Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1768509.9401 | 1627563.1124 | 140946.8277 | 4607341.2167 | -340997.9146 | 4948339.1313 |
Total P&L (%) | 1768.5099 | 1627.5631 | 140.9468 | 4607.3412 | -340.9979 | 4948.3391 |
Avg Daily Profit (%) | 0.9535 | 0.8775 | 0.076 | 0.2079 | 0 | 0.2117 |
Buy And Hold Return (%) | 70.4689 | 70.4689 | 70.4689 | 70.4689 | 70.4689 | 70.4689 |
Max Trade Drawdown | -67999 | -62829 | -38939 | -4999064 | -3979832 | -2016571 |
Profit Factor | 5.7699 | 8.9093 | 1.8543 | 1.3489 | 0.9579 | 1.9693 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 37.6812 | 34.2857 | 41.1765 | 37.6812 | 34.2857 | 41.1765 |
Ratio Avg Win / Avg Loss | 9.5425 | 17.0762 | 2.649 | 2.2309 | 1.836 | 2.8132 |
Largest Winning Trade | 1461779 | 1461779 | 65240 | 3177630 | 3134244 | 3177630 |
Largest Losing Trade | -20792 | -20550 | -20792 | -1400893 | -1400893 | -1096470 |
Avg Bars in Trades | 76 | 64 | 88 | 76 | 64 | 88 |
Avg Bars in Winners | 145 | 125 | 162 | 145 | 125 | 162 |
Avg Bars in Losers | 34 | 32 | 37 | 34 | 32 | 37 |
Bars Traded | 5268 | 2253 | 3015 | 5268 | 2253 | 3015 |
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 | -89409 | 563067 | -98295 | -101469 | -584121 | 303474 |
{ "trading_pair": "EGLD_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5564, "evaluation_days": 1854.67, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1602662400000, "last_datapoint_time": 1759305600000, "evaluation_time": 1759327376796, "expiration_time": 1764112896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 125, "offset": 0, "std": 4.33603 } }, "second_band": { "type": "jma", "factors": { "length": 23, "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": [ [ 1768509.9400824623, 1627563.1124148963, 140946.8276675657, 4607341.21665305, -340997.9146366511, 4948339.131289703 ], [ 1768.50994, 1627.563112, 140.946828, 4607.341217, -340.997915, 4948.339131 ], [ 0.953544, 0.877549, 0.075996, 0.207892, 0, 0.211671 ], [ 70.468948, 70.468948, 70.468948, 70.468948, 70.468948, 70.468948 ], [ -67999, -62829, -38939, -4999064, -3979832, -2016571 ], [ 5.769874, 8.909334, 1.85428, 1.348933, 0.957896, 1.969272 ], [ 69, 35, 34, 69, 35, 34 ], [ 26, 12, 14, 26, 12, 14 ], [ 43, 23, 20, 43, 23, 20 ], [ 37.681159, 34.285714, 41.176471, 37.681159, 34.285714, 41.176471 ], [ 9.542483, 17.076224, 2.648971, 2.230927, 1.835967, 2.813246 ], [ 1461779, 1461779, 65240, 3177630, 3134244, 3177630 ], [ -20792, -20550, -20792, -1400893, -1400893, -1096470 ], [ 76, 64, 88, 76, 64, 88 ], [ 145, 125, 162, 145, 125, 162 ], [ 34, 32, 37, 34, 32, 37 ], [ 5268, 2253, 3015, 5268, 2253, 3015 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -89409, 563067, -98295, -101469, -584121, 303474 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5564, "evaluation_days": 1854.67, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1602662400000, "last_datapoint_time": 1759305600000, "evaluation_time": 1759327376796, "expiration_time": 1764112896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 125, "offset": 0, "std": 4.33603 } }, "second_band": { "type": "jma", "factors": { "length": 23, "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) |
---|