Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1380300.2871 | 1295496.1588 | 84804.1283 | 1171487.4808 | 527949.1049 | 643538.3759 |
Total P&L (%) | 1380.3003 | 1295.4962 | 84.8041 | 1171.4875 | 527.9491 | 643.5384 |
Avg Daily Profit (%) | 0.7441 | 0.6984 | 0.0457 | 0.1372 | 0.0991 | 0.1082 |
Buy And Hold Return (%) | 33.3594 | 33.3594 | 33.3594 | 33.3594 | 33.3594 | 33.3594 |
Max Trade Drawdown | -99191 | -99366 | -86735 | -1190711 | -1195229 | -862046 |
Profit Factor | 3.2379 | 4.8771 | 1.3 | 1.1813 | 1.1386 | 1.2427 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 51 | 29 | 22 | 51 | 29 | 22 |
Profitability (%) | 48.4848 | 42 | 55.102 | 48.4848 | 42 | 55.102 |
Ratio Avg Win / Avg Loss | 3.4403 | 6.7351 | 1.0593 | 1.2552 | 1.5724 | 1.0125 |
Largest Winning Trade | 1182103 | 1182103 | 68772 | 879441 | 879441 | 510271 |
Largest Losing Trade | -43086 | -41397 | -43086 | -459204 | -459204 | -424487 |
Avg Bars in Trades | 107 | 91 | 124 | 107 | 91 | 124 |
Avg Bars in Winners | 133 | 114 | 148 | 133 | 114 | 148 |
Avg Bars in Losers | 83 | 74 | 94 | 83 | 74 | 94 |
Bars Traded | 10659 | 4565 | 6094 | 10659 | 4565 | 6094 |
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 | 667865 | -163164 | -134526 | -30885 | -310360 | -47615 |
{ "trading_pair": "EGLD_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11130, "evaluation_days": 1855, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1601366400000, "last_datapoint_time": 1759348800000, "evaluation_time": 1759364101549, "expiration_time": 1764156960000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 159, "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": [ [ 1380300.287141012, 1295496.1588206664, 84804.1283203461, 1171487.480770681, 527949.1048640537, 643538.3759066269 ], [ 1380.300287, 1295.496159, 84.804128, 1171.487481, 527.949105, 643.538376 ], [ 0.744097, 0.698381, 0.045717, 0.137171, 0.099094, 0.108212 ], [ 33.359444, 33.359444, 33.359444, 33.359444, 33.359444, 33.359444 ], [ -99191, -99366, -86735, -1190711, -1195229, -862046 ], [ 3.237939, 4.877148, 1.300047, 1.181329, 1.138624, 1.242656 ], [ 99, 50, 49, 99, 50, 49 ], [ 48, 21, 27, 48, 21, 27 ], [ 51, 29, 22, 51, 29, 22 ], [ 48.484848, 42, 55.102041, 48.484848, 42, 55.102041 ], [ 3.44031, 6.735109, 1.059297, 1.255162, 1.572385, 1.012534 ], [ 1182103, 1182103, 68772, 879441, 879441, 510271 ], [ -43086, -41397, -43086, -459204, -459204, -424487 ], [ 107, 91, 124, 107, 91, 124 ], [ 133, 114, 148, 133, 114, 148 ], [ 83, 74, 94, 83, 74, 94 ], [ 10659, 4565, 6094, 10659, 4565, 6094 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 667865, -163164, -134526, -30885, -310360, -47615 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11130, "evaluation_days": 1855, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1601366400000, "last_datapoint_time": 1759348800000, "evaluation_time": 1759364101549, "expiration_time": 1764156960000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 159, "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) |
---|