| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1469981.5955 | 1362644.2077 | 107337.3878 | 1385151.0007 | 444530.8041 | 940620.1966 |
| Total P&L (%) | 1469.9816 | 1362.6442 | 107.3374 | 1385.151 | 444.5308 | 940.6202 |
| Avg Daily Profit (%) | 0.7897 | 0.732 | 0.0577 | 0.145 | 0.0911 | 0.1259 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -101954 | -107185 | -60664 | -2140286 | -2448051 | -1374576 |
| Profit Factor | 3.8645 | 6.042 | 1.4419 | 1.149 | 1.0907 | 1.2139 |
| Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
| Winning Trades | 32 | 9 | 23 | 32 | 9 | 23 |
| Losing Trades | 67 | 40 | 27 | 67 | 40 | 27 |
| Profitability (%) | 32.3232 | 18.3673 | 46 | 32.3232 | 18.3673 | 46 |
| Ratio Avg Win / Avg Loss | 8.0912 | 26.8532 | 1.6926 | 2.4057 | 4.8477 | 1.425 |
| Largest Winning Trade | 1281194 | 1281194 | 62189 | 1682764 | 1682764 | 1189466 |
| Largest Losing Trade | -24670 | -16583 | -24670 | -729621 | -350538 | -729621 |
| Avg Bars in Trades | 37 | 32 | 41 | 37 | 32 | 41 |
| Avg Bars in Winners | 74 | 91 | 68 | 74 | 91 | 68 |
| Avg Bars in Losers | 19 | 19 | 19 | 19 | 19 | 19 |
| Bars Traded | 3682 | 1593 | 2089 | 3682 | 1593 | 2089 |
| Profit Streak | 43.4858 | 0 | 45.4858 | 43.4858 | 0 | 45.4858 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 503363 | -38115 | -294916 | -60597 | -250210 | -206002 |
{
"trading_pair": "EGLD_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3723,
"evaluation_days": 1861.5,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1599868800000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759923572887,
"expiration_time": 1764706608000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 153,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 16,
"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": [
[
1469981.5955215427,
1362644.2077484292,
107337.3877731134,
1385151.0007232537,
444530.8041347358,
940620.1965885172
],
[
1469.981596,
1362.644208,
107.337388,
1385.151001,
444.530804,
940.620197
],
[
0.789676,
0.732014,
0.057662,
0.145047,
0.091084,
0.125913
],
[
10,
10,
10,
10,
10,
10
],
[
-101954,
-107185,
-60664,
-2140286,
-2448051,
-1374576
],
[
3.864472,
6.041979,
1.441868,
1.148973,
1.090723,
1.213867
],
[
99,
49,
50,
99,
49,
50
],
[
32,
9,
23,
32,
9,
23
],
[
67,
40,
27,
67,
40,
27
],
[
32.323232,
18.367347,
46,
32.323232,
18.367347,
46
],
[
8.091238,
26.853242,
1.692628,
2.405662,
4.847658,
1.424975
],
[
1281194,
1281194,
62189,
1682764,
1682764,
1189466
],
[
-24670,
-16583,
-24670,
-729621,
-350538,
-729621
],
[
37,
32,
41,
37,
32,
41
],
[
74,
91,
68,
74,
91,
68
],
[
19,
19,
19,
19,
19,
19
],
[
3682,
1593,
2089,
3682,
1593,
2089
],
[
43.485797,
0,
45.485797,
43.485797,
0,
45.485797
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
503363,
-38115,
-294916,
-60597,
-250210,
-206002
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3723,
"evaluation_days": 1861.5,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1599868800000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759923572887,
"expiration_time": 1764706608000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 153,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 16,
"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) |
|---|