Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1506659.2331 | 1374896.8428 | 131762.3904 | 2796844.8017 | -188318.5161 | 2985163.3177 |
Total P&L (%) | 1506.6592 | 1374.8968 | 131.7624 | 2796.8448 | -188.3185 | 2985.1633 |
Avg Daily Profit (%) | 0.8131 | 0.742 | 0.0711 | 0.1818 | 0 | 0.1852 |
Buy And Hold Return (%) | 81.1914 | 81.1914 | 81.1914 | 81.1914 | 81.1914 | 81.1914 |
Max Trade Drawdown | -87431 | -101069 | -45579 | -4462751 | -4707592 | -2359388 |
Profit Factor | 3.9333 | 5.9904 | 1.5533 | 1.1344 | 0.9833 | 1.3141 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 47.7477 | 42.8571 | 52.7273 | 47.7477 | 42.8571 | 52.7273 |
Ratio Avg Win / Avg Loss | 4.3043 | 7.9872 | 1.3926 | 1.2415 | 1.3111 | 1.1781 |
Largest Winning Trade | 1245423 | 1245423 | 63002 | 2829062 | 2829062 | 2302671 |
Largest Losing Trade | -30585 | -23424 | -30585 | -1804881 | -1308624 | -1804881 |
Avg Bars in Trades | 31 | 26 | 36 | 31 | 26 | 36 |
Avg Bars in Winners | 44 | 33 | 53 | 44 | 33 | 53 |
Avg Bars in Losers | 19 | 21 | 18 | 19 | 21 | 18 |
Bars Traded | 3514 | 1496 | 2017 | 3514 | 1496 | 2017 |
Profit Streak | 14.8199 | 25.8199 | 0 | 14.8199 | 25.8199 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 727100 | -160821 | -285468 | -64750 | -761124 | -171620 |
{ "trading_pair": "EGLD_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3706, "evaluation_days": 1853, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1604404800000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759174838274, "expiration_time": 1763950176000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 1506659.233107431, 1374896.8427502615, 131762.3903571694, 2796844.801658386, -188318.5160600103, 2985163.317718395 ], [ 1506.659233, 1374.896843, 131.76239, 2796.844802, -188.318516, 2985.163318 ], [ 0.813092, 0.741984, 0.071108, 0.181828, 0, 0.185233 ], [ 81.191395, 81.191395, 81.191395, 81.191395, 81.191395, 81.191395 ], [ -87431, -101069, -45579, -4462751, -4707592, -2359388 ], [ 3.933285, 5.9904, 1.553312, 1.134443, 0.983333, 1.314079 ], [ 111, 56, 55, 111, 56, 55 ], [ 53, 24, 29, 53, 24, 29 ], [ 58, 32, 26, 58, 32, 26 ], [ 47.747748, 42.857143, 52.727273, 47.747748, 42.857143, 52.727273 ], [ 4.304349, 7.987201, 1.392624, 1.241466, 1.31111, 1.17814 ], [ 1245423, 1245423, 63002, 2829062, 2829062, 2302671 ], [ -30585, -23424, -30585, -1804881, -1308624, -1804881 ], [ 31, 26, 36, 31, 26, 36 ], [ 44, 33, 53, 44, 33, 53 ], [ 19, 21, 18, 19, 21, 18 ], [ 3514, 1496, 2017, 3514, 1496, 2017 ], [ 14.819887, 25.819887, 0, 14.819887, 25.819887, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 727100, -160821, -285468, -64750, -761124, -171620 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3706, "evaluation_days": 1853, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1604404800000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759174838274, "expiration_time": 1763950176000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|