| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1529511.7398 | 20453.4908 | -1549965.2306 | -194642.7174 | -3694890.0995 | 3500247.3821 |
| Total P&L (%) | -1529.5117 | 20.4535 | -1549.9652 | -194.6427 | -3694.8901 | 3500.2474 |
| Avg Daily Profit (%) | -0.8247 | 0.011 | -0.8357 | 0 | 0 | 0.1934 |
| Buy And Hold Return (%) | 76.0452 | 76.0452 | 76.0452 | 76.0452 | 76.0452 | 76.0452 |
| Max Trade Drawdown | -1671975 | -93448 | -1664579 | -5727561 | -4236064 | -4024295 |
| Profit Factor | 0.2902 | 1.0736 | 0.1741 | 0.9853 | 0.4614 | 1.5464 |
| Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
| Winning Trades | 60 | 27 | 33 | 38 | 19 | 19 |
| Losing Trades | 21 | 13 | 8 | 43 | 21 | 22 |
| Profitability (%) | 74.0741 | 67.5 | 80.4878 | 46.9136 | 47.5 | 46.3415 |
| Ratio Avg Win / Avg Loss | 0.1016 | 0.5169 | 0.0422 | 1.115 | 0.5099 | 1.7906 |
| Largest Winning Trade | 53687 | 53687 | 27464 | 8077350 | 1776969 | 8077350 |
| Largest Losing Trade | -1581534 | -65284 | -1581534 | -2000456 | -1956612 | -2000456 |
| Avg Bars in Trades | 65 | 72 | 58 | 65 | 72 | 58 |
| Avg Bars in Winners | 34 | 38 | 31 | 64 | 71 | 56 |
| Avg Bars in Losers | 153 | 143 | 169 | 66 | 73 | 60 |
| Bars Traded | 5301 | 2893 | 2408 | 5301 | 2893 | 2408 |
| Profit Streak | 83.0902 | 83.0902 | 285.0902 | 0 | 0 | 0 |
| Trades During Streak | 3 | 1 | 5 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -592291 | -482286 | -575413 | -596589 | -581722 | 334632 |
{
"trading_pair": "EGLD_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5564,
"evaluation_days": 1854.67,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1602979200000,
"last_datapoint_time": 1759305600000,
"evaluation_time": 1759313393725,
"expiration_time": 1764112896000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "tema",
"factors": {
"length": 45,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 136,
"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": [
[
-1529511.7397925698,
20453.4908431337,
-1549965.2306357038,
-194642.7174126516,
-3694890.099488637,
3500247.382075987
],
[
-1529.51174,
20.453491,
-1549.965231,
-194.642717,
-3694.890099,
3500.247382
],
[
-0.824681,
0.011028,
-0.835709,
0,
0,
0.193406
],
[
76.045227,
76.045227,
76.045227,
76.045227,
76.045227,
76.045227
],
[
-1671975,
-93448,
-1664579,
-5727561,
-4236064,
-4024295
],
[
0.290156,
1.073575,
0.17411,
0.985327,
0.461377,
1.546443
],
[
81,
40,
41,
81,
40,
41
],
[
60,
27,
33,
38,
19,
19
],
[
21,
13,
8,
43,
21,
22
],
[
74.074074,
67.5,
80.487805,
46.91358,
47.5,
46.341463
],
[
0.101555,
0.516906,
0.042208,
1.114975,
0.509943,
1.790619
],
[
53687,
53687,
27464,
8077350,
1776969,
8077350
],
[
-1581534,
-65284,
-1581534,
-2000456,
-1956612,
-2000456
],
[
65,
72,
58,
65,
72,
58
],
[
34,
38,
31,
64,
71,
56
],
[
153,
143,
169,
66,
73,
60
],
[
5301,
2893,
2408,
5301,
2893,
2408
],
[
83.090205,
83.090205,
285.090205,
0,
0,
0
],
[
3,
1,
5,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-592291,
-482286,
-575413,
-596589,
-581722,
334632
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5564,
"evaluation_days": 1854.67,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1602979200000,
"last_datapoint_time": 1759305600000,
"evaluation_time": 1759313393725,
"expiration_time": 1764112896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 45,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 136,
"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) |
|---|