Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1023058.4016 | 937575.9244 | 85482.4772 | 1503612.3116 | 361408.6738 | 1142203.6378 |
Total P&L (%) | 1023.0584 | 937.5759 | 85.4825 | 1503.6123 | 361.4087 | 1142.2036 |
Avg Daily Profit (%) | 0.5527 | 0.5065 | 0.0462 | 0.15 | 0.0826 | 0.1362 |
Buy And Hold Return (%) | 53.6461 | 53.6461 | 53.6461 | 53.6461 | 53.6461 | 53.6461 |
Max Trade Drawdown | -88005 | -73648 | -68445 | -1222268 | -877208 | -462901 |
Profit Factor | 3.2149 | 5.6266 | 1.3297 | 1.3561 | 1.1655 | 1.5601 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 41.5584 | 41.0256 | 42.1053 | 41.5584 | 41.0256 | 42.1053 |
Ratio Avg Win / Avg Loss | 4.5209 | 8.0883 | 1.8284 | 1.907 | 1.6755 | 2.1452 |
Largest Winning Trade | 782641 | 782641 | 65797 | 628038 | 608495 | 628038 |
Largest Losing Trade | -33375 | -21962 | -33375 | -330338 | -330338 | -309097 |
Avg Bars in Trades | 68 | 55 | 81 | 68 | 55 | 81 |
Avg Bars in Winners | 107 | 85 | 128 | 107 | 85 | 128 |
Avg Bars in Losers | 40 | 33 | 47 | 40 | 33 | 47 |
Bars Traded | 5259 | 2149 | 3110 | 5259 | 2149 | 3110 |
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 | -32363 | 555936 | -142510 | -40411 | -123571 | -11052 |
{ "trading_pair": "EGLD_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5553, "evaluation_days": 1851, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1601913600000, "last_datapoint_time": 1758988800000, "evaluation_time": 1759023258636, "expiration_time": 1763786592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 31, "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": [ [ 1023058.4015626519, 937575.9244079288, 85482.4771547225, 1503612.3116107802, 361408.6738283574, 1142203.6377824226 ], [ 1023.058402, 937.575924, 85.482477, 1503.612312, 361.408674, 1142.203638 ], [ 0.552706, 0.506524, 0.046182, 0.150023, 0.082644, 0.136207 ], [ 53.646141, 53.646141, 53.646141, 53.646141, 53.646141, 53.646141 ], [ -88005, -73648, -68445, -1222268, -877208, -462901 ], [ 3.214886, 5.626611, 1.329726, 1.356117, 1.165549, 1.560139 ], [ 77, 39, 38, 77, 39, 38 ], [ 32, 16, 16, 32, 16, 16 ], [ 45, 23, 22, 45, 23, 22 ], [ 41.558442, 41.025641, 42.105263, 41.558442, 41.025641, 42.105263 ], [ 4.520933, 8.088254, 1.828374, 1.90704, 1.675476, 2.145191 ], [ 782641, 782641, 65797, 628038, 608495, 628038 ], [ -33375, -21962, -33375, -330338, -330338, -309097 ], [ 68, 55, 81, 68, 55, 81 ], [ 107, 85, 128, 107, 85, 128 ], [ 40, 33, 47, 40, 33, 47 ], [ 5259, 2149, 3110, 5259, 2149, 3110 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -32363, 555936, -142510, -40411, -123571, -11052 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5553, "evaluation_days": 1851, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1601913600000, "last_datapoint_time": 1758988800000, "evaluation_time": 1759023258636, "expiration_time": 1763786592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 31, "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) |
---|