Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 577132.8102 | 520505.6991 | 56627.1111 | 306341.8755 | 1134287.7162 | -827945.8406 |
Total P&L (%) | 577.1328 | 520.5057 | 56.6271 | 306.3419 | 1134.2877 | -827.9458 |
Avg Daily Profit (%) | 0.3104 | 0.28 | 0.0305 | 0.0754 | 0.1353 | 0 |
Buy And Hold Return (%) | 16.0407 | 16.0407 | 16.0407 | 16.0407 | 16.0407 | 16.0407 |
Max Trade Drawdown | -139062 | -78316 | -172969 | -1002525 | -482594 | -1535455 |
Profit Factor | 1.543 | 2.1271 | 1.0942 | 1.0544 | 1.5303 | 0.7629 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 112 | 53 | 59 | 112 | 53 | 59 |
Losing Trades | 120 | 63 | 57 | 120 | 63 | 57 |
Profitability (%) | 48.2759 | 45.6897 | 50.8621 | 48.2759 | 45.6897 | 50.8621 |
Ratio Avg Win / Avg Loss | 1.6532 | 2.5284 | 1.0571 | 1.1297 | 1.819 | 0.7371 |
Largest Winning Trade | 277130 | 277130 | 44472 | 481012 | 481012 | 322909 |
Largest Losing Trade | -64372 | -24671 | -64372 | -450038 | -148304 | -450038 |
Avg Bars in Trades | 94 | 86 | 102 | 94 | 86 | 102 |
Avg Bars in Winners | 120 | 96 | 141 | 120 | 96 | 141 |
Avg Bars in Losers | 70 | 77 | 62 | 70 | 77 | 62 |
Bars Traded | 21924 | 10007 | 11917 | 21924 | 10007 | 11917 |
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 | 439384 | 390403 | -271856 | -252369 | -11365 | -580912 |
{ "trading_pair": "EGLD_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22311, "evaluation_days": 1859.25, "actual_first_datapoint_time": 1599098400000, "first_datapoint_time": 1600214400000, "last_datapoint_time": 1759773600000, "evaluation_time": 1759774643808, "expiration_time": 1765556611200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 128, "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": [ [ 577132.8102460305, 520505.6991107037, 56627.1111353267, 306341.8755283409, 1134287.716163972, -827945.8406356309 ], [ 577.13281, 520.505699, 56.627111, 306.341876, 1134.287716, -827.945841 ], [ 0.310412, 0.279955, 0.030457, 0.075437, 0.135258, 0 ], [ 16.040676, 16.040676, 16.040676, 16.040676, 16.040676, 16.040676 ], [ -139062, -78316, -172969, -1002525, -482594, -1535455 ], [ 1.543022, 2.127101, 1.09422, 1.054398, 1.530257, 0.762927 ], [ 232, 116, 116, 232, 116, 116 ], [ 112, 53, 59, 112, 53, 59 ], [ 120, 63, 57, 120, 63, 57 ], [ 48.275862, 45.689655, 50.862069, 48.275862, 45.689655, 50.862069 ], [ 1.653238, 2.528441, 1.057128, 1.129712, 1.818985, 0.737065 ], [ 277130, 277130, 44472, 481012, 481012, 322909 ], [ -64372, -24671, -64372, -450038, -148304, -450038 ], [ 94, 86, 102, 94, 86, 102 ], [ 120, 96, 141, 120, 96, 141 ], [ 70, 77, 62, 70, 77, 62 ], [ 21924, 10007, 11917, 21924, 10007, 11917 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 439384, 390403, -271856, -252369, -11365, -580912 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22311, "evaluation_days": 1859.25, "actual_first_datapoint_time": 1599098400000, "first_datapoint_time": 1600214400000, "last_datapoint_time": 1759773600000, "evaluation_time": 1759774643808, "expiration_time": 1765556611200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 128, "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) |
---|