Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 799984.8355 | 631731.447 | 168253.3885 | 5485815.4598 | 1628740.2369 | 3857075.2228 |
Total P&L (%) | 799.9848 | 631.7314 | 168.2534 | 5485.8155 | 1628.7402 | 3857.0752 |
Avg Daily Profit (%) | 0.4313 | 0.3406 | 0.0907 | 0.2171 | 0.1538 | 0.1985 |
Buy And Hold Return (%) | 10.7435 | 10.7435 | 10.7435 | 10.7435 | 10.7435 | 10.7435 |
Max Trade Drawdown | -102973 | -52077 | -110635 | -2181004 | -2751283 | -2075739 |
Profit Factor | 2.3944 | 3.365 | 1.5488 | 1.3255 | 1.185 | 1.479 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 80 | 43 | 37 | 80 | 43 | 37 |
Profitability (%) | 37.0079 | 32.8125 | 41.2698 | 37.0079 | 32.8125 | 41.2698 |
Ratio Avg Win / Avg Loss | 4.0756 | 6.8901 | 2.204 | 2.2561 | 2.4265 | 2.1048 |
Largest Winning Trade | 276380 | 276380 | 43352 | 1926256 | 1926256 | 1308370 |
Largest Losing Trade | -30195 | -15633 | -30195 | -1611048 | -1026103 | -1611048 |
Avg Bars in Trades | 42 | 39 | 46 | 42 | 39 | 46 |
Avg Bars in Winners | 71 | 65 | 76 | 71 | 65 | 76 |
Avg Bars in Losers | 25 | 26 | 25 | 25 | 26 | 25 |
Bars Traded | 5447 | 2517 | 2930 | 5447 | 2517 | 2930 |
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 | 354980 | -130468 | -219485 | 173489 | -154380 | -140039 |
{ "trading_pair": "EGLD_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5564, "evaluation_days": 1854.67, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1600329600000, "last_datapoint_time": 1759305600000, "evaluation_time": 1759313396051, "expiration_time": 1764112896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 44, "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": [ [ 799984.8355126424, 631731.4470158876, 168253.3884967552, 5485815.459787679, 1628740.2369437665, 3857075.2228439087 ], [ 799.984836, 631.731447, 168.253388, 5485.81546, 1628.740237, 3857.075223 ], [ 0.431335, 0.340617, 0.090719, 0.217137, 0.153783, 0.198512 ], [ 10.743528, 10.743528, 10.743528, 10.743528, 10.743528, 10.743528 ], [ -102973, -52077, -110635, -2181004, -2751283, -2075739 ], [ 2.3944, 3.364951, 1.54879, 1.325482, 1.185032, 1.479025 ], [ 127, 64, 63, 127, 64, 63 ], [ 47, 21, 26, 47, 21, 26 ], [ 80, 43, 37, 80, 43, 37 ], [ 37.007874, 32.8125, 41.269841, 37.007874, 32.8125, 41.269841 ], [ 4.075575, 6.890137, 2.204047, 2.25614, 2.426493, 2.104767 ], [ 276380, 276380, 43352, 1926256, 1926256, 1308370 ], [ -30195, -15633, -30195, -1611048, -1026103, -1611048 ], [ 42, 39, 46, 42, 39, 46 ], [ 71, 65, 76, 71, 65, 76 ], [ 25, 26, 25, 25, 26, 25 ], [ 5447, 2517, 2930, 5447, 2517, 2930 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 354980, -130468, -219485, 173489, -154380, -140039 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5564, "evaluation_days": 1854.67, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1600329600000, "last_datapoint_time": 1759305600000, "evaluation_time": 1759313396051, "expiration_time": 1764112896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 44, "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) |
---|