| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1770756.5378 | 1631343.8759 | 139412.6619 | 4365679.2927 | -61336.8716 | 4427016.1643 |
| Total P&L (%) | 1770.7565 | 1631.3439 | 139.4127 | 4365.6793 | -61.3369 | 4427.0162 |
| Avg Daily Profit (%) | 0.9555 | 0.8803 | 0.0752 | 0.2052 | -0.0513 | 0.2059 |
| Buy And Hold Return (%) | 73.4312 | 73.4312 | 73.4312 | 73.4312 | 73.4312 | 73.4312 |
| Max Trade Drawdown | -79636 | -78268 | -46036 | -6003146 | -5657407 | -3047118 |
| Profit Factor | 5.7758 | 9.4568 | 1.7838 | 1.1979 | 0.9948 | 1.4291 |
| Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
| Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
| Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
| Profitability (%) | 48.0519 | 41.0256 | 55.2632 | 48.0519 | 41.0256 | 55.2632 |
| Ratio Avg Win / Avg Loss | 6.2441 | 13.5942 | 1.444 | 1.295 | 1.43 | 1.1569 |
| Largest Winning Trade | 1425701 | 1425701 | 62851 | 4577781 | 4577781 | 2966631 |
| Largest Losing Trade | -32161 | -26223 | -32161 | -2619019 | -2619019 | -1888740 |
| Avg Bars in Trades | 91 | 77 | 106 | 91 | 77 | 106 |
| Avg Bars in Winners | 134 | 105 | 157 | 134 | 105 | 157 |
| Avg Bars in Losers | 51 | 57 | 43 | 51 | 57 | 43 |
| Bars Traded | 7056 | 3007 | 4049 | 7056 | 3007 | 4049 |
| 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 | -25370 | 658601 | -97103 | -41797 | -582580 | 347647 |
{
"trading_pair": "EGLD_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7413,
"evaluation_days": 1853.25,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1602936000000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759203354444,
"expiration_time": 1763994024000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 14,
"offset": 165
}
},
"second_band": {
"type": "hilo",
"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": [
[
1770756.5378123168,
1631343.8759167793,
139412.6618955373,
4365679.292666746,
-61336.871637455,
4427016.1643042015
],
[
1770.756538,
1631.343876,
139.412662,
4365.679293,
-61.336872,
4427.016164
],
[
0.955487,
0.880261,
0.075226,
0.205202,
-0.051263,
0.205939
],
[
73.431242,
73.431242,
73.431242,
73.431242,
73.431242,
73.431242
],
[
-79636,
-78268,
-46036,
-6003146,
-5657407,
-3047118
],
[
5.775774,
9.456845,
1.78376,
1.197893,
0.994778,
1.429149
],
[
77,
39,
38,
77,
39,
38
],
[
37,
16,
21,
37,
16,
21
],
[
40,
23,
17,
40,
23,
17
],
[
48.051948,
41.025641,
55.263158,
48.051948,
41.025641,
55.263158
],
[
6.24408,
13.594215,
1.443996,
1.295019,
1.429993,
1.15693
],
[
1425701,
1425701,
62851,
4577781,
4577781,
2966631
],
[
-32161,
-26223,
-32161,
-2619019,
-2619019,
-1888740
],
[
91,
77,
106,
91,
77,
106
],
[
134,
105,
157,
134,
105,
157
],
[
51,
57,
43,
51,
57,
43
],
[
7056,
3007,
4049,
7056,
3007,
4049
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-25370,
658601,
-97103,
-41797,
-582580,
347647
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7413,
"evaluation_days": 1853.25,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1602936000000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759203354444,
"expiration_time": 1763994024000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 14,
"offset": 165
}
},
"second_band": {
"type": "hilo",
"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) |
|---|