| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1899122.8155 | 1798510.6596 | 100612.156 | 1647972.7193 | -2001122.7323 | 3649095.4516 |
| Total P&L (%) | 1899.1228 | 1798.5107 | 100.6122 | 1647.9727 | -2001.1227 | 3649.0955 |
| Avg Daily Profit (%) | 1.0282 | 0.9737 | 0.0545 | 0.155 | 0 | 0.1964 |
| Buy And Hold Return (%) | 10.4651 | 10.4651 | 10.4651 | 10.4651 | 10.4651 | 10.4651 |
| Max Trade Drawdown | -100282 | -102566 | -31478 | -5798941 | -6082630 | -1953726 |
| Profit Factor | 5.6536 | 8.1617 | 1.6409 | 1.1084 | 0.7983 | 1.6904 |
| Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
| Winning Trades | 20 | 9 | 11 | 20 | 9 | 11 |
| Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
| Profitability (%) | 32.7869 | 29.0323 | 36.6667 | 32.7869 | 29.0323 | 36.6667 |
| Ratio Avg Win / Avg Loss | 11.5898 | 19.9509 | 2.8344 | 2.2722 | 1.9513 | 2.9197 |
| Largest Winning Trade | 1675680 | 1675680 | 62404 | 3156832 | 3156832 | 2899920 |
| Largest Losing Trade | -24024 | -24024 | -22158 | -1399776 | -1399776 | -832452 |
| Avg Bars in Trades | 351 | 298 | 406 | 351 | 298 | 406 |
| Avg Bars in Winners | 745 | 700 | 781 | 745 | 700 | 781 |
| Avg Bars in Losers | 159 | 134 | 188 | 159 | 134 | 188 |
| Bars Traded | 21457 | 9268 | 12189 | 21457 | 9268 | 12189 |
| 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 | -151333 | 351434 | -122303 | -265517 | -590083 | 215171 |
{
"trading_pair": "EGLD_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22165,
"evaluation_days": 1847.08,
"actual_first_datapoint_time": 1599098400000,
"first_datapoint_time": 1600531200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758880583725,
"expiration_time": 1764467568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 200,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 79,
"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": [
[
1899122.8155112674,
1798510.6595577127,
100612.1559535551,
1647972.7192762243,
-2001122.7323211746,
3649095.4515973986
],
[
1899.122816,
1798.51066,
100.612156,
1647.972719,
-2001.122732,
3649.095452
],
[
1.028176,
0.973705,
0.054471,
0.155015,
0,
0.1964
],
[
10.465116,
10.465116,
10.465116,
10.465116,
10.465116,
10.465116
],
[
-100282,
-102566,
-31478,
-5798941,
-6082630,
-1953726
],
[
5.653551,
8.161748,
1.640946,
1.108379,
0.798273,
1.690377
],
[
61,
31,
30,
61,
31,
30
],
[
20,
9,
11,
20,
9,
11
],
[
41,
22,
19,
41,
22,
19
],
[
32.786885,
29.032258,
36.666667,
32.786885,
29.032258,
36.666667
],
[
11.58978,
19.95094,
2.834361,
2.272177,
1.951335,
2.919741
],
[
1675680,
1675680,
62404,
3156832,
3156832,
2899920
],
[
-24024,
-24024,
-22158,
-1399776,
-1399776,
-832452
],
[
351,
298,
406,
351,
298,
406
],
[
745,
700,
781,
745,
700,
781
],
[
159,
134,
188,
159,
134,
188
],
[
21457,
9268,
12189,
21457,
9268,
12189
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-151333,
351434,
-122303,
-265517,
-590083,
215171
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22165,
"evaluation_days": 1847.08,
"actual_first_datapoint_time": 1599098400000,
"first_datapoint_time": 1600531200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758880583725,
"expiration_time": 1764467568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 200,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 79,
"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) |
|---|