Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 690288.5531 | 616927.503 | 73361.0501 | 614805.8009 | 189634.8992 | 425170.9017 |
Total P&L (%) | 690.2886 | 616.9275 | 73.3611 | 614.8058 | 189.6349 | 425.1709 |
Avg Daily Profit (%) | 0.3729 | 0.3333 | 0.0396 | 0.1063 | 0.0575 | 0.0896 |
Buy And Hold Return (%) | 30.039 | 30.039 | 30.039 | 30.039 | 30.039 | 30.039 |
Max Trade Drawdown | -83780 | -79553 | -101935 | -1412178 | -1129414 | -934941 |
Profit Factor | 1.9115 | 2.7294 | 1.1831 | 1.0861 | 1.0545 | 1.1161 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 86 | 46 | 40 | 86 | 46 | 40 |
Profitability (%) | 37.2263 | 33.3333 | 41.1765 | 37.2263 | 33.3333 | 41.1765 |
Ratio Avg Win / Avg Loss | 3.2234 | 5.4589 | 1.6902 | 1.8314 | 2.109 | 1.5944 |
Largest Winning Trade | 423009 | 423009 | 38987 | 599224 | 599224 | 520931 |
Largest Losing Trade | -27809 | -20157 | -27809 | -409244 | -280337 | -409244 |
Avg Bars in Trades | 39 | 38 | 41 | 39 | 38 | 41 |
Avg Bars in Winners | 70 | 67 | 72 | 70 | 67 | 72 |
Avg Bars in Losers | 21 | 23 | 19 | 21 | 23 | 19 |
Bars Traded | 5447 | 2628 | 2819 | 5447 | 2628 | 2819 |
Profit Streak | 0 | 0 | 48.4217 | 0 | 0 | 48.4217 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307459 | -94054 | -274186 | -179991 | -384566 | -277352 |
{ "trading_pair": "EGLD_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5553, "evaluation_days": 1851, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1601049600000, "last_datapoint_time": 1758988800000, "evaluation_time": 1759025236469, "expiration_time": 1763786592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 16, "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": [ [ 690288.5530814547, 616927.5029761423, 73361.050105312, 614805.8008850783, 189634.8992130077, 425170.9016720704 ], [ 690.288553, 616.927503, 73.36105, 614.805801, 189.634899, 425.170902 ], [ 0.372927, 0.333294, 0.039633, 0.106315, 0.057469, 0.089643 ], [ 30.039012, 30.039012, 30.039012, 30.039012, 30.039012, 30.039012 ], [ -83780, -79553, -101935, -1412178, -1129414, -934941 ], [ 1.911537, 2.729448, 1.183146, 1.08606, 1.05448, 1.116067 ], [ 137, 69, 68, 137, 69, 68 ], [ 51, 23, 28, 51, 23, 28 ], [ 86, 46, 40, 86, 46, 40 ], [ 37.226277, 33.333333, 41.176471, 37.226277, 33.333333, 41.176471 ], [ 3.223376, 5.458896, 1.690209, 1.831395, 2.10896, 1.594382 ], [ 423009, 423009, 38987, 599224, 599224, 520931 ], [ -27809, -20157, -27809, -409244, -280337, -409244 ], [ 39, 38, 41, 39, 38, 41 ], [ 70, 67, 72, 70, 67, 72 ], [ 21, 23, 19, 21, 23, 19 ], [ 5447, 2628, 2819, 5447, 2628, 2819 ], [ 0, 0, 48.421718, 0, 0, 48.421718 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 307459, -94054, -274186, -179991, -384566, -277352 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5553, "evaluation_days": 1851, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1601049600000, "last_datapoint_time": 1758988800000, "evaluation_time": 1759025236469, "expiration_time": 1763786592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 16, "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) |
---|