Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 670878.7679 | 573815.2458 | 97063.5221 | 1074432.8209 | 935636.139 | 138796.6819 |
Total P&L (%) | 670.8788 | 573.8152 | 97.0635 | 1074.4328 | 935.6361 | 138.7967 |
Avg Daily Profit (%) | 0.3632 | 0.3107 | 0.0526 | 0.1335 | 0.1266 | 0.0471 |
Buy And Hold Return (%) | 18.1697 | 18.1697 | 18.1697 | 18.1697 | 18.1697 | 18.1697 |
Max Trade Drawdown | -129485 | -60278 | -118253 | -1343348 | -963147 | -1303854 |
Profit Factor | 1.8763 | 2.6842 | 1.2284 | 1.1448 | 1.2885 | 1.0332 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 65 | 29 | 36 | 65 | 29 | 36 |
Losing Trades | 92 | 50 | 42 | 92 | 50 | 42 |
Profitability (%) | 41.4013 | 36.7089 | 46.1538 | 41.4013 | 36.7089 | 46.1538 |
Ratio Avg Win / Avg Loss | 2.6557 | 4.628 | 1.4332 | 1.6203 | 2.2215 | 1.2054 |
Largest Winning Trade | 294630 | 294630 | 62348 | 685522 | 685522 | 463328 |
Largest Losing Trade | -39597 | -19552 | -39597 | -667610 | -237641 | -667610 |
Avg Bars in Trades | 138 | 128 | 149 | 138 | 128 | 149 |
Avg Bars in Winners | 220 | 207 | 230 | 220 | 207 | 230 |
Avg Bars in Losers | 81 | 82 | 80 | 81 | 82 | 80 |
Bars Traded | 21814 | 10139 | 11675 | 21814 | 10139 | 11675 |
Profit Streak | 0 | 0 | 31.4294 | 0 | 0 | 31.4294 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377023 | -18022 | -159153 | -77132 | -54542 | -348896 |
{ "trading_pair": "EGLD_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22165, "evaluation_days": 1847.08, "actual_first_datapoint_time": 1599098400000, "first_datapoint_time": 1600459200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758824299638, "expiration_time": 1764467568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 98, "offset": 0, "poles": 3 } } }
{ "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": [ [ 670878.7679419752, 573815.2458382325, 97063.5221037427, 1074432.8208955827, 935636.138992646, 138796.6819029356 ], [ 670.878768, 573.815246, 97.063522, 1074.432821, 935.636139, 138.796682 ], [ 0.36321, 0.310661, 0.05255, 0.133455, 0.126637, 0.047136 ], [ 18.169702, 18.169702, 18.169702, 18.169702, 18.169702, 18.169702 ], [ -129485, -60278, -118253, -1343348, -963147, -1303854 ], [ 1.876283, 2.684216, 1.228441, 1.144777, 1.288475, 1.033222 ], [ 157, 79, 78, 157, 79, 78 ], [ 65, 29, 36, 65, 29, 36 ], [ 92, 50, 42, 92, 50, 42 ], [ 41.401274, 36.708861, 46.153846, 41.401274, 36.708861, 46.153846 ], [ 2.655661, 4.627959, 1.433182, 1.6203, 2.221509, 1.205425 ], [ 294630, 294630, 62348, 685522, 685522, 463328 ], [ -39597, -19552, -39597, -667610, -237641, -667610 ], [ 138, 128, 149, 138, 128, 149 ], [ 220, 207, 230, 220, 207, 230 ], [ 81, 82, 80, 81, 82, 80 ], [ 21814, 10139, 11675, 21814, 10139, 11675 ], [ 0, 0, 31.429394, 0, 0, 31.429394 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 377023, -18022, -159153, -77132, -54542, -348896 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22165, "evaluation_days": 1847.08, "actual_first_datapoint_time": 1599098400000, "first_datapoint_time": 1600459200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758824299638, "expiration_time": 1764467568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 98, "offset": 0, "poles": 3 } } }
# | 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) |
---|