Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 588612.5919 | 496358.7339 | 92253.858 | 798397.395 | 367903.7667 | 430493.6283 |
Total P&L (%) | 588.6126 | 496.3587 | 92.2539 | 798.3974 | 367.9038 | 430.4936 |
Avg Daily Profit (%) | 0.3185 | 0.2686 | 0.0499 | 0.1189 | 0.0835 | 0.0903 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81121 | -90478 | -183651 | -454122 | -359549 | -380980 |
Profit Factor | 1.7355 | 2.3927 | 1.2078 | 1.2675 | 1.253 | 1.2812 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 73 | 38 | 35 | 73 | 38 | 35 |
Profitability (%) | 42.9688 | 40.625 | 45.3125 | 42.9688 | 40.625 | 45.3125 |
Ratio Avg Win / Avg Loss | 2.3035 | 3.497 | 1.4577 | 1.6823 | 1.8314 | 1.5463 |
Largest Winning Trade | 196365 | 196365 | 40502 | 271434 | 271434 | 261290 |
Largest Losing Trade | -40391 | -27461 | -40391 | -296865 | -135420 | -296865 |
Avg Bars in Trades | 28 | 27 | 29 | 28 | 27 | 29 |
Avg Bars in Winners | 44 | 42 | 45 | 44 | 42 | 45 |
Avg Bars in Losers | 16 | 17 | 15 | 16 | 17 | 15 |
Bars Traded | 3656 | 1765 | 1891 | 3656 | 1765 | 1891 |
Profit Streak | 0 | 0 | 139.6218 | 0 | 0 | 139.6218 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368037 | -130060 | -266376 | -35014 | -223343 | -210931 |
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{ "first_band": { "type": "ssf", "factors": { "length": 57, "offset": 0, "poles": 3 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } } }
{ "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": [ [ 588612.5918809266, 496358.7339024682, 92253.8579784584, 798397.3949613097, 367903.7666726497, 430493.6282886601 ], [ 588.612592, 496.358734, 92.253858, 798.397395, 367.903767, 430.493628 ], [ 0.318513, 0.268592, 0.049921, 0.118872, 0.083536, 0.090335 ], [ 10, 10, 10, 10, 10, 10 ], [ -81121, -90478, -183651, -454122, -359549, -380980 ], [ 1.735535, 2.392707, 1.207848, 1.267476, 1.253039, 1.281186 ], [ 128, 64, 64, 128, 64, 64 ], [ 55, 26, 29, 55, 26, 29 ], [ 73, 38, 35, 73, 38, 35 ], [ 42.96875, 40.625, 45.3125, 42.96875, 40.625, 45.3125 ], [ 2.303528, 3.497033, 1.457748, 1.682286, 1.831364, 1.546259 ], [ 196365, 196365, 40502, 271434, 271434, 261290 ], [ -40391, -27461, -40391, -296865, -135420, -296865 ], [ 28, 27, 29, 28, 27, 29 ], [ 44, 42, 45, 44, 42, 45 ], [ 16, 17, 15, 16, 17, 15 ], [ 3656, 1765, 1891, 3656, 1765, 1891 ], [ 0, 0, 139.621769, 0, 0, 139.621769 ], [ 0, 0, 3, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 368037, -130060, -266376, -35014, -223343, -210931 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3696, "evaluation_days": 1848, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1599091200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758941720862, "expiration_time": 1763505216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 57, "offset": 0, "poles": 3 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } } }
# | 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) |
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