Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1170212.7607 | 1142734.98 | 27477.7807 | 281868.9643 | 563611.6212 | -281742.6569 |
Total P&L (%) | 1170.2128 | 1142.735 | 27.4778 | 281.869 | 563.6116 | -281.7427 |
Avg Daily Profit (%) | 0.6325 | 0.6177 | 0.0149 | 0.0725 | 0.1024 | 0 |
Buy And Hold Return (%) | 30.3091 | 30.3091 | 30.3091 | 30.3091 | 30.3091 | 30.3091 |
Max Trade Drawdown | -124748 | -90860 | -145790 | -748342 | -261610 | -656055 |
Profit Factor | 2.671 | 4.7713 | 1.0692 | 1.1297 | 1.6534 | 0.7851 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 67 | 30 | 37 | 67 | 30 | 37 |
Losing Trades | 70 | 39 | 31 | 70 | 39 | 31 |
Profitability (%) | 48.9051 | 43.4783 | 54.4118 | 48.9051 | 43.4783 | 54.4118 |
Ratio Avg Win / Avg Loss | 2.7906 | 6.2027 | 0.8958 | 1.1803 | 2.1494 | 0.6578 |
Largest Winning Trade | 1131738 | 1131738 | 65550 | 790980 | 790980 | 161978 |
Largest Losing Trade | -34954 | -20576 | -34954 | -300910 | -61833 | -300910 |
Avg Bars in Trades | 39 | 33 | 45 | 39 | 33 | 45 |
Avg Bars in Winners | 55 | 46 | 61 | 55 | 46 | 61 |
Avg Bars in Losers | 24 | 22 | 25 | 24 | 22 | 25 |
Bars Traded | 5373 | 2287 | 3086 | 5373 | 2287 | 3086 |
Profit Streak | 43.716 | 57.0493 | 43.716 | 43.716 | 57.0493 | 43.716 |
Trades During Streak | 9 | 5 | 4 | 9 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 663127 | -83738 | -592009 | -172479 | -155764 | -687889 |
{ "trading_pair": "EGLD_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5550, "evaluation_days": 1850, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1601193600000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758935463332, "expiration_time": 1763697600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 1170212.7606523961, 1142734.9799748764, 27477.7806775203, 281868.9643013517, 563611.6212159725, -281742.6569146211 ], [ 1170.212761, 1142.73498, 27.477781, 281.868964, 563.611621, -281.742657 ], [ 0.632547, 0.617695, 0.014853, 0.072454, 0.102351, 0 ], [ 30.309073, 30.309073, 30.309073, 30.309073, 30.309073, 30.309073 ], [ -124748, -90860, -145790, -748342, -261610, -656055 ], [ 2.67098, 4.771285, 1.06916, 1.129689, 1.653369, 0.785062 ], [ 137, 69, 68, 137, 69, 68 ], [ 67, 30, 37, 67, 30, 37 ], [ 70, 39, 31, 70, 39, 31 ], [ 48.905109, 43.478261, 54.411765, 48.905109, 43.478261, 54.411765 ], [ 2.790576, 6.20267, 0.895783, 1.180272, 2.14938, 0.657754 ], [ 1131738, 1131738, 65550, 790980, 790980, 161978 ], [ -34954, -20576, -34954, -300910, -61833, -300910 ], [ 39, 33, 45, 39, 33, 45 ], [ 55, 46, 61, 55, 46, 61 ], [ 24, 22, 25, 24, 22, 25 ], [ 5373, 2287, 3086, 5373, 2287, 3086 ], [ 43.716011, 57.049344, 43.716011, 43.716011, 57.049344, 43.716011 ], [ 9, 5, 4, 9, 5, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 663127, -83738, -592009, -172479, -155764, -687889 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5550, "evaluation_days": 1850, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1601193600000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758935463332, "expiration_time": 1763697600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|