Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 556777.4664 | 479314.6886 | 77462.7779 | 599391.221 | 694791.1591 | -95399.938 |
Total P&L (%) | 556.7775 | 479.3147 | 77.4628 | 599.3912 | 694.7912 | -95.3999 |
Avg Daily Profit (%) | 0.2998 | 0.2581 | 0.0417 | 0.1048 | 0.1117 | -0.1657 |
Buy And Hold Return (%) | 52.9129 | 52.9129 | 52.9129 | 52.9129 | 52.9129 | 52.9129 |
Max Trade Drawdown | -141511 | -149793 | -82659 | -6504557 | -6124715 | -2466826 |
Profit Factor | 1.6192 | 2.061 | 1.1731 | 1.0284 | 1.0627 | 0.9905 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 88 | 40 | 48 | 88 | 40 | 48 |
Losing Trades | 88 | 48 | 40 | 88 | 48 | 40 |
Profitability (%) | 50 | 45.4545 | 54.5455 | 50 | 45.4545 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.6192 | 2.4732 | 0.9776 | 1.0284 | 1.2753 | 0.8254 |
Largest Winning Trade | 159162 | 159162 | 67709 | 2071516 | 2071516 | 1752034 |
Largest Losing Trade | -50391 | -37634 | -50391 | -2655116 | -2655116 | -1855888 |
Avg Bars in Trades | 62 | 51 | 72 | 62 | 51 | 72 |
Avg Bars in Winners | 68 | 51 | 83 | 68 | 51 | 83 |
Avg Bars in Losers | 56 | 52 | 60 | 56 | 52 | 60 |
Bars Traded | 10968 | 4545 | 6423 | 10968 | 4545 | 6423 |
Profit Streak | 10.6706 | 10.6706 | 12.5039 | 10.6706 | 10.6706 | 12.5039 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 503084 | 381495 | -189505 | -239911 | -196453 | -579892 |
{ "trading_pair": "EGLD_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11143, "evaluation_days": 1857.17, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1600992000000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759550740495, "expiration_time": 1764349776000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 79, "offset": 45 } } }
{ "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": [ [ 556777.4664464346, 479314.6885549651, 77462.7778914698, 599391.2210193204, 694791.1590675993, -95399.9380482769 ], [ 556.777466, 479.314689, 77.462778, 599.391221, 694.791159, -95.399938 ], [ 0.299799, 0.258089, 0.04171, 0.104786, 0.111679, -0.165658 ], [ 52.912887, 52.912887, 52.912887, 52.912887, 52.912887, 52.912887 ], [ -141511, -149793, -82659, -6504557, -6124715, -2466826 ], [ 1.619175, 2.060984, 1.173116, 1.028429, 1.062724, 0.990467 ], [ 176, 88, 88, 176, 88, 88 ], [ 88, 40, 48, 88, 40, 48 ], [ 88, 48, 40, 88, 48, 40 ], [ 50, 45.454545, 54.545455, 50, 45.454545, 54.545455 ], [ 1.619175, 2.473181, 0.977597, 1.028429, 1.275269, 0.825389 ], [ 159162, 159162, 67709, 2071516, 2071516, 1752034 ], [ -50391, -37634, -50391, -2655116, -2655116, -1855888 ], [ 62, 51, 72, 62, 51, 72 ], [ 68, 51, 83, 68, 51, 83 ], [ 56, 52, 60, 56, 52, 60 ], [ 10968, 4545, 6423, 10968, 4545, 6423 ], [ 10.670607, 10.670607, 12.503941, 10.670608, 10.670608, 12.503941 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 503084, 381495, -189505, -239911, -196453, -579892 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11143, "evaluation_days": 1857.17, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1600992000000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759550740495, "expiration_time": 1764349776000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 79, "offset": 45 } } }
# | 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) |
---|