Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 583481.6214 | 473699.4363 | 109782.1852 | 1853183.7481 | 462196.3852 | 1390987.3629 |
Total P&L (%) | 583.4816 | 473.6994 | 109.7822 | 1853.1837 | 462.1964 | 1390.9874 |
Avg Daily Profit (%) | 0.3153 | 0.256 | 0.0593 | 0.1607 | 0.0933 | 0.1461 |
Buy And Hold Return (%) | 80.8657 | 80.8657 | 80.8657 | 80.8657 | 80.8657 | 80.8657 |
Max Trade Drawdown | -134931 | -99159 | -102544 | -1859192 | -1395826 | -920109 |
Profit Factor | 1.792 | 2.3369 | 1.2871 | 1.2224 | 1.1008 | 1.3714 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Losing Trades | 74 | 38 | 36 | 74 | 38 | 36 |
Profitability (%) | 44.7761 | 43.2836 | 46.2687 | 44.7761 | 43.2836 | 46.2687 |
Ratio Avg Win / Avg Loss | 2.2102 | 3.0622 | 1.4947 | 1.5076 | 1.4424 | 1.5926 |
Largest Winning Trade | 149435 | 149435 | 44855 | 730186 | 650581 | 730186 |
Largest Losing Trade | -29889 | -24730 | -29889 | -514251 | -514251 | -378522 |
Avg Bars in Trades | 39 | 33 | 45 | 39 | 33 | 45 |
Avg Bars in Winners | 58 | 42 | 72 | 58 | 42 | 72 |
Avg Bars in Losers | 24 | 26 | 21 | 24 | 26 | 21 |
Bars Traded | 5287 | 2261 | 3026 | 5287 | 2261 | 3026 |
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 | 386836 | -107781 | -286645 | 242869 | -298450 | -114355 |
{ "trading_pair": "EGLD_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5552, "evaluation_days": 1850.67, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1602115200000, "last_datapoint_time": 1758960000000, "evaluation_time": 1758978407048, "expiration_time": 1763756928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 105, "offset": 0, "multiplier": 2.66003 } }, "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": [ [ 583481.6214280225, 473699.4362680773, 109782.1851599453, 1853183.7480588497, 462196.3851572964, 1390987.3629015533 ], [ 583.481621, 473.699436, 109.782185, 1853.183748, 462.196385, 1390.987363 ], [ 0.315281, 0.255961, 0.05932, 0.160722, 0.093344, 0.146109 ], [ 80.865729, 80.865729, 80.865729, 80.865729, 80.865729, 80.865729 ], [ -134931, -99159, -102544, -1859192, -1395826, -920109 ], [ 1.792038, 2.336949, 1.28711, 1.222417, 1.100773, 1.371374 ], [ 134, 67, 67, 134, 67, 67 ], [ 60, 29, 31, 60, 29, 31 ], [ 74, 38, 36, 74, 38, 36 ], [ 44.776119, 43.283582, 46.268657, 44.776119, 43.283582, 46.268657 ], [ 2.210181, 3.062209, 1.494709, 1.507647, 1.442392, 1.592563 ], [ 149435, 149435, 44855, 730186, 650581, 730186 ], [ -29889, -24730, -29889, -514251, -514251, -378522 ], [ 39, 33, 45, 39, 33, 45 ], [ 58, 42, 72, 58, 42, 72 ], [ 24, 26, 21, 24, 26, 21 ], [ 5287, 2261, 3026, 5287, 2261, 3026 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 386836, -107781, -286645, 242869, -298450, -114355 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5552, "evaluation_days": 1850.67, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1602115200000, "last_datapoint_time": 1758960000000, "evaluation_time": 1758978407048, "expiration_time": 1763756928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 105, "offset": 0, "multiplier": 2.66003 } }, "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) |
---|