| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1658953.2201 | 1549215.3757 | 109737.8444 | 2769154.3054 | -77257.9608 | 2846412.2663 |
| Total P&L (%) | 1658.9532 | 1549.2154 | 109.7378 | 2769.1543 | -77.258 | 2846.4123 |
| Avg Daily Profit (%) | 0.893 | 0.834 | 0.0591 | 0.1809 | -0.0797 | 0.1823 |
| Buy And Hold Return (%) | 87.4401 | 87.4401 | 87.4401 | 87.4401 | 87.4401 | 87.4401 |
| Max Trade Drawdown | -69015 | -63610 | -38298 | -2477604 | -2368735 | -991981 |
| Profit Factor | 5.0601 | 8.8156 | 1.5216 | 1.2537 | 0.9873 | 1.591 |
| Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
| Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
| Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
| Profitability (%) | 44.1558 | 38.4615 | 50 | 44.1558 | 38.4615 | 50 |
| Ratio Avg Win / Avg Loss | 6.3996 | 14.105 | 1.5216 | 1.5856 | 1.5797 | 1.591 |
| Largest Winning Trade | 1379342 | 1379342 | 65613 | 1790643 | 1790643 | 1738287 |
| Largest Losing Trade | -31048 | -23487 | -31048 | -924223 | -924223 | -832705 |
| Avg Bars in Trades | 68 | 52 | 84 | 68 | 52 | 84 |
| Avg Bars in Winners | 106 | 90 | 118 | 106 | 90 | 118 |
| Avg Bars in Losers | 38 | 28 | 49 | 38 | 28 | 49 |
| Bars Traded | 5251 | 2056 | 3195 | 5251 | 2056 | 3195 |
| Profit Streak | 40.4953 | 45.8286 | 0 | 40.4953 | 45.8286 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -26916 | 641309 | -197922 | -39215 | -581909 | 391423 |
{
"trading_pair": "EGLD_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5573,
"evaluation_days": 1857.67,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1604332800000,
"last_datapoint_time": 1759564800000,
"evaluation_time": 1759578790674,
"expiration_time": 1764379872000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 183,
"offset": 0
}
},
"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": [
[
1658953.2201444914,
1549215.3757396864,
109737.8444048045,
2769154.3054422615,
-77257.9608225854,
2846412.266264847
],
[
1658.95322,
1549.215376,
109.737844,
2769.154305,
-77.257961,
2846.412266
],
[
0.893029,
0.833956,
0.059073,
0.180852,
-0.079689,
0.182285
],
[
87.440142,
87.440142,
87.440142,
87.440142,
87.440142,
87.440142
],
[
-69015,
-63610,
-38298,
-2477604,
-2368735,
-991981
],
[
5.060138,
8.815637,
1.521629,
1.253692,
0.987334,
1.591035
],
[
77,
39,
38,
77,
39,
38
],
[
34,
15,
19,
34,
15,
19
],
[
43,
24,
19,
43,
24,
19
],
[
44.155844,
38.461538,
50,
44.155844,
38.461538,
50
],
[
6.399587,
14.105019,
1.521629,
1.585552,
1.579734,
1.591035
],
[
1379342,
1379342,
65613,
1790643,
1790643,
1738287
],
[
-31048,
-23487,
-31048,
-924223,
-924223,
-832705
],
[
68,
52,
84,
68,
52,
84
],
[
106,
90,
118,
106,
90,
118
],
[
38,
28,
49,
38,
28,
49
],
[
5251,
2056,
3195,
5251,
2056,
3195
],
[
40.495262,
45.828596,
0,
40.495262,
45.828596,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-26916,
641309,
-197922,
-39215,
-581909,
391423
]
]
}
{
"trading_pair": "EGLD_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5573,
"evaluation_days": 1857.67,
"actual_first_datapoint_time": 1599091200000,
"first_datapoint_time": 1604332800000,
"last_datapoint_time": 1759564800000,
"evaluation_time": 1759578790674,
"expiration_time": 1764379872000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 183,
"offset": 0
}
},
"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) |
|---|