| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 694344.5652 | 486974.607 | 207369.9582 | 6780480.3495 | -2411270.5887 | 9191750.9382 |
| Total P&L (%) | 694.3446 | 486.9746 | 207.37 | 6780.4803 | -2411.2706 | 9191.7509 |
| Avg Daily Profit (%) | 0.373 | 0.2616 | 0.1114 | 0.2276 | 0 | 0.2437 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -134384 | -115032 | -113284 | -19175095 | -15916612 | -5801149 |
| Profit Factor | 1.6017 | 1.8942 | 1.3403 | 1.0729 | 0.9533 | 1.2221 |
| Total Trades | 323 | 162 | 161 | 323 | 162 | 161 |
| Winning Trades | 159 | 79 | 80 | 159 | 79 | 80 |
| Losing Trades | 164 | 83 | 81 | 164 | 83 | 81 |
| Profitability (%) | 49.226 | 48.7654 | 49.6894 | 49.226 | 48.7654 | 49.6894 |
| Ratio Avg Win / Avg Loss | 1.6521 | 1.9901 | 1.3571 | 1.1067 | 1.0015 | 1.2374 |
| Largest Winning Trade | 87117 | 87117 | 45428 | 5354957 | 5354957 | 4011720 |
| Largest Losing Trade | -36099 | -21681 | -36099 | -5380035 | -5380035 | -2237861 |
| Avg Bars in Trades | 22 | 22 | 23 | 22 | 22 | 23 |
| Avg Bars in Winners | 28 | 27 | 29 | 28 | 27 | 29 |
| Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
| Bars Traded | 7407 | 3620 | 3788 | 7407 | 3620 | 3788 |
| Profit Streak | 9.9353 | 15.9353 | 0 | 9.9353 | 15.9353 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 535594 | 446862 | -43498 | -129714 | -578442 | 304724 |
{
"trading_pair": "EGLD_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7446,
"evaluation_days": 1861.5,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1599501600000,
"last_datapoint_time": 1759903200000,
"evaluation_time": 1759919206084,
"expiration_time": 1764728208000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 20,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.16435
}
}
} {
"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": [
[
694344.5652071838,
486974.6070205551,
207369.9581866293,
6780480.34948099,
-2411270.5887047914,
9191750.938185785
],
[
694.344565,
486.974607,
207.369958,
6780.480349,
-2411.270589,
9191.750938
],
[
0.373003,
0.261603,
0.111399,
0.227563,
0,
0.243741
],
[
10,
10,
10,
10,
10,
10
],
[
-134384,
-115032,
-113284,
-19175095,
-15916612,
-5801149
],
[
1.601723,
1.894162,
1.340335,
1.072918,
0.953278,
1.222135
],
[
323,
162,
161,
323,
162,
161
],
[
159,
79,
80,
159,
79,
80
],
[
164,
83,
81,
164,
83,
81
],
[
49.226006,
48.765432,
49.689441,
49.226006,
48.765432,
49.689441
],
[
1.652092,
1.990069,
1.357089,
1.106658,
1.001545,
1.237411
],
[
87117,
87117,
45428,
5354957,
5354957,
4011720
],
[
-36099,
-21681,
-36099,
-5380035,
-5380035,
-2237861
],
[
22,
22,
23,
22,
22,
23
],
[
28,
27,
29,
28,
27,
29
],
[
17,
17,
17,
17,
17,
17
],
[
7407,
3620,
3788,
7407,
3620,
3788
],
[
9.935255,
15.935255,
0,
9.935256,
15.935256,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
535594,
446862,
-43498,
-129714,
-578442,
304724
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7446,
"evaluation_days": 1861.5,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1599501600000,
"last_datapoint_time": 1759903200000,
"evaluation_time": 1759919206084,
"expiration_time": 1764728208000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 20,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.16435
}
}
}
| # | 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) |
|---|