Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1923122.1525 | 1845391.0676 | 77731.085 | 879140.7434 | -812247.0581 | 1691387.8015 |
Total P&L (%) | 1923.1222 | 1845.3911 | 77.7311 | 879.1407 | -812.2471 | 1691.3878 |
Avg Daily Profit (%) | 1.0321 | 0.9904 | 0.0417 | 0.1225 | 0 | 0.155 |
Buy And Hold Return (%) | 75.4246 | 75.4246 | 75.4246 | 75.4246 | 75.4246 | 75.4246 |
Max Trade Drawdown | -134751 | -147662 | -40921 | -2742617 | -3840189 | -636331 |
Profit Factor | 4.88 | 6.4744 | 1.4902 | 1.0978 | 0.8763 | 1.6981 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 24 | 9 | 15 | 24 | 9 | 15 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 35.2941 | 26.4706 | 44.1176 | 35.2941 | 26.4706 | 44.1176 |
Ratio Avg Win / Avg Loss | 8.9466 | 17.9843 | 1.8876 | 2.0127 | 2.4341 | 2.1509 |
Largest Winning Trade | 1766510 | 1766510 | 43306 | 2211888 | 2211888 | 1053908 |
Largest Losing Trade | -33165 | -33165 | -22743 | -747936 | -747936 | -396175 |
Avg Bars in Trades | 106 | 154 | 58 | 106 | 154 | 58 |
Avg Bars in Winners | 187 | 346 | 92 | 187 | 346 | 92 |
Avg Bars in Losers | 62 | 85 | 31 | 62 | 85 | 31 |
Bars Traded | 7245 | 5264 | 1981 | 7245 | 5264 | 1981 |
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 | -98422 | -1491 | -293393 | -260335 | -601350 | 308366 |
{ "trading_pair": "EGLD_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7453, "evaluation_days": 1863.25, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1602158400000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760070918410, "expiration_time": 1764883944000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 143, "offset": 0, "std": 1.21667 } }, "second_band": { "type": "tema", "factors": { "length": 67, "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": [ [ 1923122.1525474268, 1845391.0675852303, 77731.0849621963, 879140.7433878463, -812247.0581331742, 1691387.801521021 ], [ 1923.122153, 1845.391068, 77.731085, 879.140743, -812.247058, 1691.387802 ], [ 1.032133, 0.990415, 0.041718, 0.122523, 0, 0.154988 ], [ 75.424628, 75.424628, 75.424628, 75.424628, 75.424628, 75.424628 ], [ -134751, -147662, -40921, -2742617, -3840189, -636331 ], [ 4.879976, 6.474365, 1.490243, 1.097821, 0.876262, 1.698053 ], [ 68, 34, 34, 68, 34, 34 ], [ 24, 9, 15, 24, 9, 15 ], [ 44, 25, 19, 44, 25, 19 ], [ 35.294118, 26.470588, 44.117647, 35.294118, 26.470588, 44.117647 ], [ 8.946622, 17.984346, 1.887641, 2.012672, 2.434061, 2.150867 ], [ 1766510, 1766510, 43306, 2211888, 2211888, 1053908 ], [ -33165, -33165, -22743, -747936, -747936, -396175 ], [ 106, 154, 58, 106, 154, 58 ], [ 187, 346, 92, 187, 346, 92 ], [ 62, 85, 31, 62, 85, 31 ], [ 7245, 5264, 1981, 7245, 5264, 1981 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -98422, -1491, -293393, -260335, -601350, 308366 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7453, "evaluation_days": 1863.25, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1602158400000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760070918410, "expiration_time": 1764883944000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 143, "offset": 0, "std": 1.21667 } }, "second_band": { "type": "tema", "factors": { "length": 67, "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) |
---|