Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1807113.4298 | 1701956.0134 | 105157.4163 | 2021023.3061 | 718244.0455 | 1302779.2606 |
Total P&L (%) | 1807.1134 | 1701.956 | 105.1574 | 2021.0233 | 718.244 | 1302.7793 |
Avg Daily Profit (%) | 0.9751 | 0.9183 | 0.0567 | 0.1649 | 0.1135 | 0.1426 |
Buy And Hold Return (%) | 62.486 | 62.486 | 62.486 | 62.486 | 62.486 | 62.486 |
Max Trade Drawdown | -109590 | -138426 | -55268 | -2063308 | -2187936 | -983557 |
Profit Factor | 5.4335 | 9.038 | 1.5369 | 1.3402 | 1.2166 | 1.4962 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 41.3333 | 39.4737 | 43.2432 | 41.3333 | 39.4737 | 43.2432 |
Ratio Avg Win / Avg Loss | 7.7121 | 13.8582 | 2.0172 | 1.9022 | 1.8655 | 1.9637 |
Largest Winning Trade | 1633366 | 1633366 | 55743 | 1308229 | 1308229 | 878027 |
Largest Losing Trade | -33075 | -25070 | -33075 | -677693 | -677693 | -608844 |
Avg Bars in Trades | 70 | 66 | 75 | 70 | 66 | 75 |
Avg Bars in Winners | 116 | 105 | 127 | 116 | 105 | 127 |
Avg Bars in Losers | 38 | 41 | 35 | 38 | 41 | 35 |
Bars Traded | 5306 | 2521 | 2785 | 5306 | 2521 | 2785 |
Profit Streak | 26.5816 | 28.5816 | 0 | 26.5816 | 28.5816 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -42675 | 657243 | -126135 | -54927 | -43936 | -2479 |
{ "trading_pair": "EGLD_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5560, "evaluation_days": 1853.33, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1602460800000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759211848540, "expiration_time": 1763994240000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 118, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 56, "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": [ [ 1807113.4297829443, 1701956.0134450193, 105157.4163379256, 2021023.3060706146, 718244.0454996771, 1302779.2605709378 ], [ 1807.11343, 1701.956013, 105.157416, 2021.023306, 718.244045, 1302.779261 ], [ 0.975063, 0.918323, 0.05674, 0.164946, 0.113481, 0.142604 ], [ 62.48596, 62.48596, 62.48596, 62.48596, 62.48596, 62.48596 ], [ -109590, -138426, -55268, -2063308, -2187936, -983557 ], [ 5.433511, 9.037958, 1.536892, 1.340165, 1.216621, 1.496178 ], [ 75, 38, 37, 75, 38, 37 ], [ 31, 15, 16, 31, 15, 16 ], [ 44, 23, 21, 44, 23, 21 ], [ 41.333333, 39.473684, 43.243243, 41.333333, 39.473684, 43.243243 ], [ 7.712081, 13.858202, 2.01717, 1.90217, 1.865486, 1.963733 ], [ 1633366, 1633366, 55743, 1308229, 1308229, 878027 ], [ -33075, -25070, -33075, -677693, -677693, -608844 ], [ 70, 66, 75, 70, 66, 75 ], [ 116, 105, 127, 116, 105, 127 ], [ 38, 41, 35, 38, 41, 35 ], [ 5306, 2521, 2785, 5306, 2521, 2785 ], [ 26.58158, 28.58158, 0, 26.58158, 28.58158, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -42675, 657243, -126135, -54927, -43936, -2479 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5560, "evaluation_days": 1853.33, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1602460800000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759211848540, "expiration_time": 1763994240000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 118, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 56, "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) |
---|