Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1281389.6842 | 1169082.2414 | 112307.4428 | 1058571.7092 | 34475.0032 | 1024096.706 |
Total P&L (%) | 1281.3897 | 1169.0822 | 112.3074 | 1058.5717 | 34.475 | 1024.0967 |
Avg Daily Profit (%) | 0.6923 | 0.6316 | 0.0607 | 0.1324 | 0.016 | 0.1308 |
Buy And Hold Return (%) | 71.3006 | 71.3006 | 71.3006 | 71.3006 | 71.3006 | 71.3006 |
Max Trade Drawdown | -66821 | -77046 | -38221 | -1159541 | -1408336 | -495376 |
Profit Factor | 4.741 | 6.966 | 1.7662 | 1.1969 | 1.0112 | 1.4451 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 42.623 | 38.7097 | 46.6667 | 42.623 | 38.7097 | 46.6667 |
Ratio Avg Win / Avg Loss | 6.3821 | 11.0295 | 2.0186 | 1.6112 | 1.6011 | 1.6516 |
Largest Winning Trade | 1175709 | 1175709 | 53614 | 1175709 | 1175709 | 681479 |
Largest Losing Trade | -35493 | -33089 | -35493 | -459039 | -459039 | -384953 |
Avg Bars in Trades | 85 | 60 | 112 | 85 | 60 | 112 |
Avg Bars in Winners | 158 | 114 | 196 | 158 | 114 | 196 |
Avg Bars in Losers | 31 | 26 | 38 | 31 | 26 | 38 |
Bars Traded | 5234 | 1871 | 3363 | 5234 | 1871 | 3363 |
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 | -149296 | 569672 | -119623 | -187800 | -548764 | -17248 |
{ "trading_pair": "EGLD_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5553, "evaluation_days": 1851, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1605312000000, "last_datapoint_time": 1758988800000, "evaluation_time": 1759023253104, "expiration_time": 1763786592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 216 } }, "second_band": { "type": "kcl", "factors": { "length": 65, "offset": 0, "scalar": 1 } } }
{ "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": [ [ 1281389.6842035886, 1169082.2414035792, 112307.4428000097, 1058571.709159983, 34475.0031874807, 1024096.705972502 ], [ 1281.389684, 1169.082241, 112.307443, 1058.571709, 34.475003, 1024.096706 ], [ 0.692269, 0.631595, 0.060674, 0.132436, 0.016004, 0.130802 ], [ 71.300567, 71.300567, 71.300567, 71.300567, 71.300567, 71.300567 ], [ -66821, -77046, -38221, -1159541, -1408336, -495376 ], [ 4.740997, 6.966, 1.766244, 1.196882, 1.011207, 1.445147 ], [ 61, 31, 30, 61, 31, 30 ], [ 26, 12, 14, 26, 12, 14 ], [ 35, 19, 16, 35, 19, 16 ], [ 42.622951, 38.709677, 46.666667, 42.622951, 38.709677, 46.666667 ], [ 6.382112, 11.0295, 2.018565, 1.611187, 1.601078, 1.651596 ], [ 1175709, 1175709, 53614, 1175709, 1175709, 681479 ], [ -35493, -33089, -35493, -459039, -459039, -384953 ], [ 85, 60, 112, 85, 60, 112 ], [ 158, 114, 196, 158, 114, 196 ], [ 31, 26, 38, 31, 26, 38 ], [ 5234, 1871, 3363, 5234, 1871, 3363 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -149296, 569672, -119623, -187800, -548764, -17248 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5553, "evaluation_days": 1851, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1605312000000, "last_datapoint_time": 1758988800000, "evaluation_time": 1759023253104, "expiration_time": 1763786592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 216 } }, "second_band": { "type": "kcl", "factors": { "length": 65, "offset": 0, "scalar": 1 } } }
# | 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) |
---|