| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1084517.5573 | 1074646.5494 | 9871.0079 | 130848.1815 | 361249.5314 | -230401.3499 |
| Total P&L (%) | 1084.5176 | 1074.6465 | 9.871 | 130.8482 | 361.2495 | -230.4014 |
| Avg Daily Profit (%) | 0.5829 | 0.5776 | 0.0053 | 0.045 | 0.0822 | 0 |
| Buy And Hold Return (%) | 47.7901 | 47.7901 | 47.7901 | 47.7901 | 47.7901 | 47.7901 |
| Max Trade Drawdown | -117266 | -88105 | -86939 | -718220 | -541098 | -488794 |
| Profit Factor | 2.7929 | 4.4894 | 1.0332 | 1.0539 | 1.2862 | 0.8023 |
| Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
| Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
| Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
| Profitability (%) | 40.6593 | 39.1304 | 42.2222 | 40.6593 | 39.1304 | 42.2222 |
| Ratio Avg Win / Avg Loss | 4.0761 | 6.9835 | 1.4139 | 1.5381 | 2.0007 | 1.0978 |
| Largest Winning Trade | 1045408 | 1045408 | 67311 | 744551 | 744551 | 174398 |
| Largest Losing Trade | -58434 | -36772 | -58434 | -259390 | -225910 | -259390 |
| Avg Bars in Trades | 78 | 67 | 89 | 78 | 67 | 89 |
| Avg Bars in Winners | 120 | 102 | 137 | 120 | 102 | 137 |
| Avg Bars in Losers | 49 | 45 | 54 | 49 | 45 | 54 |
| Bars Traded | 7157 | 3127 | 4030 | 7157 | 3127 | 4030 |
| Profit Streak | 0 | 0 | 46.5672 | 0 | 0 | 46.5672 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 477045 | 523161 | -537867 | -299694 | -86243 | -581511 |
{
"trading_pair": "EGLD_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7442,
"evaluation_days": 1860.5,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1601661600000,
"last_datapoint_time": 1759816800000,
"evaluation_time": 1759822601798,
"expiration_time": 1764639216000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 120,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 40,
"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": [
[
1084517.5573417775,
1074646.5494210806,
9871.0079206971,
130848.1815060159,
361249.5313894805,
-230401.3498834645
],
[
1084.517557,
1074.646549,
9.871008,
130.848182,
361.249531,
-230.40135
],
[
0.582917,
0.577612,
0.005306,
0.044976,
0.082204,
0
],
[
47.790055,
47.790055,
47.790055,
47.790055,
47.790055,
47.790055
],
[
-117266,
-88105,
-86939,
-718220,
-541098,
-488794
],
[
2.792913,
4.489419,
1.033245,
1.053903,
1.286178,
0.802257
],
[
91,
46,
45,
91,
46,
45
],
[
37,
18,
19,
37,
18,
19
],
[
54,
28,
26,
54,
28,
26
],
[
40.659341,
39.130435,
42.222222,
40.659341,
39.130435,
42.222222
],
[
4.076143,
6.983541,
1.413914,
1.538129,
2.000721,
1.097825
],
[
1045408,
1045408,
67311,
744551,
744551,
174398
],
[
-58434,
-36772,
-58434,
-259390,
-225910,
-259390
],
[
78,
67,
89,
78,
67,
89
],
[
120,
102,
137,
120,
102,
137
],
[
49,
45,
54,
49,
45,
54
],
[
7157,
3127,
4030,
7157,
3127,
4030
],
[
0,
0,
46.56715,
0,
0,
46.56715
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
477045,
523161,
-537867,
-299694,
-86243,
-581511
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7442,
"evaluation_days": 1860.5,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1601661600000,
"last_datapoint_time": 1759816800000,
"evaluation_time": 1759822601798,
"expiration_time": 1764639216000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 120,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 40,
"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) |
|---|