| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 620569.7985 | 463602.7125 | 156967.086 | 2575472.7241 | -176099.3871 | 2751572.1111 |
| Total P&L (%) | 620.5698 | 463.6027 | 156.9671 | 2575.4727 | -176.0994 | 2751.5721 |
| Avg Daily Profit (%) | 0.3343 | 0.2497 | 0.0846 | 0.1772 | 0 | 0.1806 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -98531 | -100120 | -67604 | -4941042 | -4938063 | -2274511 |
| Profit Factor | 1.3763 | 1.5741 | 1.1865 | 1.0556 | 0.9924 | 1.1192 |
| Total Trades | 730 | 365 | 365 | 730 | 365 | 365 |
| Winning Trades | 250 | 117 | 133 | 250 | 117 | 133 |
| Losing Trades | 480 | 248 | 232 | 480 | 248 | 232 |
| Profitability (%) | 34.2466 | 32.0548 | 36.4384 | 34.2466 | 32.0548 | 36.4384 |
| Ratio Avg Win / Avg Loss | 2.6425 | 3.3365 | 2.0697 | 2.0267 | 2.1036 | 1.9522 |
| Largest Winning Trade | 146026 | 146026 | 42201 | 1541005 | 1541005 | 1098931 |
| Largest Losing Trade | -13686 | -12470 | -13686 | -702679 | -654785 | -702679 |
| Avg Bars in Trades | 30 | 28 | 32 | 30 | 28 | 32 |
| Avg Bars in Winners | 60 | 58 | 61 | 60 | 58 | 61 |
| Avg Bars in Losers | 14 | 14 | 15 | 14 | 14 | 15 |
| Bars Traded | 22183 | 10433 | 11750 | 22183 | 10433 | 11750 |
| 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 | 307205 | 200442 | -98262 | -152748 | -583348 | -84392 |
{
"trading_pair": "EGLD_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22277,
"evaluation_days": 1856.42,
"actual_first_datapoint_time": 1599098400000,
"first_datapoint_time": 1599444000000,
"last_datapoint_time": 1759528800000,
"evaluation_time": 1759536698758,
"expiration_time": 1765302998400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 49,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"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": [
[
620569.7985007955,
463602.712455462,
156967.0860453333,
2575472.724055799,
-176099.3870705043,
2751572.1111263055
],
[
620.569799,
463.602712,
156.967086,
2575.472724,
-176.099387,
2751.572111
],
[
0.334283,
0.249729,
0.084554,
0.177202,
0,
0.180642
],
[
10,
10,
10,
10,
10,
10
],
[
-98531,
-100120,
-67604,
-4941042,
-4938063,
-2274511
],
[
1.37628,
1.574089,
1.186493,
1.05558,
0.992425,
1.119157
],
[
730,
365,
365,
730,
365,
365
],
[
250,
117,
133,
250,
117,
133
],
[
480,
248,
232,
480,
248,
232
],
[
34.246575,
32.054795,
36.438356,
34.246575,
32.054795,
36.438356
],
[
2.642457,
3.336531,
2.069671,
2.026713,
2.103601,
1.952214
],
[
146026,
146026,
42201,
1541005,
1541005,
1098931
],
[
-13686,
-12470,
-13686,
-702679,
-654785,
-702679
],
[
30,
28,
32,
30,
28,
32
],
[
60,
58,
61,
60,
58,
61
],
[
14,
14,
15,
14,
14,
15
],
[
22183,
10433,
11750,
22183,
10433,
11750
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
307205,
200442,
-98262,
-152748,
-583348,
-84392
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22277,
"evaluation_days": 1856.42,
"actual_first_datapoint_time": 1599098400000,
"first_datapoint_time": 1599444000000,
"last_datapoint_time": 1759528800000,
"evaluation_time": 1759536698758,
"expiration_time": 1765302998400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 49,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"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) |
|---|