | 7389144 | 3987889 |
| Largest Losing Trade | -34328 | -34328 | -25543 | -3621576 | -3621576 | -3446902 |
| Avg Bars in Trades | 137 | 118 | 157 | 137 | 118 | 157 |
| Avg Bars in Winners | 187 | 136 | 234 | 187 | 136 | 234 |
| Avg Bars in Losers | 92 | 102 | 81 | 92 | 102 | 81 |
| Bars Traded | 21749 | 9325 | 12424 | 21749 | 9325 | 12424 |
| Profit Streak | 0.5857 | 0 | 7.7523 | 0.5857 | 0 | 7.7523 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 424690 | -12924 | -62975 | 169977 | -607792 | -15307 |
{
"trading_pair": "EGLD_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22365,
"evaluation_days": 1863.75,
"actual_first_datapoint_time": 1599098400000,
"first_datapoint_time": 1600783200000,
"last_datapoint_time": 1760162400000,
"evaluation_time": 1760169801067,
"expiration_time": 1765959408000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 235,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 58,
"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": [
[
972267.118237779,
757990.2435385003,
214276.8746992783,
12735303.871975852,
-35308.8784770675,
12770612.750452919
],
[
972.267118,
757.990244,
214.276875,
12735.303872,
-35.308878,
12770.61275
],
[
0.521672,
0.406702,
0.114971,
0.260824,
-0.023367,
0.260972
],
[
10,
10,
10,
10,
10,
10
],
[
-81698,
-72605,
-86764,
-15427834,
-13283598,
-4113323
],
[
2.379374,
3.11487,
1.618491,
1.234975,
0.998844,
1.539887
],
[
158,
79,
79,
158,
79,
79
],
[
75,
36,
39,
75,
36,
39
],
[
83,
43,
40,
83,
43,
40
],
[
47.468354,
45.56962,
49.367089,
47.468354,
45.56962,
49.367089
],
[
2.633174,
3.720539,
1.659991,
1.366705,
1.193064,
1.579371
],
[
285336,
285336,
64105,
7389144,
7389144,
3987889
],
[
-34328,
-34328,
-25543,
-3621576,
-3621576,
-3446902
],
[
137,
118,
157,
137,
118,
157
],
[
187,
136,
234,
187,
136,
234
],
[
92,
102,
81,
92,
102,
81
],
[
21749,
9325,
12424,
21749,
9325,
12424
],
[
0.58566,
0,
7.752327,
0.58566,
0,
7.752327
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
424690,
-12924,
-62975,
169977,
-607792,
-15307
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22365,
"evaluation_days": 1863.75,
"actual_first_datapoint_time": 1599098400000,
"first_datapoint_time": 1600783200000,
"last_datapoint_time": 1760162400000,
"evaluation_time": 1760169801067,
"expiration_time": 1765959408000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 235,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 58,
"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) |
|---|