Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 729000.5815 | 651083.1882 | 77917.3934 | 1201940.8289 | 589679.4731 | 612261.3557 |
Total P&L (%) | 729.0006 | 651.0832 | 77.9174 | 1201.9408 | 589.6795 | 612.2614 |
Avg Daily Profit (%) | 0.3913 | 0.3495 | 0.0418 | 0.1378 | 0.1037 | 0.1054 |
Buy And Hold Return (%) | 11.0555 | 11.0555 | 11.0555 | 11.0555 | 11.0555 | 11.0555 |
Max Trade Drawdown | -82970 | -65673 | -100853 | -1652581 | -1559189 | -1004917 |
Profit Factor | 1.9379 | 2.736 | 1.1937 | 1.1193 | 1.111 | 1.1285 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 74 | 34 | 40 | 74 | 34 | 40 |
Losing Trades | 92 | 49 | 43 | 92 | 49 | 43 |
Profitability (%) | 44.5783 | 40.9639 | 48.1928 | 44.5783 | 40.9639 | 48.1928 |
Ratio Avg Win / Avg Loss | 2.4093 | 3.9431 | 1.2832 | 1.3916 | 1.6012 | 1.2132 |
Largest Winning Trade | 408283 | 408283 | 64177 | 1094402 | 1094402 | 601152 |
Largest Losing Trade | -25579 | -18072 | -25579 | -526806 | -404206 | -526806 |
Avg Bars in Trades | 130 | 115 | 145 | 130 | 115 | 145 |
Avg Bars in Winners | 182 | 153 | 206 | 182 | 153 | 206 |
Avg Bars in Losers | 88 | 89 | 88 | 88 | 89 | 88 |
Bars Traded | 21637 | 9602 | 12035 | 21637 | 9602 | 12035 |
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 | 436111 | 384835 | -145529 | -99116 | -155236 | -131992 |
{ "trading_pair": "EGLD_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22357, "evaluation_days": 1863.08, "actual_first_datapoint_time": 1599098400000, "first_datapoint_time": 1600567200000, "last_datapoint_time": 1760104800000, "evaluation_time": 1760109889018, "expiration_time": 1765899734400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 123, "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": [ [ 729000.5815248939, 651083.188158756, 77917.3933661381, 1201940.8288659293, 589679.4731438011, 612261.3557221278 ], [ 729.000582, 651.083188, 77.917393, 1201.940829, 589.679473, 612.261356 ], [ 0.391288, 0.349466, 0.041822, 0.137848, 0.103702, 0.105433 ], [ 11.055486, 11.055486, 11.055486, 11.055486, 11.055486, 11.055486 ], [ -82970, -65673, -100853, -1652581, -1559189, -1004917 ], [ 1.937881, 2.736035, 1.193706, 1.119311, 1.111042, 1.128529 ], [ 166, 83, 83, 166, 83, 83 ], [ 74, 34, 40, 74, 34, 40 ], [ 92, 49, 43, 92, 49, 43 ], [ 44.578313, 40.963855, 48.192771, 44.578313, 40.963855, 48.192771 ], [ 2.409257, 3.94311, 1.283234, 1.391576, 1.601208, 1.213169 ], [ 408283, 408283, 64177, 1094402, 1094402, 601152 ], [ -25579, -18072, -25579, -526806, -404206, -526806 ], [ 130, 115, 145, 130, 115, 145 ], [ 182, 153, 206, 182, 153, 206 ], [ 88, 89, 88, 88, 89, 88 ], [ 21637, 9602, 12035, 21637, 9602, 12035 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 436111, 384835, -145529, -99116, -155236, -131992 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22357, "evaluation_days": 1863.08, "actual_first_datapoint_time": 1599098400000, "first_datapoint_time": 1600567200000, "last_datapoint_time": 1760104800000, "evaluation_time": 1760109889018, "expiration_time": 1765899734400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 123, "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) |
---|