| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 167687.4808 | 130884.9649 | 36802.5159 | 93403.1504 | 104137.346 | -10734.1956 |
| Total P&L (%) | 167.6875 | 130.885 | 36.8025 | 93.4032 | 104.1373 | -10.7342 |
| Avg Daily Profit (%) | 0.1823 | 0.1423 | 0.04 | 0.0717 | 0.0776 | -0.0123 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -73997 | -65451 | -43730 | -121691 | -89688 | -72413 |
| Profit Factor | 1.4471 | 1.6879 | 1.1992 | 1.2104 | 1.4658 | 0.9513 |
| Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
| Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
| Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
| Profitability (%) | 45 | 40 | 50 | 45 | 40 | 50 |
| Ratio Avg Win / Avg Loss | 1.7687 | 2.5319 | 1.1992 | 1.4794 | 2.1988 | 0.9513 |
| Largest Winning Trade | 111143 | 111143 | 27679 | 89438 | 89438 | 35772 |
| Largest Losing Trade | -31586 | -31586 | -25925 | -48902 | -48902 | -39436 |
| Avg Bars in Trades | 211 | 213 | 210 | 211 | 213 | 210 |
| Avg Bars in Winners | 289 | 296 | 284 | 289 | 296 | 284 |
| Avg Bars in Losers | 148 | 158 | 135 | 148 | 158 | 135 |
| Bars Traded | 21188 | 10680 | 10508 | 21188 | 10680 | 10508 |
| Profit Streak | 224.9907 | 224.9907 | 226.9907 | 224.9907 | 224.9907 | 226.9907 |
| Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 335318 | -182524 | -322134 | -97897 | -269731 | -759477 |
{
"trading_pair": "EOS_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 22082,
"evaluation_days": 920.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669597200000,
"last_datapoint_time": 1748224800000,
"evaluation_time": 1759949193363,
"expiration_time": 1753948454400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 242,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 151,
"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": [
[
167687.4807747981,
130884.964890196,
36802.5158846021,
93403.1504240681,
104137.3460013667,
-10734.1955772986
],
[
167.687481,
130.884965,
36.802516,
93.40315,
104.137346,
-10.734196
],
[
0.182253,
0.142254,
0.039999,
0.071716,
0.077591,
-0.012341
],
[
10,
10,
10,
10,
10,
10
],
[
-73997,
-65451,
-43730,
-121691,
-89688,
-72413
],
[
1.447103,
1.687921,
1.199157,
1.210412,
1.465834,
0.951287
],
[
100,
50,
50,
100,
50,
50
],
[
45,
20,
25,
45,
20,
25
],
[
55,
30,
25,
55,
30,
25
],
[
45,
40,
50,
45,
40,
50
],
[
1.768682,
2.531881,
1.199157,
1.479392,
2.19875,
0.951287
],
[
111143,
111143,
27679,
89438,
89438,
35772
],
[
-31586,
-31586,
-25925,
-48902,
-48902,
-39436
],
[
211,
213,
210,
211,
213,
210
],
[
289,
296,
284,
289,
296,
284
],
[
148,
158,
135,
148,
158,
135
],
[
21188,
10680,
10508,
21188,
10680,
10508
],
[
224.990664,
224.990664,
226.990664,
224.990664,
224.990664,
226.990664
],
[
6,
3,
3,
6,
3,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
335318,
-182524,
-322134,
-97897,
-269731,
-759477
]
]
}
{
"trading_pair": "EOS_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 22082,
"evaluation_days": 920.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669597200000,
"last_datapoint_time": 1748224800000,
"evaluation_time": 1759949193363,
"expiration_time": 1753948454400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 242,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 151,
"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) |
|---|