Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1339788.2545 | 1269358.6546 | 70429.5999 | 778332.5814 | 266656.0088 | 511676.5727 |
Total P&L (%) | 1339.7883 | 1269.3587 | 70.4296 | 778.3326 | 266.656 | 511.6766 |
Avg Daily Profit (%) | 0.7251 | 0.687 | 0.0381 | 0.1177 | 0.0703 | 0.0981 |
Buy And Hold Return (%) | 31.2155 | 31.2155 | 31.2155 | 31.2155 | 31.2155 | 31.2155 |
Max Trade Drawdown | -154204 | -120187 | -64954 | -1665793 | -1276688 | -762900 |
Profit Factor | 3.2191 | 5.3685 | 1.2249 | 1.1468 | 1.105 | 1.1851 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 63 | 27 | 36 | 63 | 27 | 36 |
Losing Trades | 69 | 39 | 30 | 69 | 39 | 30 |
Profitability (%) | 47.7273 | 40.9091 | 54.5455 | 47.7273 | 40.9091 | 54.5455 |
Ratio Avg Win / Avg Loss | 3.5257 | 7.7545 | 1.0207 | 1.256 | 1.5962 | 0.9876 |
Largest Winning Trade | 1245783 | 1245783 | 65632 | 816464 | 816464 | 809524 |
Largest Losing Trade | -28461 | -20759 | -28461 | -260402 | -243984 | -260402 |
Avg Bars in Trades | 81 | 74 | 88 | 81 | 74 | 88 |
Avg Bars in Winners | 107 | 95 | 115 | 107 | 95 | 115 |
Avg Bars in Losers | 58 | 60 | 55 | 58 | 60 | 55 |
Bars Traded | 10746 | 4921 | 5825 | 10746 | 4921 | 5825 |
Profit Streak | 34.6932 | 34.6932 | 36.0266 | 34.6932 | 34.6932 | 36.0266 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 708471 | -106735 | -269691 | -93579 | -329882 | -202397 |
{ "trading_pair": "EGLD_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11086, "evaluation_days": 1847.67, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1601380800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758818294200, "expiration_time": 1763504352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 30, "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": [ [ 1339788.2545219236, 1269358.6546290834, 70429.599892841, 778332.5814477237, 266656.0087958601, 511676.5726518638 ], [ 1339.788255, 1269.358655, 70.4296, 778.332581, 266.656009, 511.676573 ], [ 0.725123, 0.687005, 0.038118, 0.117669, 0.070343, 0.098065 ], [ 31.21547, 31.21547, 31.21547, 31.21547, 31.21547, 31.21547 ], [ -154204, -120187, -64954, -1665793, -1276688, -762900 ], [ 3.219089, 5.368481, 1.224883, 1.146768, 1.105046, 1.185078 ], [ 132, 66, 66, 132, 66, 66 ], [ 63, 27, 36, 63, 27, 36 ], [ 69, 39, 30, 69, 39, 30 ], [ 47.727273, 40.909091, 54.545455, 47.727273, 40.909091, 54.545455 ], [ 3.525669, 7.754472, 1.020735, 1.255984, 1.596177, 0.987565 ], [ 1245783, 1245783, 65632, 816464, 816464, 809524 ], [ -28461, -20759, -28461, -260402, -243984, -260402 ], [ 81, 74, 88, 81, 74, 88 ], [ 107, 95, 115, 107, 95, 115 ], [ 58, 60, 55, 58, 60, 55 ], [ 10746, 4921, 5825, 10746, 4921, 5825 ], [ 34.69322, 34.69322, 36.026553, 34.69322, 34.69322, 36.026553 ], [ 5, 2, 3, 5, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 708471, -106735, -269691, -93579, -329882, -202397 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11086, "evaluation_days": 1847.67, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1601380800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758818294200, "expiration_time": 1763504352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 30, "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) |
---|