| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1496090.975 | 1443152.0936 | 52938.8813 | 510180.5433 | 870234.922 | -360054.3788 |
| Total P&L (%) | 1496.091 | 1443.1521 | 52.9389 | 510.1805 | 870.2349 | -360.0544 |
| Avg Daily Profit (%) | 0.8024 | 0.774 | 0.0284 | 0.097 | 0.122 | 0 |
| Buy And Hold Return (%) | 24.9843 | 24.9843 | 24.9843 | 24.9843 | 24.9843 | 24.9843 |
| Max Trade Drawdown | -142259 | -103446 | -100060 | -1264606 | -514689 | -908593 |
| Profit Factor | 3.5264 | 5.9828 | 1.175 | 1.1525 | 1.6066 | 0.8117 |
| Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
| Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
| Losing Trades | 52 | 30 | 22 | 52 | 30 | 22 |
| Profitability (%) | 40.2299 | 31.8182 | 48.8372 | 40.2299 | 31.8182 | 48.8372 |
| Ratio Avg Win / Avg Loss | 5.2393 | 12.8202 | 1.2309 | 1.7122 | 3.4426 | 0.8503 |
| Largest Winning Trade | 1399990 | 1399990 | 69932 | 1344965 | 1344965 | 348663 |
| Largest Losing Trade | -32430 | -31038 | -32430 | -467334 | -153794 | -467334 |
| Avg Bars in Trades | 123 | 119 | 128 | 123 | 119 | 128 |
| Avg Bars in Winners | 201 | 226 | 184 | 201 | 226 | 184 |
| Avg Bars in Losers | 71 | 69 | 75 | 71 | 69 | 75 |
| Bars Traded | 10781 | 5239 | 5542 | 10781 | 5239 | 5542 |
| Profit Streak | 0 | 0 | 55.528 | 0 | 0 | 55.528 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 587348 | 520101 | -188934 | -118269 | -33760 | -580617 |
{
"trading_pair": "EGLD_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11187,
"evaluation_days": 1864.5,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1602302400000,
"last_datapoint_time": 1760169600000,
"evaluation_time": 1760186421038,
"expiration_time": 1765002384000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 224,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 63,
"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": [
[
1496090.9749822072,
1443152.0936385335,
52938.8813436732,
510180.5432895365,
870234.9220469691,
-360054.3787574332
],
[
1496.090975,
1443.152094,
52.938881,
510.180543,
870.234922,
-360.054379
],
[
0.802409,
0.774016,
0.028393,
0.097048,
0.12195,
0
],
[
24.984283,
24.984283,
24.984283,
24.984283,
24.984283,
24.984283
],
[
-142259,
-103446,
-100060,
-1264606,
-514689,
-908593
],
[
3.526443,
5.982751,
1.17498,
1.15246,
1.606567,
0.811651
],
[
87,
44,
43,
87,
44,
43
],
[
35,
14,
21,
35,
14,
21
],
[
52,
30,
22,
52,
30,
22
],
[
40.229885,
31.818182,
48.837209,
40.229885,
31.818182,
48.837209
],
[
5.239287,
12.82018,
1.230931,
1.712227,
3.442643,
0.850301
],
[
1399990,
1399990,
69932,
1344965,
1344965,
348663
],
[
-32430,
-31038,
-32430,
-467334,
-153794,
-467334
],
[
123,
119,
128,
123,
119,
128
],
[
201,
226,
184,
201,
226,
184
],
[
71,
69,
75,
71,
69,
75
],
[
10781,
5239,
5542,
10781,
5239,
5542
],
[
0,
0,
55.528021,
0,
0,
55.528021
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
587348,
520101,
-188934,
-118269,
-33760,
-580617
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11187,
"evaluation_days": 1864.5,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1602302400000,
"last_datapoint_time": 1760169600000,
"evaluation_time": 1760186421038,
"expiration_time": 1765002384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 224,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 63,
"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) |
|---|