| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1436317.5521 | 1398099.2411 | 38218.311 | 247656.9548 | 548877.9321 | -301220.9773 |
| Total P&L (%) | 1436.3176 | 1398.0992 | 38.2183 | 247.657 | 548.8779 | -301.221 |
| Avg Daily Profit (%) | 0.7754 | 0.7548 | 0.0206 | 0.0673 | 0.101 | 0 |
| Buy And Hold Return (%) | 81.7067 | 81.7067 | 81.7067 | 81.7067 | 81.7067 | 81.7067 |
| Max Trade Drawdown | -106329 | -96688 | -62767 | -1181157 | -872046 | -668471 |
| Profit Factor | 4.1847 | 6.4503 | 1.1965 | 1.0586 | 1.243 | 0.8468 |
| Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
| Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
| Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
| Profitability (%) | 38.0282 | 30.5556 | 45.7143 | 38.0282 | 30.5556 | 45.7143 |
| Ratio Avg Win / Avg Loss | 6.8195 | 14.6598 | 1.4209 | 1.7252 | 2.825 | 1.0056 |
| Largest Winning Trade | 1408655 | 1408655 | 55158 | 1408655 | 1408655 | 480150 |
| Largest Losing Trade | -50681 | -50681 | -30716 | -543446 | -543446 | -392186 |
| Avg Bars in Trades | 97 | 68 | 128 | 97 | 68 | 128 |
| Avg Bars in Winners | 172 | 117 | 211 | 172 | 117 | 211 |
| Avg Bars in Losers | 51 | 46 | 58 | 51 | 46 | 58 |
| Bars Traded | 6947 | 2453 | 4494 | 6947 | 2453 | 4494 |
| Profit Streak | 0 | 0 | 47.3275 | 0 | 0 | 47.3275 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -75780 | 494790 | -336560 | -357033 | -64611 | -580227 |
{
"trading_pair": "EGLD_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7409,
"evaluation_days": 1852.25,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1604145600000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759110694528,
"expiration_time": 1763905032000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 234
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 42,
"offset": 0,
"std": 1.44294
}
}
} {
"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": [
[
1436317.5520975122,
1398099.2411349125,
38218.3109626,
247656.9547684185,
548877.9320970834,
-301220.9773286651
],
[
1436.317552,
1398.099241,
38.218311,
247.656955,
548.877932,
-301.220977
],
[
0.775445,
0.754811,
0.020633,
0.067295,
0.101013,
0
],
[
81.706652,
81.706652,
81.706652,
81.706652,
81.706652,
81.706652
],
[
-106329,
-96688,
-62767,
-1181157,
-872046,
-668471
],
[
4.184691,
6.450309,
1.196506,
1.058617,
1.242993,
0.846798
],
[
71,
36,
35,
71,
36,
35
],
[
27,
11,
16,
27,
11,
16
],
[
44,
25,
19,
44,
25,
19
],
[
38.028169,
30.555556,
45.714286,
38.028169,
30.555556,
45.714286
],
[
6.819496,
14.659794,
1.420851,
1.725154,
2.824984,
1.005573
],
[
1408655,
1408655,
55158,
1408655,
1408655,
480150
],
[
-50681,
-50681,
-30716,
-543446,
-543446,
-392186
],
[
97,
68,
128,
97,
68,
128
],
[
172,
117,
211,
172,
117,
211
],
[
51,
46,
58,
51,
46,
58
],
[
6947,
2453,
4494,
6947,
2453,
4494
],
[
0,
0,
47.327483,
0,
0,
47.327483
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-75780,
494790,
-336560,
-357033,
-64611,
-580227
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7409,
"evaluation_days": 1852.25,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1604145600000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759110694528,
"expiration_time": 1763905032000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 234
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 42,
"offset": 0,
"std": 1.44294
}
}
}
| # | 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) |
|---|