| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 622219.7772 | 531310.9557 | 90908.8214 | 847648.2766 | 38014.8146 | 809633.4621 |
| Total P&L (%) | 622.2198 | 531.311 | 90.9088 | 847.6483 | 38.0148 | 809.6335 |
| Avg Daily Profit (%) | 0.3368 | 0.2876 | 0.0492 | 0.1218 | 0.0174 | 0.1196 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -70623 | -69089 | -105616 | -1559110 | -1412510 | -836747 |
| Profit Factor | 1.69 | 2.2361 | 1.1927 | 1.0713 | 1.0064 | 1.137 |
| Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
| Winning Trades | 84 | 36 | 48 | 84 | 36 | 48 |
| Losing Trades | 129 | 71 | 58 | 129 | 71 | 58 |
| Profitability (%) | 39.4366 | 33.6449 | 45.283 | 39.4366 | 33.6449 | 45.283 |
| Ratio Avg Win / Avg Loss | 2.5954 | 4.4101 | 1.4411 | 1.6452 | 1.9848 | 1.3739 |
| Largest Winning Trade | 271790 | 271790 | 39920 | 1041426 | 1041426 | 534696 |
| Largest Losing Trade | -24035 | -22381 | -24035 | -375042 | -232117 | -375042 |
| Avg Bars in Trades | 51 | 46 | 56 | 51 | 46 | 56 |
| Avg Bars in Winners | 83 | 80 | 86 | 83 | 80 | 86 |
| Avg Bars in Losers | 30 | 29 | 30 | 30 | 29 | 30 |
| Bars Traded | 10921 | 4981 | 5940 | 10921 | 4981 | 5940 |
| Profit Streak | 0 | 0 | 33.6181 | 0 | 0 | 33.6181 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 338962 | 230841 | -136923 | -174016 | -391009 | -103913 |
{
"trading_pair": "EGLD_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11086,
"evaluation_days": 1847.67,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1600200000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758912600833,
"expiration_time": 1763504352000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 78,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 13,
"offset": 0,
"a": 0.70805
}
}
}
{
"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": [
[
622219.7771627766,
531310.9557490156,
90908.8214137606,
847648.2766395384,
38014.8145647844,
809633.4620747528
],
[
622.219777,
531.310956,
90.908821,
847.648277,
38.014815,
809.633462
],
[
0.336759,
0.287557,
0.049202,
0.121785,
0.017439,
0.119566
],
[
10,
10,
10,
10,
10,
10
],
[
-70623,
-69089,
-105616,
-1559110,
-1412510,
-836747
],
[
1.690043,
2.236082,
1.192654,
1.071275,
1.006354,
1.136995
],
[
213,
107,
106,
213,
107,
106
],
[
84,
36,
48,
84,
36,
48
],
[
129,
71,
58,
129,
71,
58
],
[
39.43662,
33.64486,
45.283019,
39.43662,
33.64486,
45.283019
],
[
2.595423,
4.410051,
1.441123,
1.645173,
1.984754,
1.373869
],
[
271790,
271790,
39920,
1041426,
1041426,
534696
],
[
-24035,
-22381,
-24035,
-375042,
-232117,
-375042
],
[
51,
46,
56,
51,
46,
56
],
[
83,
80,
86,
83,
80,
86
],
[
30,
29,
30,
30,
29,
30
],
[
10921,
4981,
5940,
10921,
4981,
5940
],
[
0,
0,
33.618065,
0,
0,
33.618065
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
338962,
230841,
-136923,
-174016,
-391009,
-103913
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11086,
"evaluation_days": 1847.67,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1600200000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758912600833,
"expiration_time": 1763504352000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 78,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 13,
"offset": 0,
"a": 0.70805
}
}
}
| # | 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) |
|---|