Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1512827.2132 | -100731.738 | -1412095.4752 | 58801.8705 | -1407591.0474 | 1466392.9179 |
Total P&L (%) | -1512.8272 | -100.7317 | -1412.0955 | 58.8019 | -1407.591 | 1466.3929 |
Avg Daily Profit (%) | -0.8177 | -0.0545 | -0.7633 | 0.025 | 0 | 0.1488 |
Buy And Hold Return (%) | 95.9581 | 95.9581 | 95.9581 | 95.9581 | 95.9581 | 95.9581 |
Max Trade Drawdown | -1592179 | -181689 | -1466540 | -2235375 | -1911356 | -1824237 |
Profit Factor | 0.2041 | 0.6715 | 0.1141 | 1.0105 | 0.5264 | 1.5544 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 36 | 16 | 20 | 34 | 15 | 19 |
Losing Trades | 29 | 16 | 13 | 31 | 17 | 14 |
Profitability (%) | 55.3846 | 50 | 60.6061 | 52.3077 | 46.875 | 57.5758 |
Ratio Avg Win / Avg Loss | 0.1644 | 0.6715 | 0.0742 | 0.9213 | 0.5965 | 1.1454 |
Largest Winning Trade | 29434 | 29434 | 23157 | 3132130 | 979899 | 3132130 |
Largest Losing Trade | -1251177 | -65297 | -1251177 | -1588010 | -980716 | -1588010 |
Avg Bars in Trades | 80 | 99 | 62 | 80 | 99 | 62 |
Avg Bars in Winners | 43 | 51 | 37 | 60 | 60 | 60 |
Avg Bars in Losers | 126 | 146 | 101 | 102 | 133 | 66 |
Bars Traded | 5248 | 3176 | 2072 | 5248 | 3176 | 2072 |
Profit Streak | 148.8032 | 148.8032 | 278.8032 | 148.8032 | 148.8032 | 278.8032 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -714605 | -579458 | -578056 | -670152 | -580673 | 360775 |
{ "trading_pair": "EGLD_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5550, "evaluation_days": 1850, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1603152000000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758914194958, "expiration_time": 1763697600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 156, "offset": 0, "std": 4.64146 } } }
{ "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": [ [ -1512827.2131880538, -100731.7379982033, -1412095.47518985, 58801.8705419892, -1407591.0473547718, 1466392.9178967618 ], [ -1512.827213, -100.731738, -1412.095475, 58.801871, -1407.591047, 1466.392918 ], [ -0.817744, -0.05445, -0.763295, 0.025002, 0, 0.148833 ], [ 95.958084, 95.958084, 95.958084, 95.958084, 95.958084, 95.958084 ], [ -1592179, -181689, -1466540, -2235375, -1911356, -1824237 ], [ 0.20408, 0.671544, 0.114144, 1.010469, 0.526351, 1.554426 ], [ 65, 32, 33, 65, 32, 33 ], [ 36, 16, 20, 34, 15, 19 ], [ 29, 16, 13, 31, 17, 14 ], [ 55.384615, 50, 60.606061, 52.307692, 46.875, 57.575758 ], [ 0.164398, 0.671544, 0.074194, 0.92131, 0.596531, 1.145367 ], [ 29434, 29434, 23157, 3132130, 979899, 3132130 ], [ -1251177, -65297, -1251177, -1588010, -980716, -1588010 ], [ 80, 99, 62, 80, 99, 62 ], [ 43, 51, 37, 60, 60, 60 ], [ 126, 146, 101, 102, 133, 66 ], [ 5248, 3176, 2072, 5248, 3176, 2072 ], [ 148.803182, 148.803182, 278.803182, 148.803182, 148.803182, 278.803182 ], [ 7, 3, 4, 7, 3, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -714605, -579458, -578056, -670152, -580673, 360775 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5550, "evaluation_days": 1850, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1603152000000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758914194958, "expiration_time": 1763697600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 156, "offset": 0, "std": 4.64146 } } }
# | 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) |
---|