| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1690062.2062 | 1580346.1712 | 109716.0349 | 1575553.7891 | 1392457.1695 | 183096.6196 |
| Total P&L (%) | 1690.0622 | 1580.3462 | 109.716 | 1575.5538 | 1392.4572 | 183.0966 |
| Avg Daily Profit (%) | 0.9108 | 0.8517 | 0.0591 | 0.152 | 0.1458 | 0.0561 |
| Buy And Hold Return (%) | 64.068 | 64.068 | 64.068 | 64.068 | 64.068 | 64.068 |
| Max Trade Drawdown | -117353 | -98544 | -85682 | -1952255 | -895462 | -1254352 |
| Profit Factor | 3.3021 | 6.0374 | 1.261 | 1.1963 | 1.4115 | 1.0394 |
| Total Trades | 237 | 119 | 118 | 237 | 119 | 118 |
| Winning Trades | 121 | 58 | 63 | 121 | 58 | 63 |
| Losing Trades | 116 | 61 | 55 | 116 | 61 | 55 |
| Profitability (%) | 51.0549 | 48.7395 | 53.3898 | 51.0549 | 48.7395 | 53.3898 |
| Ratio Avg Win / Avg Loss | 3.1656 | 6.3497 | 1.1008 | 1.1469 | 1.4845 | 0.9074 |
| Largest Winning Trade | 1497216 | 1497216 | 63132 | 1789055 | 1789055 | 358549 |
| Largest Losing Trade | -55110 | -27737 | -55110 | -583747 | -255095 | -583747 |
| Avg Bars in Trades | 45 | 40 | 50 | 45 | 40 | 50 |
| Avg Bars in Winners | 56 | 45 | 66 | 56 | 45 | 66 |
| Avg Bars in Losers | 33 | 36 | 31 | 33 | 36 | 31 |
| Bars Traded | 10739 | 4823 | 5916 | 10739 | 4823 | 5916 |
| Profit Streak | 23.6294 | 23.6294 | 30.4628 | 23.6294 | 23.6294 | 30.4628 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 791475 | 776028 | -122187 | 195709 | 92480 | -299318 |
{
"trading_pair": "EGLD_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11133,
"evaluation_days": 1855.5,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1601899200000,
"last_datapoint_time": 1759392000000,
"evaluation_time": 1759403181993,
"expiration_time": 1764201456000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 195
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 145,
"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": [
[
1690062.206160131,
1580346.171235246,
109716.0349248849,
1575553.789071567,
1392457.169491903,
183096.6195796651
],
[
1690.062206,
1580.346171,
109.716035,
1575.553789,
1392.457169,
183.09662
],
[
0.910839,
0.851709,
0.05913,
0.152028,
0.145782,
0.056099
],
[
64.068037,
64.068037,
64.068037,
64.068037,
64.068037,
64.068037
],
[
-117353,
-98544,
-85682,
-1952255,
-895462,
-1254352
],
[
3.302055,
6.037435,
1.26096,
1.196296,
1.411509,
1.039438
],
[
237,
119,
118,
237,
119,
118
],
[
121,
58,
63,
121,
58,
63
],
[
116,
61,
55,
116,
61,
55
],
[
51.054852,
48.739496,
53.389831,
51.054852,
48.739496,
53.389831
],
[
3.165607,
6.349716,
1.100838,
1.146862,
1.484518,
0.907446
],
[
1497216,
1497216,
63132,
1789055,
1789055,
358549
],
[
-55110,
-27737,
-55110,
-583747,
-255095,
-583747
],
[
45,
40,
50,
45,
40,
50
],
[
56,
45,
66,
56,
45,
66
],
[
33,
36,
31,
33,
36,
31
],
[
10739,
4823,
5916,
10739,
4823,
5916
],
[
23.629421,
23.629421,
30.462754,
23.629421,
23.629421,
30.462755
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
791475,
776028,
-122187,
195709,
92480,
-299318
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11133,
"evaluation_days": 1855.5,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1601899200000,
"last_datapoint_time": 1759392000000,
"evaluation_time": 1759403181993,
"expiration_time": 1764201456000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 195
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 145,
"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) |
|---|