Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 328025.2057 | 396929.4984 | -68904.2927 | -70768.5242 | 79496.4289 | -150264.9532 |
Total P&L (%) | 328.0252 | 396.9295 | -68.9043 | -70.7685 | 79.4964 | -150.265 |
Avg Daily Profit (%) | 0.1775 | 0.2148 | -0.0373 | -0.0665 | 0.0317 | 0 |
Buy And Hold Return (%) | 54.2387 | 54.2387 | 54.2387 | 54.2387 | 54.2387 | 54.2387 |
Max Trade Drawdown | -151923 | -114726 | -190510 | -140250 | -105153 | -197327 |
Profit Factor | 1.4149 | 2.158 | 0.8462 | 0.8598 | 1.4081 | 0.5153 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Profitability (%) | 51.7241 | 46.5517 | 56.8966 | 51.7241 | 46.5517 | 56.8966 |
Ratio Avg Win / Avg Loss | 1.3205 | 2.4777 | 0.641 | 0.8025 | 1.6167 | 0.3904 |
Largest Winning Trade | 172584 | 172584 | 48070 | 91745 | 91745 | 40320 |
Largest Losing Trade | -76279 | -47008 | -76279 | -74365 | -58382 | -74365 |
Avg Bars in Trades | 30 | 30 | 30 | 30 | 30 | 30 |
Avg Bars in Winners | 35 | 34 | 36 | 35 | 34 | 36 |
Avg Bars in Losers | 25 | 27 | 22 | 25 | 27 | 22 |
Bars Traded | 3536 | 1784 | 1752 | 3536 | 1784 | 1752 |
Profit Streak | 23.1751 | 0 | 42.1751 | 23.1751 | 0 | 42.1751 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311671 | -169543 | -758952 | -579700 | -351033 | -758952 |
{ "trading_pair": "EGLD_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3696, "evaluation_days": 1848, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1603713600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758903125394, "expiration_time": 1763505216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 108, "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": [ [ 328025.2057036937, 396929.4984148968, -68904.2927112031, -70768.5242308191, 79496.4289359891, -150264.9531668084 ], [ 328.025206, 396.929498, -68.904293, -70.768524, 79.496429, -150.264953 ], [ 0.177503, 0.214789, -0.037286, -0.066532, 0.03166, 0 ], [ 54.238664, 54.238664, 54.238664, 54.238664, 54.238664, 54.238664 ], [ -151923, -114726, -190510, -140250, -105153, -197327 ], [ 1.414854, 2.158019, 0.846174, 0.859811, 1.408097, 0.51529 ], [ 116, 58, 58, 116, 58, 58 ], [ 60, 27, 33, 60, 27, 33 ], [ 56, 31, 25, 56, 31, 25 ], [ 51.724138, 46.551724, 56.896552, 51.724138, 46.551724, 56.896552 ], [ 1.32053, 2.477725, 0.641041, 0.80249, 1.616704, 0.390371 ], [ 172584, 172584, 48070, 91745, 91745, 40320 ], [ -76279, -47008, -76279, -74365, -58382, -74365 ], [ 30, 30, 30, 30, 30, 30 ], [ 35, 34, 36, 35, 34, 36 ], [ 25, 27, 22, 25, 27, 22 ], [ 3536, 1784, 1752, 3536, 1784, 1752 ], [ 23.175062, 0, 42.175062, 23.175062, 0, 42.175062 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 311671, -169543, -758952, -579700, -351033, -758952 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3696, "evaluation_days": 1848, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1603713600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758903125394, "expiration_time": 1763505216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 108, "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) |
---|