| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1639903.8029 | 1558059.1397 | 81844.6632 | 1204323.6359 | 367177.1128 | 837146.5231 |
| Total P&L (%) | 1639.9038 | 1558.0591 | 81.8447 | 1204.3236 | 367.1771 | 837.1465 |
| Avg Daily Profit (%) | 0.8817 | 0.8377 | 0.044 | 0.1382 | 0.0829 | 0.1204 |
| Buy And Hold Return (%) | 50.4519 | 50.4519 | 50.4519 | 50.4519 | 50.4519 | 50.4519 |
| Max Trade Drawdown | -136654 | -102862 | -53087 | -1684297 | -1158646 | -751381 |
| Profit Factor | 4.1709 | 6.7914 | 1.3298 | 1.2379 | 1.14 | 1.3434 |
| Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
| Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
| Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
| Profitability (%) | 35.6164 | 32.4324 | 38.8889 | 35.6164 | 32.4324 | 38.8889 |
| Ratio Avg Win / Avg Loss | 7.5396 | 14.1487 | 2.0897 | 2.2378 | 2.3749 | 2.111 |
| Largest Winning Trade | 1481639 | 1481639 | 66200 | 863661 | 781179 | 863661 |
| Largest Losing Trade | -23607 | -23607 | -23552 | -439652 | -323220 | -439652 |
| Avg Bars in Trades | 147 | 129 | 165 | 147 | 129 | 165 |
| Avg Bars in Winners | 283 | 258 | 305 | 283 | 258 | 305 |
| Avg Bars in Losers | 71 | 67 | 77 | 71 | 67 | 77 |
| Bars Traded | 10755 | 4785 | 5970 | 10755 | 4785 | 5970 |
| Profit Streak | 0 | 0 | 44.9753 | 0 | 0 | 44.9753 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -61447 | 536422 | -145928 | -89195 | -154540 | -34179 |
{
"trading_pair": "EGLD_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11159,
"evaluation_days": 1859.83,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1601712000000,
"last_datapoint_time": 1759766400000,
"evaluation_time": 1759778662558,
"expiration_time": 1764587088000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 183,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 81,
"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": [
[
1639903.802928294,
1558059.1396918767,
81844.6632364174,
1204323.635880101,
367177.1127630748,
837146.5231170258
],
[
1639.903803,
1558.05914,
81.844663,
1204.323636,
367.177113,
837.146523
],
[
0.881749,
0.837743,
0.044007,
0.138187,
0.08292,
0.120388
],
[
50.451887,
50.451887,
50.451887,
50.451887,
50.451887,
50.451887
],
[
-136654,
-102862,
-53087,
-1684297,
-1158646,
-751381
],
[
4.17085,
6.791382,
1.329819,
1.237938,
1.139953,
1.343382
],
[
73,
37,
36,
73,
37,
36
],
[
26,
12,
14,
26,
12,
14
],
[
47,
25,
22,
47,
25,
22
],
[
35.616438,
32.432432,
38.888889,
35.616438,
32.432432,
38.888889
],
[
7.539613,
14.148712,
2.089715,
2.23781,
2.374903,
2.11103
],
[
1481639,
1481639,
66200,
863661,
781179,
863661
],
[
-23607,
-23607,
-23552,
-439652,
-323220,
-439652
],
[
147,
129,
165,
147,
129,
165
],
[
283,
258,
305,
283,
258,
305
],
[
71,
67,
77,
71,
67,
77
],
[
10755,
4785,
5970,
10755,
4785,
5970
],
[
0,
0,
44.975261,
0,
0,
44.975261
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-61447,
536422,
-145928,
-89195,
-154540,
-34179
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11159,
"evaluation_days": 1859.83,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1601712000000,
"last_datapoint_time": 1759766400000,
"evaluation_time": 1759778662558,
"expiration_time": 1764587088000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 183,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 81,
"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) |
|---|