Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1616332.2446 | 1495305.803 | 121026.4416 | 3446557.2418 | 1756209.5184 | 1690347.7235 |
Total P&L (%) | 1616.3322 | 1495.3058 | 121.0264 | 3446.5572 | 1756.2095 | 1690.3477 |
Avg Daily Profit (%) | 0.8725 | 0.8072 | 0.0653 | 0.1928 | 0.1578 | 0.1559 |
Buy And Hold Return (%) | 22.7956 | 22.7956 | 22.7956 | 22.7956 | 22.7956 | 22.7956 |
Max Trade Drawdown | -110733 | -68545 | -107633 | -3550557 | -3457284 | -2412263 |
Profit Factor | 3.4536 | 5.9235 | 1.3409 | 1.1642 | 1.1706 | 1.1581 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Losing Trades | 116 | 57 | 59 | 116 | 57 | 59 |
Profitability (%) | 30.5389 | 32.1429 | 28.9157 | 30.5389 | 32.1429 | 28.9157 |
Ratio Avg Win / Avg Loss | 7.8552 | 12.5051 | 3.2963 | 2.648 | 2.4712 | 2.847 |
Largest Winning Trade | 1365521 | 1365521 | 64837 | 2480805 | 2480805 | 1659395 |
Largest Losing Trade | -26137 | -16574 | -26137 | -1768913 | -599899 | -1768913 |
Avg Bars in Trades | 42 | 38 | 47 | 42 | 38 | 47 |
Avg Bars in Winners | 100 | 85 | 118 | 100 | 85 | 118 |
Avg Bars in Losers | 17 | 16 | 19 | 17 | 16 | 19 |
Bars Traded | 7179 | 3215 | 3965 | 7179 | 3215 | 3965 |
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 | 473073 | 517339 | -118269 | -37501 | -31395 | -50740 |
{ "trading_pair": "EGLD_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7410, "evaluation_days": 1852.5, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1600624800000, "last_datapoint_time": 1759125600000, "evaluation_time": 1759129747723, "expiration_time": 1763927280000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 72, "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": [ [ 1616332.244587406, 1495305.8029640391, 121026.4416233673, 3446557.2418495608, 1756209.5183874932, 1690347.7234620648 ], [ 1616.332245, 1495.305803, 121.026442, 3446.557242, 1756.209518, 1690.347723 ], [ 0.872514, 0.807183, 0.065331, 0.192821, 0.15781, 0.155857 ], [ 22.795558, 22.795558, 22.795558, 22.795558, 22.795558, 22.795558 ], [ -110733, -68545, -107633, -3550557, -3457284, -2412263 ], [ 3.453589, 5.923465, 1.340869, 1.164211, 1.170561, 1.158095 ], [ 167, 84, 83, 167, 84, 83 ], [ 51, 27, 24, 51, 27, 24 ], [ 116, 57, 59, 116, 57, 59 ], [ 30.538922, 32.142857, 28.915663, 30.538922, 32.142857, 28.915663 ], [ 7.855221, 12.505093, 3.296303, 2.648009, 2.471185, 2.846983 ], [ 1365521, 1365521, 64837, 2480805, 2480805, 1659395 ], [ -26137, -16574, -26137, -1768913, -599899, -1768913 ], [ 42, 38, 47, 42, 38, 47 ], [ 100, 85, 118, 100, 85, 118 ], [ 17, 16, 19, 17, 16, 19 ], [ 7179, 3215, 3965, 7179, 3215, 3965 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 473073, 517339, -118269, -37501, -31395, -50740 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7410, "evaluation_days": 1852.5, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1600624800000, "last_datapoint_time": 1759125600000, "evaluation_time": 1759129747723, "expiration_time": 1763927280000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 72, "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) |
---|