Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 332419.0627 | 328833.3606 | 3585.7021 | 76962.7477 | 580256.1932 | -503293.4455 |
Total P&L (%) | 332.4191 | 328.8334 | 3.5857 | 76.9627 | 580.2562 | -503.2934 |
Avg Daily Profit (%) | 0.1793 | 0.1774 | 0.0019 | 0.0308 | 0.1035 | 0 |
Buy And Hold Return (%) | 61.1768 | 61.1768 | 61.1768 | 61.1768 | 61.1768 | 61.1768 |
Max Trade Drawdown | -117818 | -130710 | -150272 | -604603 | -407368 | -758552 |
Profit Factor | 1.2783 | 1.5849 | 1.0057 | 1.021 | 1.3715 | 0.7608 |
Total Trades | 401 | 200 | 201 | 401 | 200 | 201 |
Winning Trades | 211 | 104 | 107 | 211 | 104 | 107 |
Losing Trades | 190 | 96 | 94 | 190 | 96 | 94 |
Profitability (%) | 52.6185 | 52 | 53.2338 | 52.6185 | 52 | 53.2338 |
Ratio Avg Win / Avg Loss | 1.1511 | 1.463 | 0.8835 | 0.9194 | 1.266 | 0.6684 |
Largest Winning Trade | 166096 | 166096 | 40180 | 164998 | 164998 | 145425 |
Largest Losing Trade | -48441 | -39423 | -48441 | -293646 | -98532 | -293646 |
Avg Bars in Trades | 26 | 29 | 24 | 26 | 29 | 24 |
Avg Bars in Winners | 23 | 21 | 26 | 23 | 21 | 26 |
Avg Bars in Losers | 30 | 38 | 22 | 30 | 38 | 22 |
Bars Traded | 10817 | 5892 | 4925 | 10817 | 5892 | 4925 |
Profit Streak | 4.725 | 0 | 17.8917 | 4.725 | 0 | 17.8917 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342847 | 331137 | -569288 | -433171 | -52845 | -578108 |
{ "trading_pair": "EGLD_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11121, "evaluation_days": 1853.5, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1602604800000, "last_datapoint_time": 1759219200000, "evaluation_time": 1759224239417, "expiration_time": 1764023472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 245, "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": [ [ 332419.0627180834, 328833.3606493023, 3585.7020687811, 76962.7476848704, 580256.1932004152, -503293.4455155459 ], [ 332.419063, 328.833361, 3.585702, 76.962748, 580.256193, -503.293446 ], [ 0.179347, 0.177412, 0.001935, 0.030799, 0.103496, 0 ], [ 61.176766, 61.176766, 61.176766, 61.176766, 61.176766, 61.176766 ], [ -117818, -130710, -150272, -604603, -407368, -758552 ], [ 1.278347, 1.584907, 1.005673, 1.020992, 1.371532, 0.760845 ], [ 401, 200, 201, 401, 200, 201 ], [ 211, 104, 107, 211, 104, 107 ], [ 190, 96, 94, 190, 96, 94 ], [ 52.618454, 52, 53.233831, 52.618454, 52, 53.233831 ], [ 1.151118, 1.462991, 0.883488, 0.919377, 1.26603, 0.668406 ], [ 166096, 166096, 40180, 164998, 164998, 145425 ], [ -48441, -39423, -48441, -293646, -98532, -293646 ], [ 26, 29, 24, 26, 29, 24 ], [ 23, 21, 26, 23, 21, 26 ], [ 30, 38, 22, 30, 38, 22 ], [ 10817, 5892, 4925, 10817, 5892, 4925 ], [ 4.724993, 0, 17.89166, 4.724993, 0, 17.89166 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 342847, 331137, -569288, -433171, -52845, -578108 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11121, "evaluation_days": 1853.5, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1602604800000, "last_datapoint_time": 1759219200000, "evaluation_time": 1759224239417, "expiration_time": 1764023472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 245, "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) |
---|