Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 548014.7539 | 452579.7066 | 95435.0473 | 1040431.139 | 1214977.6285 | -174546.4895 |
Total P&L (%) | 548.0148 | 452.5797 | 95.435 | 1040.4311 | 1214.9776 | -174.5465 |
Avg Daily Profit (%) | 0.2957 | 0.2442 | 0.0515 | 0.1314 | 0.1391 | 0 |
Buy And Hold Return (%) | 66.1601 | 66.1601 | 66.1601 | 66.1601 | 66.1601 | 66.1601 |
Max Trade Drawdown | -130655 | -83475 | -77501 | -1862670 | -927300 | -1468515 |
Profit Factor | 2.0822 | 3.2752 | 1.3104 | 1.172 | 1.529 | 0.9535 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Losing Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Profitability (%) | 47.4227 | 51.0204 | 43.75 | 47.4227 | 51.0204 | 43.75 |
Ratio Avg Win / Avg Loss | 2.3085 | 3.1442 | 1.6848 | 1.2994 | 1.4679 | 1.2259 |
Largest Winning Trade | 226250 | 226250 | 60633 | 1016254 | 1016254 | 541461 |
Largest Losing Trade | -37856 | -37856 | -33943 | -609893 | -421056 | -609893 |
Avg Bars in Trades | 53 | 34 | 74 | 53 | 34 | 74 |
Avg Bars in Winners | 83 | 43 | 130 | 83 | 43 | 130 |
Avg Bars in Losers | 27 | 24 | 30 | 27 | 24 | 30 |
Bars Traded | 5228 | 1667 | 3561 | 5228 | 1667 | 3561 |
Profit Streak | 41.4266 | 41.4266 | 56.0933 | 41.4266 | 41.4266 | 56.0933 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 470084 | 537557 | -151944 | -48252 | -4645 | -580051 |
{ "trading_pair": "EGLD_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5560, "evaluation_days": 1853.33, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1602633600000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759198459921, "expiration_time": 1763994240000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 124, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midprice", "factors": { "length": 82, "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": [ [ 548014.7538555781, 452579.7065742617, 95435.0472813165, 1040431.1390099742, 1214977.6285140328, -174546.4895040586 ], [ 548.014754, 452.579707, 95.435047, 1040.431139, 1214.977629, -174.54649 ], [ 0.295692, 0.244198, 0.051494, 0.131417, 0.139112, 0 ], [ 66.160081, 66.160081, 66.160081, 66.160081, 66.160081, 66.160081 ], [ -130655, -83475, -77501, -1862670, -927300, -1468515 ], [ 2.082195, 3.275203, 1.310384, 1.171998, 1.529045, 0.953486 ], [ 97, 49, 48, 97, 49, 48 ], [ 46, 25, 21, 46, 25, 21 ], [ 51, 24, 27, 51, 24, 27 ], [ 47.42268, 51.020408, 43.75, 47.42268, 51.020408, 43.75 ], [ 2.30852, 3.144195, 1.68478, 1.299389, 1.467883, 1.22591 ], [ 226250, 226250, 60633, 1016254, 1016254, 541461 ], [ -37856, -37856, -33943, -609893, -421056, -609893 ], [ 53, 34, 74, 53, 34, 74 ], [ 83, 43, 130, 83, 43, 130 ], [ 27, 24, 30, 27, 24, 30 ], [ 5228, 1667, 3561, 5228, 1667, 3561 ], [ 41.426619, 41.426619, 56.093286, 41.426619, 41.426619, 56.093286 ], [ 2, 1, 3, 2, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 470084, 537557, -151944, -48252, -4645, -580051 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5560, "evaluation_days": 1853.33, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1602633600000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759198459921, "expiration_time": 1763994240000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 124, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midprice", "factors": { "length": 82, "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) |
---|