Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 327395.2064 | 393414.5018 | -66019.2955 | -36552.8333 | 391725.1515 | -428277.9848 |
Total P&L (%) | 327.3952 | 393.4145 | -66.0193 | -36.5528 | 391.7252 | -428.278 |
Avg Daily Profit (%) | 0.1762 | 0.2118 | -0.0355 | -0.0245 | 0.0858 | 0 |
Buy And Hold Return (%) | 11.631 | 11.631 | 11.631 | 11.631 | 11.631 | 11.631 |
Max Trade Drawdown | -180967 | -63192 | -163200 | -282919 | -75170 | -295755 |
Profit Factor | 1.5091 | 3.2193 | 0.8583 | 0.9611 | 3.0591 | 0.4294 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 42.029 | 42.8571 | 41.1765 | 42.029 | 42.8571 | 41.1765 |
Ratio Avg Win / Avg Loss | 2.0815 | 4.2923 | 1.2261 | 1.3257 | 4.0788 | 0.6134 |
Largest Winning Trade | 190815 | 190815 | 64835 | 166372 | 166372 | 76145 |
Largest Losing Trade | -61046 | -23304 | -61046 | -162610 | -32732 | -162610 |
Avg Bars in Trades | 295 | 123 | 472 | 295 | 123 | 472 |
Avg Bars in Winners | 523 | 187 | 882 | 523 | 187 | 882 |
Avg Bars in Losers | 130 | 75 | 185 | 130 | 75 | 185 |
Bars Traded | 20396 | 4326 | 16070 | 20396 | 4326 | 16070 |
Profit Streak | 137.3087 | 137.3087 | 144.1421 | 137.3087 | 137.3087 | 144.1421 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -98526 | 419655 | -581987 | -687528 | -74827 | -583654 |
{ "trading_pair": "EGLD_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22295, "evaluation_days": 1857.92, "actual_first_datapoint_time": 1599098400000, "first_datapoint_time": 1600401600000, "last_datapoint_time": 1759658400000, "evaluation_time": 1759663474769, "expiration_time": 1765437264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 180, "offset": 0, "scalar": 3 } }, "second_band": { "type": "linreg", "factors": { "length": 182, "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": [ [ 327395.2063842809, 393414.5018493372, -66019.2954650562, -36552.8332918125, 391725.1515421921, -428277.9848340044 ], [ 327.395206, 393.414502, -66.019295, -36.552833, 391.725152, -428.277985 ], [ 0.176216, 0.21175, -0.035534, -0.024485, 0.085764, 0 ], [ 11.630961, 11.630961, 11.630961, 11.630961, 11.630961, 11.630961 ], [ -180967, -63192, -163200, -282919, -75170, -295755 ], [ 1.509075, 3.219251, 0.85828, 0.961148, 3.05907, 0.429411 ], [ 69, 35, 34, 69, 35, 34 ], [ 29, 15, 14, 29, 15, 14 ], [ 40, 20, 20, 40, 20, 20 ], [ 42.028986, 42.857143, 41.176471, 42.028986, 42.857143, 41.176471 ], [ 2.081483, 4.292335, 1.226115, 1.325722, 4.078761, 0.613444 ], [ 190815, 190815, 64835, 166372, 166372, 76145 ], [ -61046, -23304, -61046, -162610, -32732, -162610 ], [ 295, 123, 472, 295, 123, 472 ], [ 523, 187, 882, 523, 187, 882 ], [ 130, 75, 185, 130, 75, 185 ], [ 20396, 4326, 16070, 20396, 4326, 16070 ], [ 137.308736, 137.308736, 144.142069, 137.308736, 137.308736, 144.142069 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -98526, 419655, -581987, -687528, -74827, -583654 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22295, "evaluation_days": 1857.92, "actual_first_datapoint_time": 1599098400000, "first_datapoint_time": 1600401600000, "last_datapoint_time": 1759658400000, "evaluation_time": 1759663474769, "expiration_time": 1765437264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 180, "offset": 0, "scalar": 3 } }, "second_band": { "type": "linreg", "factors": { "length": 182, "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) |
---|