Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1413102.0615 | 1399398.1496 | 13703.9119 | 192680.811 | 428963.7407 | -236282.9297 |
Total P&L (%) | 1413.1021 | 1399.3982 | 13.7039 | 192.6808 | 428.9637 | -236.2829 |
Avg Daily Profit (%) | 0.76 | 0.7527 | 0.0074 | 0.0578 | 0.0896 | 0 |
Buy And Hold Return (%) | 83.3158 | 83.3158 | 83.3158 | 83.3158 | 83.3158 | 83.3158 |
Max Trade Drawdown | -120181 | -124463 | -50130 | -2035382 | -1734875 | -779711 |
Profit Factor | 2.9532 | 4.919 | 1.0374 | 1.0287 | 1.1299 | 0.9306 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 104 | 54 | 50 | 104 | 54 | 50 |
Profitability (%) | 37.3494 | 34.9398 | 39.759 | 37.3494 | 34.9398 | 39.759 |
Ratio Avg Win / Avg Loss | 4.9538 | 9.1596 | 1.5718 | 1.7256 | 2.104 | 1.41 |
Largest Winning Trade | 1413671 | 1413671 | 62096 | 1017258 | 1017258 | 683712 |
Largest Losing Trade | -30145 | -19982 | -30145 | -403431 | -403431 | -306605 |
Avg Bars in Trades | 43 | 37 | 49 | 43 | 37 | 49 |
Avg Bars in Winners | 65 | 60 | 70 | 65 | 60 | 70 |
Avg Bars in Losers | 30 | 24 | 35 | 30 | 24 | 35 |
Bars Traded | 7221 | 3110 | 4111 | 7221 | 3110 | 4111 |
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 | 518910 | 515097 | -531343 | -312430 | -157228 | -583425 |
{ "trading_pair": "EGLD_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7437, "evaluation_days": 1859.25, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1603000800000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759730757689, "expiration_time": 1764527976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 1413102.061503164, 1399398.1496261854, 13703.9118769788, 192680.8109890255, 428963.7407192811, -236282.9297302557 ], [ 1413.102062, 1399.39815, 13.703912, 192.680811, 428.963741, -236.28293 ], [ 0.760039, 0.752668, 0.007371, 0.057777, 0.089633, 0 ], [ 83.315762, 83.315762, 83.315762, 83.315762, 83.315762, 83.315762 ], [ -120181, -124463, -50130, -2035382, -1734875, -779711 ], [ 2.953246, 4.919019, 1.037403, 1.028737, 1.129915, 0.930567 ], [ 166, 83, 83, 166, 83, 83 ], [ 62, 29, 33, 62, 29, 33 ], [ 104, 54, 50, 104, 54, 50 ], [ 37.349398, 34.939759, 39.759036, 37.349398, 34.939759, 39.759036 ], [ 4.953833, 9.159553, 1.571823, 1.725624, 2.10398, 1.40995 ], [ 1413671, 1413671, 62096, 1017258, 1017258, 683712 ], [ -30145, -19982, -30145, -403431, -403431, -306605 ], [ 43, 37, 49, 43, 37, 49 ], [ 65, 60, 70, 65, 60, 70 ], [ 30, 24, 35, 30, 24, 35 ], [ 7221, 3110, 4111, 7221, 3110, 4111 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 518910, 515097, -531343, -312430, -157228, -583425 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7437, "evaluation_days": 1859.25, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1603000800000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759730757689, "expiration_time": 1764527976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|