| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1352443.9626 | 1276638.5161 | 75805.4464 | 954574.9789 | -86084.2365 | 1040659.2154 |
| Total P&L (%) | 1352.444 | 1276.6385 | 75.8054 | 954.575 | -86.0842 | 1040.6592 |
| Avg Daily Profit (%) | 0.7302 | 0.6892 | 0.0409 | 0.1273 | -0.1064 | 0.1315 |
| Buy And Hold Return (%) | 68.7983 | 68.7983 | 68.7983 | 68.7983 | 68.7983 | 68.7983 |
| Max Trade Drawdown | -127873 | -92221 | -63624 | -1976626 | -1639003 | -974158 |
| Profit Factor | 3.1353 | 5.0879 | 1.2361 | 1.1244 | 0.9779 | 1.2758 |
| Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
| Winning Trades | 56 | 21 | 35 | 56 | 21 | 35 |
| Losing Trades | 81 | 48 | 33 | 81 | 48 | 33 |
| Profitability (%) | 40.8759 | 30.4348 | 51.4706 | 40.8759 | 30.4348 | 51.4706 |
| Ratio Avg Win / Avg Loss | 4.535 | 11.6295 | 1.1655 | 1.6264 | 2.2353 | 1.2029 |
| Largest Winning Trade | 1155110 | 1155110 | 66847 | 1044558 | 904331 | 1044558 |
| Largest Losing Trade | -31019 | -18454 | -31019 | -477247 | -327845 | -477247 |
| Avg Bars in Trades | 52 | 41 | 62 | 52 | 41 | 62 |
| Avg Bars in Winners | 87 | 83 | 89 | 87 | 83 | 89 |
| Avg Bars in Losers | 28 | 23 | 34 | 28 | 23 | 34 |
| Bars Traded | 7162 | 2892 | 4270 | 7162 | 2892 | 4270 |
| Profit Streak | 0 | 0 | 46.5774 | 0 | 0 | 46.5774 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 553492 | -89488 | -380207 | -108472 | -687567 | -124686 |
{
"trading_pair": "EGLD_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7409,
"evaluation_days": 1852.25,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1602417600000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759110691565,
"expiration_time": 1763905032000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 155,
"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": [
[
1352443.962565096,
1276638.5161273922,
75805.4464377041,
954574.978887704,
-86084.2365089741,
1040659.2153966785
],
[
1352.443963,
1276.638516,
75.805446,
954.574979,
-86.084237,
1040.659215
],
[
0.730163,
0.689237,
0.040926,
0.127263,
-0.106416,
0.131504
],
[
68.798278,
68.798278,
68.798278,
68.798278,
68.798278,
68.798278
],
[
-127873,
-92221,
-63624,
-1976626,
-1639003,
-974158
],
[
3.135307,
5.087916,
1.236098,
1.124395,
0.977927,
1.275764
],
[
137,
69,
68,
137,
69,
68
],
[
56,
21,
35,
56,
21,
35
],
[
81,
48,
33,
81,
48,
33
],
[
40.875912,
30.434783,
51.470588,
40.875912,
30.434783,
51.470588
],
[
4.534998,
11.629523,
1.165464,
1.626357,
2.235262,
1.202864
],
[
1155110,
1155110,
66847,
1044558,
904331,
1044558
],
[
-31019,
-18454,
-31019,
-477247,
-327845,
-477247
],
[
52,
41,
62,
52,
41,
62
],
[
87,
83,
89,
87,
83,
89
],
[
28,
23,
34,
28,
23,
34
],
[
7162,
2892,
4270,
7162,
2892,
4270
],
[
0,
0,
46.577449,
0,
0,
46.577449
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
553492,
-89488,
-380207,
-108472,
-687567,
-124686
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7409,
"evaluation_days": 1852.25,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1602417600000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759110691565,
"expiration_time": 1763905032000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 155,
"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) |
|---|