| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1424823.9834 | 1307421.7381 | 117402.2454 | 2001291.7537 | 70596.4804 | 1930695.2734 |
| Total P&L (%) | 1424.824 | 1307.4217 | 117.4022 | 2001.2918 | 70.5965 | 1930.6953 |
| Avg Daily Profit (%) | 0.7649 | 0.7019 | 0.063 | 0.1636 | 0.0287 | 0.1618 |
| Buy And Hold Return (%) | 72.5427 | 72.5427 | 72.5427 | 72.5427 | 72.5427 | 72.5427 |
| Max Trade Drawdown | -64517 | -94523 | -34089 | -1942441 | -2466682 | -785985 |
| Profit Factor | 4.4528 | 6.2906 | 1.7092 | 1.2137 | 1.0123 | 1.5301 |
| Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
| Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
| Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
| Profitability (%) | 43.2836 | 35.2941 | 51.5152 | 43.2836 | 35.2941 | 51.5152 |
| Ratio Avg Win / Avg Loss | 5.8347 | 11.5328 | 1.6087 | 1.5903 | 1.8559 | 1.4401 |
| Largest Winning Trade | 1208940 | 1208940 | 57203 | 1585594 | 1585594 | 1091080 |
| Largest Losing Trade | -34089 | -27083 | -34089 | -767153 | -767153 | -732877 |
| Avg Bars in Trades | 77 | 60 | 94 | 77 | 60 | 94 |
| Avg Bars in Winners | 127 | 110 | 138 | 127 | 110 | 138 |
| Avg Bars in Losers | 40 | 34 | 48 | 40 | 34 | 48 |
| Bars Traded | 5206 | 2073 | 3133 | 5206 | 2073 | 3133 |
| Profit Streak | 0 | 0 | 48.5221 | 0 | 0 | 48.5221 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -103629 | 544308 | -114228 | -115495 | -531932 | 357650 |
{
"trading_pair": "EGLD_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5588,
"evaluation_days": 1862.67,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1603353600000,
"last_datapoint_time": 1759996800000,
"evaluation_time": 1760013109742,
"expiration_time": 1764824832000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 149,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 35,
"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": [
[
1424823.9834462816,
1307421.7380872148,
117402.2453590674,
2001291.7537360098,
70596.4803543169,
1930695.2733816924
],
[
1424.823983,
1307.421738,
117.402245,
2001.291754,
70.59648,
1930.695273
],
[
0.764936,
0.701907,
0.063029,
0.163616,
0.02868,
0.161778
],
[
72.542735,
72.542735,
72.542735,
72.542735,
72.542735,
72.542735
],
[
-64517,
-94523,
-34089,
-1942441,
-2466682,
-785985
],
[
4.45276,
6.290598,
1.709205,
1.213654,
1.012331,
1.530118
],
[
67,
34,
33,
67,
34,
33
],
[
29,
12,
17,
29,
12,
17
],
[
38,
22,
16,
38,
22,
16
],
[
43.283582,
35.294118,
51.515152,
43.283582,
35.294118,
51.515152
],
[
5.834651,
11.532763,
1.608664,
1.590305,
1.855941,
1.440111
],
[
1208940,
1208940,
57203,
1585594,
1585594,
1091080
],
[
-34089,
-27083,
-34089,
-767153,
-767153,
-732877
],
[
77,
60,
94,
77,
60,
94
],
[
127,
110,
138,
127,
110,
138
],
[
40,
34,
48,
40,
34,
48
],
[
5206,
2073,
3133,
5206,
2073,
3133
],
[
0,
0,
48.522103,
0,
0,
48.522103
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-103629,
544308,
-114228,
-115495,
-531932,
357650
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5588,
"evaluation_days": 1862.67,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1603353600000,
"last_datapoint_time": 1759996800000,
"evaluation_time": 1760013109742,
"expiration_time": 1764824832000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 149,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 35,
"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) |
|---|