| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1441072.1686 | 1420763.4758 | 20308.6928 | 347524.6987 | 488832.6316 | -141307.933 |
| Total P&L (%) | 1441.0722 | 1420.7635 | 20.3087 | 347.5247 | 488.8326 | -141.3079 |
| Avg Daily Profit (%) | 0.7798 | 0.7688 | 0.011 | 0.0811 | 0.096 | 0 |
| Buy And Hold Return (%) | 69.0391 | 69.0391 | 69.0391 | 69.0391 | 69.0391 | 69.0391 |
| Max Trade Drawdown | -85983 | -120520 | -93407 | -687641 | -975035 | -582006 |
| Profit Factor | 3.3957 | 5.8812 | 1.0654 | 1.0865 | 1.232 | 0.926 |
| Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
| Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
| Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
| Profitability (%) | 37.3626 | 36.9565 | 37.7778 | 37.3626 | 36.9565 | 37.7778 |
| Ratio Avg Win / Avg Loss | 5.6928 | 10.0327 | 1.7548 | 1.8216 | 2.1016 | 1.5251 |
| Largest Winning Trade | 1365322 | 1365322 | 66204 | 866633 | 866633 | 282648 |
| Largest Losing Trade | -35898 | -31051 | -35898 | -317771 | -317771 | -283543 |
| Avg Bars in Trades | 38 | 28 | 49 | 38 | 28 | 49 |
| Avg Bars in Winners | 63 | 43 | 83 | 63 | 43 | 83 |
| Avg Bars in Losers | 23 | 19 | 28 | 23 | 19 | 28 |
| Bars Traded | 3510 | 1300 | 2210 | 3510 | 1300 | 2210 |
| Profit Streak | 41.5976 | 54.0976 | 0 | 41.5976 | 54.0976 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 553154 | 618549 | -496075 | -214294 | -68204 | -582687 |
{
"trading_pair": "EGLD_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3696,
"evaluation_days": 1848,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1602633600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758853230526,
"expiration_time": 1763505216000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 83,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"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": [
[
1441072.1685977601,
1420763.4757676863,
20308.6928300735,
347524.6986658265,
488832.6316362929,
-141307.9329704667
],
[
1441.072169,
1420.763476,
20.308693,
347.524699,
488.832632,
-141.307933
],
[
0.779801,
0.768811,
0.01099,
0.081124,
0.095986,
0
],
[
69.039146,
69.039146,
69.039146,
69.039146,
69.039146,
69.039146
],
[
-85983,
-120520,
-93407,
-687641,
-975035,
-582006
],
[
3.395726,
5.881226,
1.065417,
1.086541,
1.231972,
0.925957
],
[
91,
46,
45,
91,
46,
45
],
[
34,
17,
17,
34,
17,
17
],
[
57,
29,
28,
57,
29,
28
],
[
37.362637,
36.956522,
37.777778,
37.362637,
36.956522,
37.777778
],
[
5.692834,
10.03268,
1.754804,
1.821553,
2.101599,
1.525105
],
[
1365322,
1365322,
66204,
866633,
866633,
282648
],
[
-35898,
-31051,
-35898,
-317771,
-317771,
-283543
],
[
38,
28,
49,
38,
28,
49
],
[
63,
43,
83,
63,
43,
83
],
[
23,
19,
28,
23,
19,
28
],
[
3510,
1300,
2210,
3510,
1300,
2210
],
[
41.597575,
54.097575,
0,
41.597576,
54.097576,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
553154,
618549,
-496075,
-214294,
-68204,
-582687
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3696,
"evaluation_days": 1848,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1602633600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758853230526,
"expiration_time": 1763505216000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 83,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"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) |
|---|