Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1316411.0278 | -37870.1903 | -1278540.8374 | -45225.641 | -1822585.5116 | 1777359.8706 |
Total P&L (%) | -1316.411 | -37.8702 | -1278.5408 | -45.2256 | -1822.5855 | 1777.3599 |
Avg Daily Profit (%) | -0.7125 | -0.0205 | -0.692 | -0.0326 | 0 | 0.1588 |
Buy And Hold Return (%) | 26.8358 | 26.8358 | 26.8358 | 26.8358 | 26.8358 | 26.8358 |
Max Trade Drawdown | -1401720 | -239370 | -1351607 | -10796226 | -5932963 | -6657230 |
Profit Factor | 0.3745 | 0.9126 | 0.2349 | 0.9975 | 0.8108 | 1.2042 |
Total Trades | 273 | 136 | 137 | 273 | 136 | 137 |
Winning Trades | 218 | 104 | 114 | 132 | 62 | 70 |
Losing Trades | 55 | 32 | 23 | 141 | 74 | 67 |
Profitability (%) | 79.8535 | 76.4706 | 83.2117 | 48.3516 | 45.5882 | 51.0949 |
Ratio Avg Win / Avg Loss | 0.0945 | 0.2808 | 0.0474 | 1.0655 | 0.9677 | 1.1526 |
Largest Winning Trade | 19228 | 19228 | 11247 | 5895191 | 5707400 | 5895191 |
Largest Losing Trade | -1212264 | -62916 | -1212264 | -1538097 | -818325 | -1538097 |
Avg Bars in Trades | 39 | 44 | 34 | 39 | 44 | 34 |
Avg Bars in Winners | 11 | 12 | 11 | 44 | 55 | 35 |
Avg Bars in Losers | 148 | 148 | 147 | 34 | 36 | 32 |
Bars Traded | 10767 | 6081 | 4686 | 10767 | 6081 | 4686 |
Profit Streak | 58.4151 | 85.4151 | 58.4151 | 58.4151 | 85.4151 | 58.4151 |
Trades During Streak | 24 | 15 | 12 | 24 | 15 | 12 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573604 | -575550 | -574788 | -576448 | -580974 | 318101 |
{ "trading_pair": "EGLD_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11086, "evaluation_days": 1847.67, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1601553600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758851862745, "expiration_time": 1763504352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 172, "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": [ [ -1316411.027772168, -37870.1903223109, -1278540.8374498584, -45225.6410095327, -1822585.5115762574, 1777359.870566723 ], [ -1316.411028, -37.87019, -1278.540837, -45.225641, -1822.585512, 1777.359871 ], [ -0.712471, -0.020496, -0.691975, -0.032573, 0, 0.158837 ], [ 26.835781, 26.835781, 26.835781, 26.835781, 26.835781, 26.835781 ], [ -1401720, -239370, -1351607, -10796226, -5932963, -6657230 ], [ 0.374463, 0.912601, 0.234932, 0.997534, 0.81081, 1.20416 ], [ 273, 136, 137, 273, 136, 137 ], [ 218, 104, 114, 132, 62, 70 ], [ 55, 32, 23, 141, 74, 67 ], [ 79.85348, 76.470588, 83.211679, 48.351648, 45.588235, 51.094891 ], [ 0.094475, 0.2808, 0.047399, 1.065548, 0.967741, 1.152553 ], [ 19228, 19228, 11247, 5895191, 5707400, 5895191 ], [ -1212264, -62916, -1212264, -1538097, -818325, -1538097 ], [ 39, 44, 34, 39, 44, 34 ], [ 11, 12, 11, 44, 55, 35 ], [ 148, 148, 147, 34, 36, 32 ], [ 10767, 6081, 4686, 10767, 6081, 4686 ], [ 58.415078, 85.415078, 58.415078, 58.415078, 85.415078, 58.415078 ], [ 24, 15, 12, 24, 15, 12 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -573604, -575550, -574788, -576448, -580974, 318101 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11086, "evaluation_days": 1847.67, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1601553600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758851862745, "expiration_time": 1763504352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 172, "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) |
---|