Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1694050.1296 | 1574516.7668 | 119533.3628 | 3253324.1039 | -21251.743 | 3274575.8469 |
Total P&L (%) | 1694.0501 | 1574.5168 | 119.5334 | 3253.3241 | -21.2517 | 3274.5758 |
Avg Daily Profit (%) | 0.9098 | 0.8456 | 0.0642 | 0.1888 | -0.0128 | 0.1892 |
Buy And Hold Return (%) | 78.9656 | 78.9656 | 78.9656 | 78.9656 | 78.9656 | 78.9656 |
Max Trade Drawdown | -87023 | -77248 | -36904 | -4309469 | -3372661 | -1529395 |
Profit Factor | 5.1699 | 8.4178 | 1.6162 | 1.241 | 0.9973 | 1.5749 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 47.4576 | 43.3333 | 51.7241 | 47.4576 | 43.3333 | 51.7241 |
Ratio Avg Win / Avg Loss | 5.7239 | 11.0079 | 1.5084 | 1.3739 | 1.3041 | 1.4699 |
Largest Winning Trade | 1379205 | 1379205 | 64046 | 2266835 | 2266835 | 1823459 |
Largest Losing Trade | -33089 | -25981 | -33089 | -1748979 | -1748979 | -1261020 |
Avg Bars in Trades | 59 | 49 | 69 | 59 | 49 | 69 |
Avg Bars in Winners | 81 | 65 | 96 | 81 | 65 | 96 |
Avg Bars in Losers | 38 | 37 | 40 | 38 | 37 | 40 |
Bars Traded | 3484 | 1476 | 2008 | 3484 | 1476 | 2008 |
Profit Streak | 61.8953 | 61.8953 | 83.3953 | 61.8953 | 61.8953 | 83.3953 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158332 | 707521 | -113556 | -171848 | -581191 | 375671 |
{ "trading_pair": "EGLD_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3724, "evaluation_days": 1862, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1603324800000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759958957487, "expiration_time": 1764751104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 20, "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": [ [ 1694050.12961629, 1574516.766795656, 119533.3628206341, 3253324.103876029, -21251.7429824502, 3274575.846858481 ], [ 1694.05013, 1574.516767, 119.533363, 3253.324104, -21.251743, 3274.575847 ], [ 0.909801, 0.845605, 0.064196, 0.188821, -0.01283, 0.189161 ], [ 78.965563, 78.965563, 78.965563, 78.965563, 78.965563, 78.965563 ], [ -87023, -77248, -36904, -4309469, -3372661, -1529395 ], [ 5.169946, 8.417787, 1.616183, 1.240958, 0.997277, 1.574894 ], [ 59, 30, 29, 59, 30, 29 ], [ 28, 13, 15, 28, 13, 15 ], [ 31, 17, 14, 31, 17, 14 ], [ 47.457627, 43.333333, 51.724138, 47.457627, 43.333333, 51.724138 ], [ 5.723869, 11.007876, 1.508438, 1.373918, 1.304132, 1.469901 ], [ 1379205, 1379205, 64046, 2266835, 2266835, 1823459 ], [ -33089, -25981, -33089, -1748979, -1748979, -1261020 ], [ 59, 49, 69, 59, 49, 69 ], [ 81, 65, 96, 81, 65, 96 ], [ 38, 37, 40, 38, 37, 40 ], [ 3484, 1476, 2008, 3484, 1476, 2008 ], [ 61.895341, 61.895341, 83.395341, 61.895341, 61.895341, 83.395341 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -158332, 707521, -113556, -171848, -581191, 375671 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3724, "evaluation_days": 1862, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1603324800000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759958957487, "expiration_time": 1764751104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 20, "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) |
---|