Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1716560.3271 | 1528272.4469 | 188287.8802 | 11483516.0766 | -184082.4506 | 11667598.5273 |
Total P&L (%) | 1716.5603 | 1528.2724 | 188.2879 | 11483.5161 | -184.0825 | 11667.5985 |
Avg Daily Profit (%) | 0.9229 | 0.8217 | 0.1012 | 0.2558 | 0 | 0.2567 |
Buy And Hold Return (%) | 79.53 | 79.53 | 79.53 | 79.53 | 79.53 | 79.53 |
Max Trade Drawdown | -67288 | -61538 | -48183 | -7123177 | -8833352 | -2653301 |
Profit Factor | 5.0001 | 7.68 | 1.9398 | 1.3457 | 0.9905 | 1.8459 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 46 | 19 | 27 | 46 | 19 | 27 |
Losing Trades | 95 | 52 | 43 | 95 | 52 | 43 |
Profitability (%) | 32.6241 | 26.7606 | 38.5714 | 32.6241 | 26.7606 | 38.5714 |
Ratio Avg Win / Avg Loss | 10.3262 | 21.0189 | 3.0893 | 2.7791 | 2.7109 | 2.9398 |
Largest Winning Trade | 1207147 | 1207147 | 63615 | 6136681 | 6136681 | 3868295 |
Largest Losing Trade | -17374 | -12115 | -17374 | -2216623 | -2216623 | -1405028 |
Avg Bars in Trades | 25 | 20 | 30 | 25 | 20 | 30 |
Avg Bars in Winners | 64 | 59 | 67 | 64 | 59 | 67 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 3552 | 1446 | 2106 | 3552 | 1446 | 2106 |
Profit Streak | 0 | 0 | 44.979 | 0 | 0 | 44.979 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 538610 | -87022 | -156070 | 139773 | -686735 | -85457 |
{ "trading_pair": "EGLD_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3720, "evaluation_days": 1860, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1602374400000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759793382582, "expiration_time": 1764573120000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "hl2", "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": [ [ 1716560.3270960068, 1528272.4469421243, 188287.8801538821, 11483516.07662046, -184082.4506486342, 11667598.527269091 ], [ 1716.560327, 1528.272447, 188.28788, 11483.516077, -184.082451, 11667.598527 ], [ 0.922882, 0.821652, 0.10123, 0.25582, 0, 0.256669 ], [ 79.529986, 79.529986, 79.529986, 79.529986, 79.529986, 79.529986 ], [ -67288, -61538, -48183, -7123177, -8833352, -2653301 ], [ 5.000065, 7.679981, 1.939799, 1.345657, 0.990526, 1.845909 ], [ 141, 71, 70, 141, 71, 70 ], [ 46, 19, 27, 46, 19, 27 ], [ 95, 52, 43, 95, 52, 43 ], [ 32.624113, 26.760563, 38.571429, 32.624113, 26.760563, 38.571429 ], [ 10.326221, 21.018895, 3.089309, 2.779074, 2.710912, 2.939781 ], [ 1207147, 1207147, 63615, 6136681, 6136681, 3868295 ], [ -17374, -12115, -17374, -2216623, -2216623, -1405028 ], [ 25, 20, 30, 25, 20, 30 ], [ 64, 59, 67, 64, 59, 67 ], [ 6, 6, 6, 6, 6, 6 ], [ 3552, 1446, 2106, 3552, 1446, 2106 ], [ 0, 0, 44.978965, 0, 0, 44.978965 ], [ 0, 0, 3, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 538610, -87022, -156070, 139773, -686735, -85457 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3720, "evaluation_days": 1860, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1602374400000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759793382582, "expiration_time": 1764573120000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "hl2", "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) |
---|