| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1916957.4221 | 1786409.4601 | 130547.962 | 4495563.7666 | 1815800.3302 | 2679763.4365 |
| Total P&L (%) | 1916.9574 | 1786.4095 | 130.548 | 4495.5638 | 1815.8003 | 2679.7634 |
| Avg Daily Profit (%) | 1.0322 | 0.9619 | 0.0703 | 0.2063 | 0.1591 | 0.1792 |
| Buy And Hold Return (%) | 76.6637 | 76.6637 | 76.6637 | 76.6637 | 76.6637 | 76.6637 |
| Max Trade Drawdown | -96900 | -83030 | -51707 | -4434000 | -2521359 | -2050630 |
| Profit Factor | 6.1214 | 11.2406 | 1.6532 | 1.3742 | 1.3093 | 1.4362 |
| Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
| Winning Trades | 23 | 11 | 12 | 23 | 11 | 12 |
| Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
| Profitability (%) | 39.6552 | 37.931 | 41.3793 | 39.6552 | 37.931 | 41.3793 |
| Ratio Avg Win / Avg Loss | 9.3152 | 18.3938 | 2.342 | 2.0911 | 2.1424 | 2.0346 |
| Largest Winning Trade | 1649022 | 1649022 | 65863 | 2067608 | 2062404 | 2067608 |
| Largest Losing Trade | -29944 | -27757 | -29944 | -1365034 | -1365034 | -970837 |
| Avg Bars in Trades | 184 | 162 | 205 | 184 | 162 | 205 |
| Avg Bars in Winners | 316 | 276 | 353 | 316 | 276 | 353 |
| Avg Bars in Losers | 96 | 92 | 101 | 96 | 92 | 101 |
| Bars Traded | 10674 | 4706 | 5968 | 10674 | 4706 | 5968 |
| 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 | -161904 | 615102 | -108227 | -174060 | 150887 | 233265 |
{
"trading_pair": "EGLD_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11143,
"evaluation_days": 1857.17,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1602331200000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759551126206,
"expiration_time": 1764349776000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 226,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 207,
"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": [
[
1916957.4220509012,
1786409.4600869096,
130547.9619639917,
4495563.766644436,
1815800.3301923447,
2679763.4364520907
],
[
1916.957422,
1786.40946,
130.547962,
4495.563767,
1815.80033,
2679.763436
],
[
1.032193,
0.961899,
0.070294,
0.206315,
0.159117,
0.179194
],
[
76.66372,
76.66372,
76.66372,
76.66372,
76.66372,
76.66372
],
[
-96900,
-83030,
-51707,
-4434000,
-2521359,
-2050630
],
[
6.12141,
11.240642,
1.653198,
1.374171,
1.309269,
1.436197
],
[
58,
29,
29,
58,
29,
29
],
[
23,
11,
12,
23,
11,
12
],
[
35,
18,
17,
35,
18,
17
],
[
39.655172,
37.931034,
41.37931,
39.655172,
37.931034,
41.37931
],
[
9.315189,
18.393777,
2.342031,
2.091129,
2.14244,
2.034613
],
[
1649022,
1649022,
65863,
2067608,
2062404,
2067608
],
[
-29944,
-27757,
-29944,
-1365034,
-1365034,
-970837
],
[
184,
162,
205,
184,
162,
205
],
[
316,
276,
353,
316,
276,
353
],
[
96,
92,
101,
96,
92,
101
],
[
10674,
4706,
5968,
10674,
4706,
5968
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-161904,
615102,
-108227,
-174060,
150887,
233265
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11143,
"evaluation_days": 1857.17,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1602331200000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759551126206,
"expiration_time": 1764349776000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 226,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 207,
"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) |
|---|