Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 364410.2921 | 350292.9754 | 14117.3166 | 133236.157 | 150926.4977 | -17690.3407 |
Total P&L (%) | 364.4103 | 350.293 | 14.1173 | 133.2362 | 150.9265 | -17.6903 |
Avg Daily Profit (%) | 0.1965 | 0.1889 | 0.0076 | 0.0457 | 0.0496 | -0.0105 |
Buy And Hold Return (%) | 20.9355 | 20.9355 | 20.9355 | 20.9355 | 20.9355 | 20.9355 |
Max Trade Drawdown | -122310 | -88076 | -133488 | -1138741 | -686275 | -610964 |
Profit Factor | 1.2131 | 1.4565 | 1.015 | 1.0146 | 1.0348 | 0.9963 |
Total Trades | 618 | 309 | 309 | 618 | 309 | 309 |
Winning Trades | 270 | 125 | 145 | 270 | 125 | 145 |
Losing Trades | 348 | 184 | 164 | 348 | 184 | 164 |
Profitability (%) | 43.6893 | 40.4531 | 46.9256 | 43.6893 | 40.4531 | 46.9256 |
Ratio Avg Win / Avg Loss | 1.5636 | 2.144 | 1.148 | 1.3077 | 1.5232 | 1.1269 |
Largest Winning Trade | 122588 | 122588 | 48069 | 334133 | 334133 | 307900 |
Largest Losing Trade | -27600 | -23481 | -27600 | -185158 | -87409 | -185158 |
Avg Bars in Trades | 35 | 32 | 38 | 35 | 32 | 38 |
Avg Bars in Winners | 45 | 41 | 49 | 45 | 41 | 49 |
Avg Bars in Losers | 27 | 26 | 29 | 27 | 26 | 29 |
Bars Traded | 21950 | 9988 | 11962 | 21950 | 9988 | 11962 |
Profit Streak | 9.9889 | 0 | 10.7389 | 9.9889 | 0 | 10.7389 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348951 | 252895 | -551973 | -335415 | -310491 | -578599 |
{ "trading_pair": "EGLD_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22258, "evaluation_days": 1854.83, "actual_first_datapoint_time": 1599098400000, "first_datapoint_time": 1600437600000, "last_datapoint_time": 1759392000000, "evaluation_time": 1759398244119, "expiration_time": 1765161273600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 187, "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": [ [ 364410.2920752396, 350292.9754440686, 14117.3166311712, 133236.1569804844, 150926.497671167, -17690.3406906837 ], [ 364.410292, 350.292975, 14.117317, 133.236157, 150.926498, -17.690341 ], [ 0.196466, 0.188854, 0.007611, 0.045669, 0.049612, -0.010495 ], [ 20.935489, 20.935489, 20.935489, 20.935489, 20.935489, 20.935489 ], [ -122310, -88076, -133488, -1138741, -686275, -610964 ], [ 1.213132, 1.456498, 1.01498, 1.014556, 1.034758, 0.996323 ], [ 618, 309, 309, 618, 309, 309 ], [ 270, 125, 145, 270, 125, 145 ], [ 348, 184, 164, 348, 184, 164 ], [ 43.68932, 40.453074, 46.925566, 43.68932, 40.453074, 46.925566 ], [ 1.563592, 2.143965, 1.147977, 1.30765, 1.523164, 1.126876 ], [ 122588, 122588, 48069, 334133, 334133, 307900 ], [ -27600, -23481, -27600, -185158, -87409, -185158 ], [ 35, 32, 38, 35, 32, 38 ], [ 45, 41, 49, 45, 41, 49 ], [ 27, 26, 29, 27, 26, 29 ], [ 21950, 9988, 11962, 21950, 9988, 11962 ], [ 9.988936, 0, 10.738936, 9.988937, 0, 10.738937 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 348951, 252895, -551973, -335415, -310491, -578599 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22258, "evaluation_days": 1854.83, "actual_first_datapoint_time": 1599098400000, "first_datapoint_time": 1600437600000, "last_datapoint_time": 1759392000000, "evaluation_time": 1759398244119, "expiration_time": 1765161273600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 187, "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) |
---|