| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 573344.5305 | 351200.9416 | 222143.5889 | 1743365.9243 | 1785592.8739 | -42226.9496 |
| Total P&L (%) | 573.3445 | 351.2009 | 222.1436 | 1743.3659 | 1785.5929 | -42.227 |
| Avg Daily Profit (%) | 0.2411 | 0.1477 | 0.0934 | 0.1226 | 0.1236 | -0.0231 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -80897 | -89998 | -91301 | -2105897 | -801533 | -2580808 |
| Profit Factor | 1.5353 | 1.6587 | 1.413 | 1.1602 | 1.3731 | 0.9931 |
| Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
| Winning Trades | 122 | 62 | 60 | 122 | 62 | 60 |
| Losing Trades | 120 | 59 | 61 | 120 | 59 | 61 |
| Profitability (%) | 50.4132 | 51.2397 | 49.5868 | 50.4132 | 51.2397 | 49.5868 |
| Ratio Avg Win / Avg Loss | 1.5101 | 1.5784 | 1.4366 | 1.1412 | 1.3067 | 1.0096 |
| Largest Winning Trade | 63453 | 63453 | 51637 | 907199 | 907199 | 359827 |
| Largest Losing Trade | -57963 | -31477 | -57963 | -1734509 | -444672 | -1734509 |
| Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
| Avg Bars in Winners | 18 | 18 | 18 | 18 | 18 | 18 |
| Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
| Bars Traded | 4531 | 2264 | 2267 | 4531 | 2264 | 2267 |
| Profit Streak | 155.8873 | 202.3873 | 155.8873 | 155.8873 | 202.3873 | 155.8873 |
| Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 489006 | 315943 | -67042 | -70653 | -25559 | -578650 |
{
"trading_pair": "EOS_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4757,
"evaluation_days": 2378.5,
"actual_first_datapoint_time": 1542758400000,
"first_datapoint_time": 1551830400000,
"last_datapoint_time": 1748217600000,
"evaluation_time": 1759699062961,
"expiration_time": 1754382672000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 100,
"offset": 111
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.06837,
"nb": 0.1,
"nc": 0.88492
}
}
} {
"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": [
[
573344.5305398484,
351200.941614834,
222143.5889250148,
1743365.9242908633,
1785592.8739026925,
-42226.9496118285
],
[
573.344531,
351.200942,
222.143589,
1743.365924,
1785.592874,
-42.22695
],
[
0.241053,
0.147656,
0.093397,
0.122597,
0.12355,
-0.023064
],
[
10,
10,
10,
10,
10,
10
],
[
-80897,
-89998,
-91301,
-2105897,
-801533,
-2580808
],
[
1.535314,
1.658666,
1.413026,
1.160217,
1.373121,
0.993073
],
[
242,
121,
121,
242,
121,
121
],
[
122,
62,
60,
122,
62,
60
],
[
120,
59,
61,
120,
59,
61
],
[
50.413223,
51.239669,
49.586777,
50.413223,
51.239669,
49.586777
],
[
1.510144,
1.578408,
1.436576,
1.141197,
1.30668,
1.009624
],
[
63453,
63453,
51637,
907199,
907199,
359827
],
[
-57963,
-31477,
-57963,
-1734509,
-444672,
-1734509
],
[
18,
18,
18,
18,
18,
18
],
[
18,
18,
18,
18,
18,
18
],
[
18,
18,
18,
18,
18,
18
],
[
4531,
2264,
2267,
4531,
2264,
2267
],
[
155.887303,
202.387303,
155.887303,
155.887303,
202.387303,
155.887303
],
[
2,
3,
1,
2,
3,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
489006,
315943,
-67042,
-70653,
-25559,
-578650
]
]
}
{
"trading_pair": "EOS_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4757,
"evaluation_days": 2378.5,
"actual_first_datapoint_time": 1542758400000,
"first_datapoint_time": 1551830400000,
"last_datapoint_time": 1748217600000,
"evaluation_time": 1759699062961,
"expiration_time": 1754382672000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 100,
"offset": 111
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.06837,
"nb": 0.1,
"nc": 0.88492
}
}
}
| # | 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) |
|---|