| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1749073.0989 | 1591963.7954 | 157109.3035 | 5301436.7566 | -635322.4126 | 5936759.1692 |
| Total P&L (%) | 1749.0731 | 1591.9638 | 157.1093 | 5301.4368 | -635.3224 | 5936.7592 |
| Avg Daily Profit (%) | 0.9385 | 0.8542 | 0.0843 | 0.2143 | 0 | 0.2203 |
| Buy And Hold Return (%) | 81.8796 | 81.8796 | 81.8796 | 81.8796 | 81.8796 | 81.8796 |
| Max Trade Drawdown | -96272 | -69621 | -48462 | -9156421 | -7717626 | -4464074 |
| Profit Factor | 4.6672 | 6.6855 | 1.7977 | 1.1541 | 0.9687 | 1.4207 |
| Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
| Winning Trades | 75 | 36 | 39 | 75 | 36 | 39 |
| Losing Trades | 88 | 46 | 42 | 88 | 46 | 42 |
| Profitability (%) | 46.0123 | 43.9024 | 48.1481 | 46.0123 | 43.9024 | 48.1481 |
| Ratio Avg Win / Avg Loss | 5.4762 | 8.5425 | 1.936 | 1.3541 | 1.2378 | 1.5299 |
| Largest Winning Trade | 1387934 | 1387934 | 57533 | 5371871 | 5371871 | 4075899 |
| Largest Losing Trade | -36028 | -32657 | -36028 | -3502824 | -2307370 | -3502824 |
| Avg Bars in Trades | 64 | 59 | 70 | 64 | 59 | 70 |
| Avg Bars in Winners | 86 | 69 | 102 | 86 | 69 | 102 |
| Avg Bars in Losers | 46 | 50 | 41 | 46 | 50 | 41 |
| Bars Traded | 10585 | 4854 | 5731 | 10585 | 4854 | 5731 |
| 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 | 725049 | 536828 | -97103 | -43581 | -585940 | -2535 |
{
"trading_pair": "EGLD_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11182,
"evaluation_days": 1863.67,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1605340800000,
"last_datapoint_time": 1760097600000,
"evaluation_time": 1760103263833,
"expiration_time": 1764928224000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 174,
"offset": 249
}
},
"second_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 32
}
}
} {
"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": [
[
1749073.098932497,
1591963.7954016132,
157109.3035308841,
5301436.756649839,
-635322.4125738279,
5936759.169223667
],
[
1749.073099,
1591.963795,
157.109304,
5301.436757,
-635.322413,
5936.759169
],
[
0.93851,
0.854209,
0.084301,
0.214283,
0,
0.220263
],
[
81.879557,
81.879557,
81.879557,
81.879557,
81.879557,
81.879557
],
[
-96272,
-69621,
-48462,
-9156421,
-7717626,
-4464074
],
[
4.667201,
6.685456,
1.797735,
1.154075,
0.968696,
1.420652
],
[
163,
82,
81,
163,
82,
81
],
[
75,
36,
39,
75,
36,
39
],
[
88,
46,
42,
88,
46,
42
],
[
46.01227,
43.902439,
48.148148,
46.01227,
43.902439,
48.148148
],
[
5.476182,
8.542527,
1.936023,
1.354115,
1.237778,
1.529933
],
[
1387934,
1387934,
57533,
5371871,
5371871,
4075899
],
[
-36028,
-32657,
-36028,
-3502824,
-2307370,
-3502824
],
[
64,
59,
70,
64,
59,
70
],
[
86,
69,
102,
86,
69,
102
],
[
46,
50,
41,
46,
50,
41
],
[
10585,
4854,
5731,
10585,
4854,
5731
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
725049,
536828,
-97103,
-43581,
-585940,
-2535
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11182,
"evaluation_days": 1863.67,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1605340800000,
"last_datapoint_time": 1760097600000,
"evaluation_time": 1760103263833,
"expiration_time": 1764928224000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 174,
"offset": 249
}
},
"second_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 32
}
}
}
| # | 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) |
|---|