Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1205824.0546 | 1146733.0411 | 59091.0135 | 485316.3093 | 144564.972 | 340751.3373 |
Total P&L (%) | 1205.8241 | 1146.733 | 59.091 | 485.3163 | 144.565 | 340.7513 |
Avg Daily Profit (%) | 0.6506 | 0.6187 | 0.0319 | 0.0954 | 0.0483 | 0.0801 |
Buy And Hold Return (%) | 42.028 | 42.028 | 42.028 | 42.028 | 42.028 | 42.028 |
Max Trade Drawdown | -181981 | -117548 | -84614 | -3720645 | -2420399 | -2033053 |
Profit Factor | 3.0506 | 4.7745 | 1.2079 | 1.0473 | 1.0316 | 1.06 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 41 | 16 | 25 | 41 | 16 | 25 |
Losing Trades | 60 | 34 | 26 | 60 | 34 | 26 |
Profitability (%) | 40.5941 | 32 | 49.0196 | 40.5941 | 32 | 49.0196 |
Ratio Avg Win / Avg Loss | 4.4643 | 10.1458 | 1.2562 | 1.5327 | 2.1922 | 1.1024 |
Largest Winning Trade | 1034632 | 1034632 | 46978 | 1664831 | 1664831 | 1326668 |
Largest Losing Trade | -37098 | -26868 | -37098 | -1514911 | -718783 | -1514911 |
Avg Bars in Trades | 71 | 103 | 40 | 71 | 103 | 40 |
Avg Bars in Winners | 89 | 157 | 45 | 89 | 157 | 45 |
Avg Bars in Losers | 59 | 78 | 35 | 59 | 78 | 35 |
Bars Traded | 7218 | 5174 | 2044 | 7218 | 5174 | 2044 |
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 | 515790 | -167809 | -370683 | -236364 | -502850 | -421050 |
{ "trading_pair": "EGLD_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7414, "evaluation_days": 1853.5, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1601812800000, "last_datapoint_time": 1759212000000, "evaluation_time": 1759215825546, "expiration_time": 1764016272000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 25, "offset": 0, "std": 4.282 } } }
{ "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": [ [ 1205824.0546169037, 1146733.0411349554, 59091.0134819484, 485316.3092576397, 144564.9719823582, 340751.3372752808 ], [ 1205.824055, 1146.733041, 59.091013, 485.316309, 144.564972, 340.751337 ], [ 0.650566, 0.618685, 0.031881, 0.095378, 0.048261, 0.08006 ], [ 42.028033, 42.028033, 42.028033, 42.028033, 42.028033, 42.028033 ], [ -181981, -117548, -84614, -3720645, -2420399, -2033053 ], [ 3.05063, 4.774487, 1.20791, 1.047342, 1.031636, 1.059975 ], [ 101, 50, 51, 101, 50, 51 ], [ 41, 16, 25, 41, 16, 25 ], [ 60, 34, 26, 60, 34, 26 ], [ 40.594059, 32, 49.019608, 40.594059, 32, 49.019608 ], [ 4.464336, 10.145785, 1.256226, 1.532696, 2.192226, 1.102374 ], [ 1034632, 1034632, 46978, 1664831, 1664831, 1326668 ], [ -37098, -26868, -37098, -1514911, -718783, -1514911 ], [ 71, 103, 40, 71, 103, 40 ], [ 89, 157, 45, 89, 157, 45 ], [ 59, 78, 35, 59, 78, 35 ], [ 7218, 5174, 2044, 7218, 5174, 2044 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 515790, -167809, -370683, -236364, -502850, -421050 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7414, "evaluation_days": 1853.5, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1601812800000, "last_datapoint_time": 1759212000000, "evaluation_time": 1759215825546, "expiration_time": 1764016272000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 25, "offset": 0, "std": 4.282 } } }
# | 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) |
---|