Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 746803.0205 | 695342.5747 | 51460.4458 | 84180.6516 | 656728.4202 | -572547.7686 |
Total P&L (%) | 746.803 | 695.3426 | 51.4604 | 84.1807 | 656.7284 | -572.5478 |
Avg Daily Profit (%) | 0.4042 | 0.3763 | 0.0279 | 0.0331 | 0.1096 | 0 |
Buy And Hold Return (%) | 68.4184 | 68.4184 | 68.4184 | 68.4184 | 68.4184 | 68.4184 |
Max Trade Drawdown | -148508 | -71777 | -137153 | -1023546 | -414963 | -688144 |
Profit Factor | 2.0667 | 3.3961 | 1.1255 | 1.0442 | 1.8511 | 0.4938 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 52.809 | 55.5556 | 50 | 52.809 | 55.5556 | 50 |
Ratio Avg Win / Avg Loss | 1.8468 | 2.7169 | 1.1255 | 0.9332 | 1.4808 | 0.4938 |
Largest Winning Trade | 448657 | 448657 | 63727 | 827554 | 827554 | 90614 |
Largest Losing Trade | -93051 | -37824 | -93051 | -614027 | -401432 | -614027 |
Avg Bars in Trades | 78 | 73 | 84 | 78 | 73 | 84 |
Avg Bars in Winners | 86 | 68 | 106 | 86 | 68 | 106 |
Avg Bars in Losers | 70 | 78 | 62 | 70 | 78 | 62 |
Bars Traded | 6996 | 3288 | 3709 | 6996 | 3288 | 3709 |
Profit Streak | 190.054 | 190.054 | 293.554 | 190.054 | 190.054 | 293.554 |
Trades During Streak | 4 | 2 | 5 | 4 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 565152 | 640767 | -402432 | -414372 | -42108 | -579329 |
{ "trading_pair": "EGLD_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7391, "evaluation_days": 1847.75, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1602417600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758871068603, "expiration_time": 1763504568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 149, "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": [ [ 746803.0205496069, 695342.5747081777, 51460.445841429, 84180.6515608141, 656728.4201676766, -572547.7686068623 ], [ 746.803021, 695.342575, 51.460446, 84.180652, 656.72842, -572.547769 ], [ 0.404169, 0.376319, 0.02785, 0.033059, 0.10959, 0 ], [ 68.418387, 68.418387, 68.418387, 68.418387, 68.418387, 68.418387 ], [ -148508, -71777, -137153, -1023546, -414963, -688144 ], [ 2.066708, 3.396112, 1.125542, 1.044242, 1.851058, 0.493804 ], [ 89, 45, 44, 89, 45, 44 ], [ 47, 25, 22, 47, 25, 22 ], [ 42, 20, 22, 42, 20, 22 ], [ 52.808989, 55.555556, 50, 52.808989, 55.555556, 50 ], [ 1.846845, 2.71689, 1.125542, 0.933152, 1.480846, 0.493804 ], [ 448657, 448657, 63727, 827554, 827554, 90614 ], [ -93051, -37824, -93051, -614027, -401432, -614027 ], [ 78, 73, 84, 78, 73, 84 ], [ 86, 68, 106, 86, 68, 106 ], [ 70, 78, 62, 70, 78, 62 ], [ 6996, 3288, 3709, 6996, 3288, 3709 ], [ 190.054035, 190.054035, 293.554035, 190.054035, 190.054035, 293.554035 ], [ 4, 2, 5, 4, 2, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 565152, 640767, -402432, -414372, -42108, -579329 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7391, "evaluation_days": 1847.75, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1602417600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758871068603, "expiration_time": 1763504568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 149, "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) |
---|