Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2131513.5851 | -22662.0609 | -2108851.5242 | 2900553.8994 | -299131.6168 | 3199685.5162 |
Total P&L (%) | -2131.5136 | -22.6621 | -2108.8515 | 2900.5539 | -299.1316 | 3199.6855 |
Avg Daily Profit (%) | -1.1536 | -0.0123 | -1.1413 | 0.1843 | 0 | 0.1894 |
Buy And Hold Return (%) | 84.7222 | 84.7222 | 84.7222 | 84.7222 | 84.7222 | 84.7222 |
Max Trade Drawdown | -2409882 | -100115 | -2341376 | -8502488 | -3814390 | -8502488 |
Profit Factor | 0.2214 | 0.8933 | 0.1649 | 1.1417 | 0.9567 | 1.2359 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 53 | 21 | 32 | 55 | 24 | 31 |
Losing Trades | 32 | 21 | 11 | 30 | 18 | 12 |
Profitability (%) | 62.3529 | 50 | 74.4186 | 64.7059 | 57.1429 | 72.093 |
Ratio Avg Win / Avg Loss | 0.1337 | 0.8933 | 0.0567 | 0.6227 | 0.7175 | 0.4784 |
Largest Winning Trade | 36308 | 25203 | 36308 | 5622230 | 1307006 | 5622230 |
Largest Losing Trade | -2112747 | -38190 | -2112747 | -8502488 | -2387314 | -8502488 |
Avg Bars in Trades | 84 | 32 | 135 | 84 | 32 | 135 |
Avg Bars in Winners | 68 | 30 | 93 | 78 | 30 | 116 |
Avg Bars in Losers | 111 | 34 | 258 | 95 | 35 | 185 |
Bars Traded | 7181 | 1356 | 5825 | 7181 | 1356 | 5825 |
Profit Streak | 78.2447 | 78.2447 | 179.7447 | 78.2447 | 78.2447 | 179.7447 |
Trades During Streak | 5 | 2 | 7 | 5 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577207 | -579770 | -576095 | -54571 | -578845 | 372710 |
{ "trading_pair": "EGLD_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7391, "evaluation_days": 1847.75, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1602072000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759038742972, "expiration_time": 1763504568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 72, "offset": 0, "std": 3.36311 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 117 } } }
{ "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": [ [ -2131513.585086181, -22662.0609202653, -2108851.5241659163, 2900553.899361584, -299131.6168440343, 3199685.5162056163 ], [ -2131.513585, -22.662061, -2108.851524, 2900.553899, -299.131617, 3199.685516 ], [ -1.153572, -0.012265, -1.141308, 0.184252, 0, 0.189405 ], [ 84.722222, 84.722222, 84.722222, 84.722222, 84.722222, 84.722222 ], [ -2409882, -100115, -2341376, -8502488, -3814390, -8502488 ], [ 0.221358, 0.893255, 0.164869, 1.141676, 0.956694, 1.235864 ], [ 85, 42, 43, 85, 42, 43 ], [ 53, 21, 32, 55, 24, 31 ], [ 32, 21, 11, 30, 18, 12 ], [ 62.352941, 50, 74.418605, 64.705882, 57.142857, 72.093023 ], [ 0.13365, 0.893255, 0.056674, 0.622732, 0.71752, 0.478399 ], [ 36308, 25203, 36308, 5622230, 1307006, 5622230 ], [ -2112747, -38190, -2112747, -8502488, -2387314, -8502488 ], [ 84, 32, 135, 84, 32, 135 ], [ 68, 30, 93, 78, 30, 116 ], [ 111, 34, 258, 95, 35, 185 ], [ 7181, 1356, 5825, 7181, 1356, 5825 ], [ 78.24471, 78.24471, 179.74471, 78.24471, 78.24471, 179.74471 ], [ 5, 2, 7, 5, 2, 7 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -577207, -579770, -576095, -54571, -578845, 372710 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7391, "evaluation_days": 1847.75, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1602072000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759038742972, "expiration_time": 1763504568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 72, "offset": 0, "std": 3.36311 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 117 } } }
# | 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) |
---|