Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1577102.7438 | 1452203.3048 | 124899.439 | 3072076.1262 | -140738.615 | 3212814.7412 |
Total P&L (%) | 1577.1027 | 1452.2033 | 124.8994 | 3072.0761 | -140.7386 | 3212.8147 |
Avg Daily Profit (%) | 0.8503 | 0.7829 | 0.0673 | 0.1866 | 0 | 0.1889 |
Buy And Hold Return (%) | 28.3616 | 28.3616 | 28.3616 | 28.3616 | 28.3616 | 28.3616 |
Max Trade Drawdown | -81132 | -62048 | -61059 | -4416235 | -3801840 | -2472190 |
Profit Factor | 4.413 | 7.2176 | 1.5465 | 1.1691 | 0.9854 | 1.3773 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 29 | 11 | 18 | 29 | 11 | 18 |
Losing Trades | 66 | 37 | 29 | 66 | 37 | 29 |
Profitability (%) | 30.5263 | 22.9167 | 38.2979 | 30.5263 | 22.9167 | 38.2979 |
Ratio Avg Win / Avg Loss | 10.0434 | 24.2774 | 2.4917 | 2.6607 | 3.3146 | 2.219 |
Largest Winning Trade | 1296097 | 1296097 | 65198 | 3473242 | 3473242 | 2650292 |
Largest Losing Trade | -30900 | -11257 | -30900 | -2265708 | -602903 | -2265708 |
Avg Bars in Trades | 112 | 94 | 131 | 112 | 94 | 131 |
Avg Bars in Winners | 266 | 267 | 266 | 266 | 267 | 266 |
Avg Bars in Losers | 45 | 42 | 48 | 45 | 42 | 48 |
Bars Traded | 10715 | 4512 | 6202 | 10715 | 4512 | 6202 |
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 | 477151 | -17637 | -106654 | -32807 | -617186 | 185055 |
{ "trading_pair": "EGLD_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11129, "evaluation_days": 1854.83, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1601553600000, "last_datapoint_time": 1759334400000, "evaluation_time": 1759339789121, "expiration_time": 1764142128000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 21, "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": [ [ 1577102.7438131035, 1452203.3048160125, 124899.4389970908, 3072076.126190904, -140738.6149801456, 3212814.741171051 ], [ 1577.102744, 1452.203305, 124.899439, 3072.076126, -140.738615, 3212.814741 ], [ 0.850268, 0.782931, 0.067337, 0.186551, 0, 0.188895 ], [ 28.361625, 28.361625, 28.361625, 28.361625, 28.361625, 28.361625 ], [ -81132, -62048, -61059, -4416235, -3801840, -2472190 ], [ 4.412998, 7.217605, 1.546548, 1.169096, 0.985419, 1.37729 ], [ 95, 48, 47, 95, 48, 47 ], [ 29, 11, 18, 29, 11, 18 ], [ 66, 37, 29, 66, 37, 29 ], [ 30.526316, 22.916667, 38.297872, 30.526316, 22.916667, 38.297872 ], [ 10.043374, 24.277398, 2.491661, 2.660702, 3.314591, 2.218967 ], [ 1296097, 1296097, 65198, 3473242, 3473242, 2650292 ], [ -30900, -11257, -30900, -2265708, -602903, -2265708 ], [ 112, 94, 131, 112, 94, 131 ], [ 266, 267, 266, 266, 267, 266 ], [ 45, 42, 48, 45, 42, 48 ], [ 10715, 4512, 6202, 10715, 4512, 6202 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 477151, -17637, -106654, -32807, -617186, 185055 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11129, "evaluation_days": 1854.83, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1601553600000, "last_datapoint_time": 1759334400000, "evaluation_time": 1759339789121, "expiration_time": 1764142128000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 21, "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) |
---|