| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 649057.8378 | 539685.5757 | 109372.2621 | 278687.3428 | 614441.5703 | -335754.2275 |
| Total P&L (%) | 649.0578 | 539.6856 | 109.3723 | 278.6873 | 614.4416 | -335.7542 |
| Avg Daily Profit (%) | 0.3513 | 0.2921 | 0.0592 | 0.0721 | 0.1065 | 0 |
| Buy And Hold Return (%) | 67.2325 | 67.2325 | 67.2325 | 67.2325 | 67.2325 | 67.2325 |
| Max Trade Drawdown | -89197 | -62554 | -78162 | -859194 | -435248 | -722671 |
| Profit Factor | 2.2013 | 3.5939 | 1.3292 | 1.0765 | 1.5148 | 0.863 |
| Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
| Winning Trades | 53 | 28 | 25 | 53 | 28 | 25 |
| Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
| Profitability (%) | 62.3529 | 65.1163 | 59.5238 | 62.3529 | 65.1163 | 59.5238 |
| Ratio Avg Win / Avg Loss | 1.3291 | 1.9253 | 0.9038 | 0.6499 | 0.8115 | 0.5869 |
| Largest Winning Trade | 437224 | 437224 | 66139 | 437224 | 437224 | 323687 |
| Largest Losing Trade | -72316 | -30154 | -72316 | -553518 | -203448 | -553518 |
| Avg Bars in Trades | 120 | 71 | 171 | 120 | 71 | 171 |
| Avg Bars in Winners | 112 | 59 | 172 | 112 | 59 | 172 |
| Avg Bars in Losers | 133 | 92 | 169 | 133 | 92 | 169 |
| Bars Traded | 10256 | 3056 | 7199 | 10256 | 3056 | 7199 |
| Profit Streak | 221.5817 | 221.5817 | 288.7484 | 221.5817 | 221.5817 | 288.7484 |
| Trades During Streak | 6 | 3 | 4 | 6 | 3 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 574015 | 682420 | -122013 | -233328 | -47320 | -578130 |
{
"trading_pair": "EGLD_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11086,
"evaluation_days": 1847.67,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1602302400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758851861248,
"expiration_time": 1763504352000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 224,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 191,
"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": [
[
649057.8378079261,
539685.5756821884,
109372.2621257382,
278687.3427943108,
614441.5702590509,
-335754.2274647399
],
[
649.057838,
539.685576,
109.372262,
278.687343,
614.44157,
-335.754227
],
[
0.351285,
0.29209,
0.059195,
0.072092,
0.106479,
0
],
[
67.232491,
67.232491,
67.232491,
67.232491,
67.232491,
67.232491
],
[
-89197,
-62554,
-78162,
-859194,
-435248,
-722671
],
[
2.201256,
3.593905,
1.32918,
1.07646,
1.514817,
0.863034
],
[
85,
43,
42,
85,
43,
42
],
[
53,
28,
25,
53,
28,
25
],
[
32,
15,
17,
32,
15,
17
],
[
62.352941,
65.116279,
59.52381,
62.352941,
65.116279,
59.52381
],
[
1.32906,
1.925306,
0.903842,
0.649938,
0.811509,
0.586863
],
[
437224,
437224,
66139,
437224,
437224,
323687
],
[
-72316,
-30154,
-72316,
-553518,
-203448,
-553518
],
[
120,
71,
171,
120,
71,
171
],
[
112,
59,
172,
112,
59,
172
],
[
133,
92,
169,
133,
92,
169
],
[
10256,
3056,
7199,
10256,
3056,
7199
],
[
221.581727,
221.581727,
288.748394,
221.581727,
221.581727,
288.748394
],
[
6,
3,
4,
6,
3,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
574015,
682420,
-122013,
-233328,
-47320,
-578130
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11086,
"evaluation_days": 1847.67,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1602302400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758851861248,
"expiration_time": 1763504352000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 224,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 191,
"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) |
|---|