| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1852201.2923 | 1681076.7521 | 171124.5402 | 7104574.7319 | -1920495.6293 | 9025070.3612 |
| Total P&L (%) | 1852.2013 | 1681.0768 | 171.1245 | 7104.5747 | -1920.4956 | 9025.0704 |
| Avg Daily Profit (%) | 0.9922 | 0.9006 | 0.0917 | 0.2294 | 0 | 0.2421 |
| Buy And Hold Return (%) | 35.4969 | 35.4969 | 35.4969 | 35.4969 | 35.4969 | 35.4969 |
| Max Trade Drawdown | -67338 | -61725 | -38235 | -6591155 | -7442761 | -1845706 |
| Profit Factor | 6.6718 | 9.4861 | 2.332 | 1.3674 | 0.8535 | 2.4496 |
| Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
| Winning Trades | 30 | 10 | 20 | 30 | 10 | 20 |
| Losing Trades | 55 | 33 | 22 | 55 | 33 | 22 |
| Profitability (%) | 35.2941 | 23.2558 | 47.619 | 35.2941 | 23.2558 | 47.619 |
| Ratio Avg Win / Avg Loss | 12.2316 | 31.3042 | 2.5653 | 2.5069 | 2.8167 | 2.6946 |
| Largest Winning Trade | 1531889 | 1531889 | 63856 | 4597834 | 4597834 | 3854742 |
| Largest Losing Trade | -16820 | -16820 | -13608 | -1795132 | -1795132 | -1380779 |
| Avg Bars in Trades | 127 | 106 | 149 | 127 | 106 | 149 |
| Avg Bars in Winners | 269 | 298 | 255 | 269 | 298 | 255 |
| Avg Bars in Losers | 50 | 48 | 52 | 50 | 48 | 52 |
| Bars Traded | 10850 | 4591 | 6259 | 10850 | 4591 | 6259 |
| 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 | 589295 | -15669 | -68508 | 158543 | -615451 | 438581 |
{
"trading_pair": "EGLD_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11200,
"evaluation_days": 1866.67,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1602331200000,
"last_datapoint_time": 1760356800000,
"evaluation_time": 1760362418259,
"expiration_time": 1765195200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 226,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 14,
"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": [
[
1852201.292302165,
1681076.752077069,
171124.5402250963,
7104574.731873788,
-1920495.6293348202,
9025070.361208612
],
[
1852.201292,
1681.076752,
171.12454,
7104.574732,
-1920.495629,
9025.070361
],
[
0.992249,
0.900575,
0.091674,
0.229403,
0,
0.242093
],
[
35.496906,
35.496906,
35.496906,
35.496906,
35.496906,
35.496906
],
[
-67338,
-61725,
-38235,
-6591155,
-7442761,
-1845706
],
[
6.671776,
9.486122,
2.332046,
1.367382,
0.853538,
2.449624
],
[
85,
43,
42,
85,
43,
42
],
[
30,
10,
20,
30,
10,
20
],
[
55,
33,
22,
55,
33,
22
],
[
35.294118,
23.255814,
47.619048,
35.294118,
23.255814,
47.619048
],
[
12.231589,
31.304202,
2.565251,
2.506867,
2.816675,
2.694587
],
[
1531889,
1531889,
63856,
4597834,
4597834,
3854742
],
[
-16820,
-16820,
-13608,
-1795132,
-1795132,
-1380779
],
[
127,
106,
149,
127,
106,
149
],
[
269,
298,
255,
269,
298,
255
],
[
50,
48,
52,
50,
48,
52
],
[
10850,
4591,
6259,
10850,
4591,
6259
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
589295,
-15669,
-68508,
158543,
-615451,
438581
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11200,
"evaluation_days": 1866.67,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1602331200000,
"last_datapoint_time": 1760356800000,
"evaluation_time": 1760362418259,
"expiration_time": 1765195200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 226,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 14,
"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) |
|---|