| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1795206.6749 | 1638013.3487 | 157193.3262 | 5171683.6368 | 2368246.3203 | 2803437.3165 |
| Total P&L (%) | 1795.2067 | 1638.0133 | 157.1933 | 5171.6836 | 2368.2463 | 2803.4373 |
| Avg Daily Profit (%) | 0.9692 | 0.8843 | 0.0849 | 0.2143 | 0.1732 | 0.182 |
| Buy And Hold Return (%) | 56.8745 | 56.8745 | 56.8745 | 56.8745 | 56.8745 | 56.8745 |
| Max Trade Drawdown | -123544 | -123336 | -62096 | -5765117 | -4422616 | -2981429 |
| Profit Factor | 4.2823 | 7.0022 | 1.5736 | 1.2555 | 1.2545 | 1.2563 |
| Total Trades | 179 | 90 | 89 | 179 | 90 | 89 |
| Winning Trades | 75 | 31 | 44 | 75 | 31 | 44 |
| Losing Trades | 104 | 59 | 45 | 104 | 59 | 45 |
| Profitability (%) | 41.8994 | 34.4444 | 49.4382 | 41.8994 | 34.4444 | 49.4382 |
| Ratio Avg Win / Avg Loss | 5.9381 | 13.3268 | 1.6094 | 1.7409 | 2.3876 | 1.2849 |
| Largest Winning Trade | 1494022 | 1494022 | 66201 | 3495394 | 3495394 | 2053019 |
| Largest Losing Trade | -37814 | -21755 | -37814 | -1673240 | -865260 | -1673240 |
| Avg Bars in Trades | 60 | 51 | 68 | 60 | 51 | 68 |
| Avg Bars in Winners | 119 | 121 | 118 | 119 | 121 | 118 |
| Avg Bars in Losers | 16 | 14 | 19 | 16 | 14 | 19 |
| Bars Traded | 10758 | 4661 | 6097 | 10758 | 4661 | 6097 |
| 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 | 661271 | 554556 | -80645 | 247319 | 85066 | 257980 |
{
"trading_pair": "EGLD_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11114,
"evaluation_days": 1852.33,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1601870400000,
"last_datapoint_time": 1759118400000,
"evaluation_time": 1759133149643,
"expiration_time": 1763919648000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 193,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "ohlc4",
"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": [
[
1795206.6749207429,
1638013.3486800292,
157193.3262407139,
5171683.636810977,
2368246.320344153,
2803437.3164668223
],
[
1795.206675,
1638.013349,
157.193326,
5171.683637,
2368.24632,
2803.437316
],
[
0.969161,
0.884299,
0.084862,
0.21428,
0.173234,
0.182016
],
[
56.874476,
56.874476,
56.874476,
56.874476,
56.874476,
56.874476
],
[
-123544,
-123336,
-62096,
-5765117,
-4422616,
-2981429
],
[
4.282287,
7.002202,
1.573624,
1.255489,
1.254523,
1.256311
],
[
179,
90,
89,
179,
90,
89
],
[
75,
31,
44,
75,
31,
44
],
[
104,
59,
45,
104,
59,
45
],
[
41.899441,
34.444444,
49.438202,
41.899441,
34.444444,
49.438202
],
[
5.938105,
13.326771,
1.609388,
1.740945,
2.387641,
1.284863
],
[
1494022,
1494022,
66201,
3495394,
3495394,
2053019
],
[
-37814,
-21755,
-37814,
-1673240,
-865260,
-1673240
],
[
60,
51,
68,
60,
51,
68
],
[
119,
121,
118,
119,
121,
118
],
[
16,
14,
19,
16,
14,
19
],
[
10758,
4661,
6097,
10758,
4661,
6097
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
661271,
554556,
-80645,
247319,
85066,
257980
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11114,
"evaluation_days": 1852.33,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1601870400000,
"last_datapoint_time": 1759118400000,
"evaluation_time": 1759133149643,
"expiration_time": 1763919648000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 193,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "ohlc4",
"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) |
|---|