| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 824135.972 | 628208.8608 | 195927.1112 | 5382800.729 | 1217095.3042 | 4165705.4248 |
| Total P&L (%) | 824.136 | 628.2089 | 195.9271 | 5382.8007 | 1217.0953 | 4165.7054 |
| Avg Daily Profit (%) | 0.4444 | 0.3387 | 0.1056 | 0.2161 | 0.1391 | 0.2026 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -89647 | -86550 | -82414 | -6062228 | -5975048 | -3447328 |
| Profit Factor | 1.6378 | 1.975 | 1.3025 | 1.0833 | 1.0372 | 1.1303 |
| Total Trades | 508 | 254 | 254 | 508 | 254 | 254 |
| Winning Trades | 162 | 75 | 87 | 162 | 75 | 87 |
| Losing Trades | 346 | 179 | 167 | 346 | 179 | 167 |
| Profitability (%) | 31.8898 | 29.5276 | 34.252 | 31.8898 | 29.5276 | 34.252 |
| Ratio Avg Win / Avg Loss | 3.4981 | 4.7136 | 2.5002 | 2.3136 | 2.4756 | 2.1696 |
| Largest Winning Trade | 340865 | 340865 | 44245 | 4063478 | 4063478 | 1793604 |
| Largest Losing Trade | -17705 | -17705 | -15495 | -1107578 | -1107578 | -892511 |
| Avg Bars in Trades | 10 | 10 | 11 | 10 | 10 | 11 |
| Avg Bars in Winners | 22 | 21 | 24 | 22 | 21 | 24 |
| Avg Bars in Losers | 5 | 5 | 5 | 5 | 5 | 5 |
| Bars Traded | 5541 | 2552 | 2989 | 5541 | 2552 | 2989 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 328214 | 149989 | -55815 | -123770 | -194177 | -73138 |
{
"trading_pair": "EGLD_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5564,
"evaluation_days": 1854.67,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1599580800000,
"last_datapoint_time": 1759305600000,
"evaluation_time": 1759316867716,
"expiration_time": 1764112896000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 18,
"offset": 0
}
},
"second_band": {
"type": "hlc3",
"factors": {
"length": 0,
"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": [
[
824135.9720185066,
628208.8608014149,
195927.1112170905,
5382800.728976752,
1217095.3042229014,
4165705.4247538503
],
[
824.135972,
628.208861,
195.927111,
5382.800729,
1217.095304,
4165.705425
],
[
0.444357,
0.338717,
0.10564,
0.216132,
0.139098,
0.202569
],
[
10,
10,
10,
10,
10,
10
],
[
-89647,
-86550,
-82414,
-6062228,
-5975048,
-3447328
],
[
1.637838,
1.974955,
1.302482,
1.083255,
1.037248,
1.130265
],
[
508,
254,
254,
508,
254,
254
],
[
162,
75,
87,
162,
75,
87
],
[
346,
179,
167,
346,
179,
167
],
[
31.889764,
29.527559,
34.251969,
31.889764,
29.527559,
34.251969
],
[
3.498099,
4.71356,
2.500167,
2.313618,
2.475564,
2.169589
],
[
340865,
340865,
44245,
4063478,
4063478,
1793604
],
[
-17705,
-17705,
-15495,
-1107578,
-1107578,
-892511
],
[
10,
10,
11,
10,
10,
11
],
[
22,
21,
24,
22,
21,
24
],
[
5,
5,
5,
5,
5,
5
],
[
5541,
2552,
2989,
5541,
2552,
2989
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
328214,
149989,
-55815,
-123770,
-194177,
-73138
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5564,
"evaluation_days": 1854.67,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1599580800000,
"last_datapoint_time": 1759305600000,
"evaluation_time": 1759316867716,
"expiration_time": 1764112896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 18,
"offset": 0
}
},
"second_band": {
"type": "hlc3",
"factors": {
"length": 0,
"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) |
|---|