| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1826646.6487 | 1649703.4332 | 176943.2155 | 9187456.964 | 196251.3824 | 8991205.5816 |
| Total P&L (%) | 1826.6466 | 1649.7034 | 176.9432 | 9187.457 | 196.2514 | 8991.2056 |
| Avg Daily Profit (%) | 0.9886 | 0.8928 | 0.0958 | 0.2455 | 0.0588 | 0.2444 |
| Buy And Hold Return (%) | 67.9929 | 67.9929 | 67.9929 | 67.9929 | 67.9929 | 67.9929 |
| Max Trade Drawdown | -62657 | -55221 | -43979 | -4789071 | -4674689 | -1372401 |
| Profit Factor | 6.4055 | 9.8952 | 2.1606 | 1.5052 | 1.0176 | 2.2812 |
| Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
| Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
| Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
| Profitability (%) | 33.3333 | 28.9474 | 37.8378 | 33.3333 | 28.9474 | 37.8378 |
| Ratio Avg Win / Avg Loss | 12.8111 | 24.2883 | 3.5495 | 3.0104 | 2.4977 | 3.7476 |
| Largest Winning Trade | 1461984 | 1461984 | 64394 | 4732967 | 4468436 | 4732967 |
| Largest Losing Trade | -18731 | -15013 | -18731 | -2056959 | -2056959 | -888605 |
| Avg Bars in Trades | 94 | 79 | 109 | 94 | 79 | 109 |
| Avg Bars in Winners | 208 | 195 | 218 | 208 | 195 | 218 |
| Avg Bars in Losers | 37 | 31 | 43 | 37 | 31 | 43 |
| Bars Traded | 7058 | 3005 | 4053 | 7058 | 3005 | 4053 |
| 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 | -45901 | 337344 | -69203 | -56883 | -330116 | 289279 |
{
"trading_pair": "EGLD_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7391,
"evaluation_days": 1847.75,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1602633600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759036399384,
"expiration_time": 1763504568000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 165,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 25,
"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": [
[
1826646.6487004275,
1649703.4331922575,
176943.2155081703,
9187456.964034874,
196251.3824181397,
8991205.581616735
],
[
1826.646649,
1649.703433,
176.943216,
9187.456964,
196.251382,
8991.205582
],
[
0.988579,
0.892817,
0.095761,
0.245532,
0.058794,
0.244373
],
[
67.992927,
67.992927,
67.992927,
67.992927,
67.992927,
67.992927
],
[
-62657,
-55221,
-43979,
-4789071,
-4674689,
-1372401
],
[
6.405547,
9.89523,
2.160577,
1.505199,
1.017573,
2.281154
],
[
75,
38,
37,
75,
38,
37
],
[
25,
11,
14,
25,
11,
14
],
[
50,
27,
23,
50,
27,
23
],
[
33.333333,
28.947368,
37.837838,
33.333333,
28.947368,
37.837838
],
[
12.811094,
24.288293,
3.549519,
3.010398,
2.497679,
3.74761
],
[
1461984,
1461984,
64394,
4732967,
4468436,
4732967
],
[
-18731,
-15013,
-18731,
-2056959,
-2056959,
-888605
],
[
94,
79,
109,
94,
79,
109
],
[
208,
195,
218,
208,
195,
218
],
[
37,
31,
43,
37,
31,
43
],
[
7058,
3005,
4053,
7058,
3005,
4053
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-45901,
337344,
-69203,
-56883,
-330116,
289279
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7391,
"evaluation_days": 1847.75,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1602633600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759036399384,
"expiration_time": 1763504568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 165,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 25,
"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) |
|---|