Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 349086.2584 | 327435.2063 | 21651.052 | -2028.3933 | 12131.7038 | -14160.097 |
Total P&L (%) | 349.0863 | 327.4352 | 21.6511 | -2.0284 | 12.1317 | -14.1601 |
Avg Daily Profit (%) | 0.1876 | 0.176 | 0.0116 | -0.0011 | 0.0062 | -0.0082 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168950 | -168091 | -174735 | -546299 | -568714 | -285372 |
Profit Factor | 1.2414 | 1.4748 | 1.0286 | 0.9992 | 1.0085 | 0.9885 |
Total Trades | 353 | 176 | 177 | 353 | 176 | 177 |
Winning Trades | 168 | 78 | 90 | 168 | 78 | 90 |
Losing Trades | 185 | 98 | 87 | 185 | 98 | 87 |
Profitability (%) | 47.5921 | 44.3182 | 50.8475 | 47.5921 | 44.3182 | 50.8475 |
Ratio Avg Win / Avg Loss | 1.367 | 1.8529 | 0.9943 | 1.1003 | 1.2671 | 0.9555 |
Largest Winning Trade | 149395 | 149395 | 31784 | 164245 | 164245 | 68577 |
Largest Losing Trade | -57541 | -32108 | -57541 | -187606 | -187606 | -129583 |
Avg Bars in Trades | 21 | 21 | 20 | 21 | 21 | 20 |
Avg Bars in Winners | 23 | 23 | 23 | 23 | 23 | 23 |
Avg Bars in Losers | 18 | 19 | 17 | 18 | 19 | 17 |
Bars Traded | 7432 | 3765 | 3667 | 7432 | 3765 | 3667 |
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 | 303395 | 292076 | -373038 | -577924 | -496781 | -580018 |
{ "trading_pair": "EGLD_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7443, "evaluation_days": 1860.75, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1599091200000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759849660187, "expiration_time": 1764661464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.04869, "nc": 0.19734 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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": [ [ 349086.2583776898, 327435.2063321985, 21651.0520454911, -2028.3932515904, 12131.7037675353, -14160.0970191258 ], [ 349.086258, 327.435206, 21.651052, -2.028393, 12.131704, -14.160097 ], [ 0.187605, 0.175969, 0.011636, -0.001101, 0.006154, -0.008205 ], [ 10, 10, 10, 10, 10, 10 ], [ -168950, -168091, -174735, -546299, -568714, -285372 ], [ 1.241369, 1.474791, 1.028615, 0.999235, 1.008519, 0.988454 ], [ 353, 176, 177, 353, 176, 177 ], [ 168, 78, 90, 168, 78, 90 ], [ 185, 98, 87, 185, 98, 87 ], [ 47.592068, 44.318182, 50.847458, 47.592068, 44.318182, 50.847458 ], [ 1.366984, 1.852942, 0.994328, 1.100348, 1.267113, 0.955505 ], [ 149395, 149395, 31784, 164245, 164245, 68577 ], [ -57541, -32108, -57541, -187606, -187606, -129583 ], [ 21, 21, 20, 21, 21, 20 ], [ 23, 23, 23, 23, 23, 23 ], [ 18, 19, 17, 18, 19, 17 ], [ 7432, 3765, 3667, 7432, 3765, 3667 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 303395, 292076, -373038, -577924, -496781, -580018 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7443, "evaluation_days": 1860.75, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1599091200000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759849660187, "expiration_time": 1764661464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.04869, "nc": 0.19734 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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) |
---|