Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 892863.5395 | 726282.887 | 166580.6525 | 6084328.0253 | 775957.3731 | 5308370.6522 |
Total P&L (%) | 892.8635 | 726.2829 | 166.5807 | 6084.328 | 775.9574 | 5308.3707 |
Avg Daily Profit (%) | 0.4798 | 0.3903 | 0.0895 | 0.2219 | 0.1167 | 0.2147 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50194 | -42854 | -55087 | -3245033 | -3183744 | -2534984 |
Profit Factor | 2.6458 | 3.7053 | 1.6079 | 1.3057 | 1.0728 | 1.5742 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Profitability (%) | 40.3509 | 38.5965 | 42.1053 | 40.3509 | 38.5965 | 42.1053 |
Ratio Avg Win / Avg Loss | 3.9112 | 5.8948 | 2.2108 | 1.9302 | 1.7068 | 2.1645 |
Largest Winning Trade | 412737 | 412737 | 64770 | 2593931 | 2593931 | 2113822 |
Largest Losing Trade | -31443 | -21257 | -31443 | -2534984 | -1259695 | -2534984 |
Avg Bars in Trades | 190 | 174 | 205 | 190 | 174 | 205 |
Avg Bars in Winners | 327 | 316 | 337 | 327 | 316 | 337 |
Avg Bars in Losers | 97 | 84 | 110 | 97 | 84 | 110 |
Bars Traded | 21662 | 9921 | 11741 | 21662 | 9921 | 11741 |
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 | 432933 | -168258 | -253540 | 216184 | -360897 | -172092 |
{ "trading_pair": "EGLD_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22332, "evaluation_days": 1861, "actual_first_datapoint_time": 1599098400000, "first_datapoint_time": 1600430400000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759932374684, "expiration_time": 1765713254400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 135, "offset": 0, "std": 3.55681 } }, "second_band": { "type": "linreg", "factors": { "length": 186, "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": [ [ 892863.5394678224, 726282.8869923434, 166580.6524754789, 6084328.025313916, 775957.3731261821, 5308370.652187735 ], [ 892.863539, 726.282887, 166.580652, 6084.328025, 775.957373, 5308.370652 ], [ 0.479776, 0.390265, 0.089511, 0.22188, 0.11668, 0.21466 ], [ 10, 10, 10, 10, 10, 10 ], [ -50194, -42854, -55087, -3245033, -3183744, -2534984 ], [ 2.645826, 3.705322, 1.607876, 1.30573, 1.072821, 1.574174 ], [ 114, 57, 57, 114, 57, 57 ], [ 46, 22, 24, 46, 22, 24 ], [ 68, 35, 33, 68, 35, 33 ], [ 40.350877, 38.596491, 42.105263, 40.350877, 38.596491, 42.105263 ], [ 3.911221, 5.89483, 2.210829, 1.93021, 1.70676, 2.164489 ], [ 412737, 412737, 64770, 2593931, 2593931, 2113822 ], [ -31443, -21257, -31443, -2534984, -1259695, -2534984 ], [ 190, 174, 205, 190, 174, 205 ], [ 327, 316, 337, 327, 316, 337 ], [ 97, 84, 110, 97, 84, 110 ], [ 21662, 9921, 11741, 21662, 9921, 11741 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 432933, -168258, -253540, 216184, -360897, -172092 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22332, "evaluation_days": 1861, "actual_first_datapoint_time": 1599098400000, "first_datapoint_time": 1600430400000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759932374684, "expiration_time": 1765713254400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 135, "offset": 0, "std": 3.55681 } }, "second_band": { "type": "linreg", "factors": { "length": 186, "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) |
---|