Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1840892.2627 | 1706720.5958 | 134171.6669 | 3505908.5552 | -914418.4083 | 4420326.9635 |
Total P&L (%) | 1840.8923 | 1706.7206 | 134.1717 | 3505.9086 | -914.4184 | 4420.327 |
Avg Daily Profit (%) | 0.9933 | 0.9209 | 0.0724 | 0.1936 | 0 | 0.2059 |
Buy And Hold Return (%) | 73.4312 | 73.4312 | 73.4312 | 73.4312 | 73.4312 | 73.4312 |
Max Trade Drawdown | -80690 | -82416 | -37822 | -6042753 | -5869073 | -2590065 |
Profit Factor | 5.9125 | 10.556 | 1.6841 | 1.1525 | 0.9186 | 1.3759 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 27 | 8 | 19 | 27 | 8 | 19 |
Losing Trades | 50 | 31 | 19 | 50 | 31 | 19 |
Profitability (%) | 35.0649 | 20.5128 | 50 | 35.0649 | 20.5128 | 50 |
Ratio Avg Win / Avg Loss | 10.949 | 40.9044 | 1.6841 | 2.1342 | 3.5597 | 1.3759 |
Largest Winning Trade | 1576145 | 1576145 | 66482 | 3833078 | 3833078 | 3570734 |
Largest Losing Trade | -26444 | -15485 | -26444 | -1959695 | -1318369 | -1959695 |
Avg Bars in Trades | 90 | 67 | 115 | 90 | 67 | 115 |
Avg Bars in Winners | 190 | 208 | 183 | 190 | 208 | 183 |
Avg Bars in Losers | 37 | 31 | 47 | 37 | 31 | 47 |
Bars Traded | 7004 | 2628 | 4376 | 7004 | 2628 | 4376 |
Profit Streak | 0 | 0 | 35.8999 | 0 | 0 | 35.8999 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -30287 | -27771 | -100570 | -95814 | -627571 | 330903 |
{ "trading_pair": "EGLD_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7413, "evaluation_days": 1853.25, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1602936000000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759203353316, "expiration_time": 1763994024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 179, "offset": 0, "scalar": 5 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 1840892.2626914268, 1706720.5957811482, 134171.6669102784, 3505908.55521016, -914418.4083136083, 4420326.963523772 ], [ 1840.892263, 1706.720596, 134.171667, 3505.908555, -914.418408, 4420.326964 ], [ 0.993332, 0.920934, 0.072398, 0.19364, 0, 0.205859 ], [ 73.431242, 73.431242, 73.431242, 73.431242, 73.431242, 73.431242 ], [ -80690, -82416, -37822, -6042753, -5869073, -2590065 ], [ 5.912462, 10.555963, 1.684073, 1.152458, 0.918627, 1.375923 ], [ 77, 39, 38, 77, 39, 38 ], [ 27, 8, 19, 27, 8, 19 ], [ 50, 31, 19, 50, 31, 19 ], [ 35.064935, 20.512821, 50, 35.064935, 20.512821, 50 ], [ 10.949004, 40.904355, 1.684073, 2.134181, 3.559679, 1.375923 ], [ 1576145, 1576145, 66482, 3833078, 3833078, 3570734 ], [ -26444, -15485, -26444, -1959695, -1318369, -1959695 ], [ 90, 67, 115, 90, 67, 115 ], [ 190, 208, 183, 190, 208, 183 ], [ 37, 31, 47, 37, 31, 47 ], [ 7004, 2628, 4376, 7004, 2628, 4376 ], [ 0, 0, 35.899923, 0, 0, 35.899923 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -30287, -27771, -100570, -95814, -627571, 330903 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7413, "evaluation_days": 1853.25, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1602936000000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759203353316, "expiration_time": 1763994024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 179, "offset": 0, "scalar": 5 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|