Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1819294.8479 | 1764026.0173 | 55268.8306 | 654267.1082 | -162242.1432 | 816509.2514 |
Total P&L (%) | 1819.2948 | 1764.026 | 55.2688 | 654.2671 | -162.2421 | 816.5093 |
Avg Daily Profit (%) | 0.9832 | 0.9534 | 0.0299 | 0.1093 | 0 | 0.1198 |
Buy And Hold Return (%) | 47.9968 | 47.9968 | 47.9968 | 47.9968 | 47.9968 | 47.9968 |
Max Trade Drawdown | -139760 | -109907 | -50886 | -2560773 | -2238228 | -1090302 |
Profit Factor | 4.3869 | 7.2325 | 1.2175 | 1.079 | 0.9642 | 1.2178 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 28 | 9 | 19 | 28 | 9 | 19 |
Losing Trades | 67 | 39 | 28 | 67 | 39 | 28 |
Profitability (%) | 29.4737 | 18.75 | 40.4255 | 29.4737 | 18.75 | 40.4255 |
Ratio Avg Win / Avg Loss | 10.4971 | 31.341 | 1.7942 | 2.5818 | 4.1784 | 1.7946 |
Largest Winning Trade | 1711736 | 1711736 | 53008 | 1397956 | 1397956 | 939134 |
Largest Losing Trade | -28013 | -22218 | -28013 | -575738 | -464029 | -575738 |
Avg Bars in Trades | 55 | 46 | 63 | 55 | 46 | 63 |
Avg Bars in Winners | 133 | 154 | 124 | 133 | 154 | 124 |
Avg Bars in Losers | 22 | 22 | 22 | 22 | 22 | 22 |
Bars Traded | 5255 | 2252 | 3003 | 5255 | 2252 | 3003 |
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 | 389739 | -35722 | -274572 | -189118 | -635550 | -35603 |
{ "trading_pair": "EGLD_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5551, "evaluation_days": 1850.33, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1603699200000, "last_datapoint_time": 1758931200000, "evaluation_time": 1758944322475, "expiration_time": 1763727264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 160, "na": 0.19798, "nb": 0.1, "nc": 0.1 } }, "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": [ [ 1819294.8479346863, 1764026.0172904616, 55268.8306442249, 654267.1081658067, -162242.1432070393, 816509.2513728449 ], [ 1819.294848, 1764.026017, 55.268831, 654.267108, -162.242143, 816.509251 ], [ 0.983227, 0.953358, 0.02987, 0.109261, 0, 0.119802 ], [ 47.996822, 47.996822, 47.996822, 47.996822, 47.996822, 47.996822 ], [ -139760, -109907, -50886, -2560773, -2238228, -1090302 ], [ 4.38686, 7.232535, 1.217485, 1.078955, 0.964245, 1.217798 ], [ 95, 48, 47, 95, 48, 47 ], [ 28, 9, 19, 28, 9, 19 ], [ 67, 39, 28, 67, 39, 28 ], [ 29.473684, 18.75, 40.425532, 29.473684, 18.75, 40.425532 ], [ 10.49713, 31.340984, 1.794188, 2.581786, 4.178395, 1.794649 ], [ 1711736, 1711736, 53008, 1397956, 1397956, 939134 ], [ -28013, -22218, -28013, -575738, -464029, -575738 ], [ 55, 46, 63, 55, 46, 63 ], [ 133, 154, 124, 133, 154, 124 ], [ 22, 22, 22, 22, 22, 22 ], [ 5255, 2252, 3003, 5255, 2252, 3003 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 389739, -35722, -274572, -189118, -635550, -35603 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5551, "evaluation_days": 1850.33, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1603699200000, "last_datapoint_time": 1758931200000, "evaluation_time": 1758944322475, "expiration_time": 1763727264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 160, "na": 0.19798, "nb": 0.1, "nc": 0.1 } }, "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) |
---|