Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 527987.0338 | 493455.4494 | 34531.5844 | 294379.3255 | 327927.8051 | -33548.4796 |
Total P&L (%) | 527.987 | 493.4554 | 34.5316 | 294.3793 | 327.9278 | -33.5485 |
Avg Daily Profit (%) | 0.2858 | 0.2671 | 0.0187 | 0.0743 | 0.0787 | -0.0221 |
Buy And Hold Return (%) | 52.8736 | 52.8736 | 52.8736 | 52.8736 | 52.8736 | 52.8736 |
Max Trade Drawdown | -97143 | -131296 | -141557 | -265451 | -329811 | -356249 |
Profit Factor | 1.7382 | 2.329 | 1.1004 | 1.1851 | 1.3978 | 0.9562 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 56 | 25 | 31 | 56 | 25 | 31 |
Losing Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Profitability (%) | 46.6667 | 41.6667 | 51.6667 | 46.6667 | 41.6667 | 51.6667 |
Ratio Avg Win / Avg Loss | 1.9865 | 3.2606 | 1.0294 | 1.3544 | 1.9569 | 0.8945 |
Largest Winning Trade | 207859 | 207859 | 56740 | 229536 | 229536 | 84790 |
Largest Losing Trade | -50425 | -36483 | -50425 | -116695 | -116695 | -112324 |
Avg Bars in Trades | 90 | 82 | 98 | 90 | 82 | 98 |
Avg Bars in Winners | 120 | 107 | 130 | 120 | 107 | 130 |
Avg Bars in Losers | 63 | 64 | 63 | 63 | 64 | 63 |
Bars Traded | 10841 | 4957 | 5884 | 10841 | 4957 | 5884 |
Profit Streak | 41.8598 | 54.3598 | 41.8598 | 41.8598 | 54.3598 | 41.8598 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434704 | -159507 | -612166 | -111630 | -258731 | -749191 |
{ "trading_pair": "EGLD_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11086, "evaluation_days": 1847.67, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1600761600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758818289444, "expiration_time": 1763504352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 117, "offset": 0, "std": 3.81188 } }, "second_band": { "type": "swma", "factors": { "length": 75, "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": [ [ 527987.0338446585, 493455.4494276782, 34531.5844169804, 294379.325533612, 327927.8050903557, -33548.4795567438 ], [ 527.987034, 493.455449, 34.531584, 294.379326, 327.927805, -33.54848 ], [ 0.285758, 0.267069, 0.018689, 0.074291, 0.078713, -0.022117 ], [ 52.873563, 52.873563, 52.873563, 52.873563, 52.873563, 52.873563 ], [ -97143, -131296, -141557, -265451, -329811, -356249 ], [ 1.7382, 2.329009, 1.1004, 1.185085, 1.397774, 0.956209 ], [ 120, 60, 60, 120, 60, 60 ], [ 56, 25, 31, 56, 25, 31 ], [ 64, 35, 29, 64, 35, 29 ], [ 46.666667, 41.666667, 51.666667, 46.666667, 41.666667, 51.666667 ], [ 1.986514, 3.260612, 1.029406, 1.354383, 1.956884, 0.894518 ], [ 207859, 207859, 56740, 229536, 229536, 84790 ], [ -50425, -36483, -50425, -116695, -116695, -112324 ], [ 90, 82, 98, 90, 82, 98 ], [ 120, 107, 130, 120, 107, 130 ], [ 63, 64, 63, 63, 64, 63 ], [ 10841, 4957, 5884, 10841, 4957, 5884 ], [ 41.859831, 54.359831, 41.859831, 41.859831, 54.359832, 41.859832 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 434704, -159507, -612166, -111630, -258731, -749191 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11086, "evaluation_days": 1847.67, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1600761600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758818289444, "expiration_time": 1763504352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 117, "offset": 0, "std": 3.81188 } }, "second_band": { "type": "swma", "factors": { "length": 75, "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) |
---|