Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 525856.1245 | 523028.4807 | 2827.6438 | 84824.69 | 302060.7403 | -217236.0504 |
Total P&L (%) | 525.8561 | 523.0285 | 2.8276 | 84.8247 | 302.0607 | -217.2361 |
Avg Daily Profit (%) | 0.2835 | 0.282 | 0.0015 | 0.0331 | 0.0751 | 0 |
Buy And Hold Return (%) | 67.5425 | 67.5425 | 67.5425 | 67.5425 | 67.5425 | 67.5425 |
Max Trade Drawdown | -134792 | -69784 | -151373 | -442437 | -140012 | -356762 |
Profit Factor | 1.7559 | 2.9162 | 1.0067 | 1.0589 | 1.5534 | 0.7568 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 53.5354 | 51.0204 | 56 | 53.5354 | 51.0204 | 56 |
Ratio Avg Win / Avg Loss | 1.524 | 2.7996 | 0.791 | 0.9191 | 1.4912 | 0.5947 |
Largest Winning Trade | 305030 | 305030 | 70150 | 251856 | 251856 | 96209 |
Largest Losing Trade | -60614 | -36929 | -60614 | -273602 | -72512 | -273602 |
Avg Bars in Trades | 54 | 45 | 63 | 54 | 45 | 63 |
Avg Bars in Winners | 63 | 52 | 72 | 63 | 52 | 72 |
Avg Bars in Losers | 43 | 36 | 51 | 43 | 36 | 51 |
Bars Traded | 5360 | 2205 | 3155 | 5360 | 2205 | 3155 |
Profit Streak | 26.1304 | 0 | 71.1304 | 26.1304 | 0 | 71.1304 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 480409 | 523280 | -749286 | -390915 | -92680 | -758678 |
{ "trading_pair": "EGLD_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5564, "evaluation_days": 1854.67, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1604649600000, "last_datapoint_time": 1759305600000, "evaluation_time": 1759316867572, "expiration_time": 1764112896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 68, "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": [ [ 525856.1245133402, 523028.4807384873, 2827.6437748528, 84824.6899717869, 302060.7403404468, -217236.0503686598 ], [ 525.856125, 523.028481, 2.827644, 84.82469, 302.06074, -217.23605 ], [ 0.283531, 0.282006, 0.001525, 0.033124, 0.075051, 0 ], [ 67.542543, 67.542543, 67.542543, 67.542543, 67.542543, 67.542543 ], [ -134792, -69784, -151373, -442437, -140012, -356762 ], [ 1.755926, 2.916231, 1.00669, 1.058936, 1.553363, 0.756846 ], [ 99, 49, 50, 99, 49, 50 ], [ 53, 25, 28, 53, 25, 28 ], [ 46, 24, 22, 46, 24, 22 ], [ 53.535354, 51.020408, 56, 53.535354, 51.020408, 56 ], [ 1.524012, 2.799581, 0.79097, 0.919076, 1.491229, 0.594664 ], [ 305030, 305030, 70150, 251856, 251856, 96209 ], [ -60614, -36929, -60614, -273602, -72512, -273602 ], [ 54, 45, 63, 54, 45, 63 ], [ 63, 52, 72, 63, 52, 72 ], [ 43, 36, 51, 43, 36, 51 ], [ 5360, 2205, 3155, 5360, 2205, 3155 ], [ 26.130412, 0, 71.130412, 26.130412, 0, 71.130412 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 480409, 523280, -749286, -390915, -92680, -758678 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5564, "evaluation_days": 1854.67, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1604649600000, "last_datapoint_time": 1759305600000, "evaluation_time": 1759316867572, "expiration_time": 1764112896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 68, "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) |
---|