Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 843880.1483 | 689505.8846 | 154374.2637 | 3365486.6301 | 534131.3656 | 2831355.2645 |
Total P&L (%) | 843.8801 | 689.5059 | 154.3743 | 3365.4866 | 534.1314 | 2831.3553 |
Avg Daily Profit (%) | 0.4569 | 0.3733 | 0.0836 | 0.1921 | 0.1001 | 0.1831 |
Buy And Hold Return (%) | 55.7924 | 55.7924 | 55.7924 | 55.7924 | 55.7924 | 55.7924 |
Max Trade Drawdown | -92893 | -70437 | -92608 | -2230533 | -1829143 | -950217 |
Profit Factor | 2.2727 | 3.0786 | 1.4659 | 1.2908 | 1.0858 | 1.5295 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 74 | 40 | 34 | 74 | 40 | 34 |
Profitability (%) | 40.8 | 36.5079 | 45.1613 | 40.8 | 36.5079 | 45.1613 |
Ratio Avg Win / Avg Loss | 3.2976 | 5.354 | 1.78 | 1.8729 | 1.8883 | 1.8573 |
Largest Winning Trade | 394286 | 394286 | 41305 | 1478901 | 1478901 | 899882 |
Largest Losing Trade | -24560 | -17929 | -24560 | -836869 | -447993 | -836869 |
Avg Bars in Trades | 174 | 164 | 184 | 174 | 164 | 184 |
Avg Bars in Winners | 290 | 293 | 287 | 290 | 293 | 287 |
Avg Bars in Losers | 94 | 90 | 99 | 94 | 90 | 99 |
Bars Traded | 21793 | 10366 | 11427 | 21793 | 10366 | 11427 |
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 | 407284 | -136804 | -238541 | 211071 | -336230 | -145571 |
{ "trading_pair": "EGLD_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22165, "evaluation_days": 1847.08, "actual_first_datapoint_time": 1599098400000, "first_datapoint_time": 1600776000000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758796249822, "expiration_time": 1764467568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 156, "offset": 0, "scalar": 1 } } }
{ "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": [ [ 843880.1483144312, 689505.8845663862, 154374.2637480454, 3365486.6301377304, 534131.3656283482, 2831355.2645093803 ], [ 843.880148, 689.505885, 154.374264, 3365.48663, 534.131366, 2831.355265 ], [ 0.456873, 0.373295, 0.083577, 0.192133, 0.10005, 0.183053 ], [ 55.792433, 55.792433, 55.792433, 55.792433, 55.792433, 55.792433 ], [ -92893, -70437, -92608, -2230533, -1829143, -950217 ], [ 2.272695, 3.078567, 1.465904, 1.290816, 1.0858, 1.529501 ], [ 125, 63, 62, 125, 63, 62 ], [ 51, 23, 28, 51, 23, 28 ], [ 74, 40, 34, 74, 40, 34 ], [ 40.8, 36.507937, 45.16129, 40.8, 36.507937, 45.16129 ], [ 3.297636, 5.354029, 1.780026, 1.872949, 1.888347, 1.857251 ], [ 394286, 394286, 41305, 1478901, 1478901, 899882 ], [ -24560, -17929, -24560, -836869, -447993, -836869 ], [ 174, 164, 184, 174, 164, 184 ], [ 290, 293, 287, 290, 293, 287 ], [ 94, 90, 99, 94, 90, 99 ], [ 21793, 10366, 11427, 21793, 10366, 11427 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 407284, -136804, -238541, 211071, -336230, -145571 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22165, "evaluation_days": 1847.08, "actual_first_datapoint_time": 1599098400000, "first_datapoint_time": 1600776000000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758796249822, "expiration_time": 1764467568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 156, "offset": 0, "scalar": 1 } } }
# | 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) |
---|