Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 757481.3311 | 536887.0115 | 220594.3196 | 8642274.7927 | -1276889.0492 | 9919163.842 |
Total P&L (%) | 757.4813 | 536.887 | 220.5943 | 8642.2748 | -1276.889 | 9919.1638 |
Avg Daily Profit (%) | 0.4099 | 0.2905 | 0.1194 | 0.2422 | 0 | 0.2496 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113580 | -98493 | -54217 | -20370239 | -20887481 | -9740322 |
Profit Factor | 1.4978 | 1.684 | 1.2994 | 1.0617 | 0.9832 | 1.1541 |
Total Trades | 640 | 320 | 320 | 640 | 320 | 320 |
Winning Trades | 234 | 108 | 126 | 234 | 108 | 126 |
Losing Trades | 406 | 212 | 194 | 406 | 212 | 194 |
Profitability (%) | 36.5625 | 33.75 | 39.375 | 36.5625 | 33.75 | 39.375 |
Ratio Avg Win / Avg Loss | 2.5988 | 3.3056 | 2.0007 | 1.842 | 1.9299 | 1.7769 |
Largest Winning Trade | 165267 | 165267 | 42289 | 6536481 | 6536481 | 4248141 |
Largest Losing Trade | -16764 | -14452 | -16764 | -2755410 | -2755410 | -2150659 |
Avg Bars in Trades | 5 | 5 | 5 | 5 | 5 | 5 |
Avg Bars in Winners | 9 | 9 | 10 | 9 | 9 | 10 |
Avg Bars in Losers | 3 | 3 | 3 | 3 | 3 | 3 |
Bars Traded | 3686 | 1769 | 1917 | 3686 | 1769 | 1917 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382721 | 254808 | -35192 | -144804 | -582924 | -44223 |
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{ "first_band": { "type": "ssf", "factors": { "length": 16, "offset": 0, "poles": 2 } }, "second_band": { "type": "wma", "factors": { "length": 2, "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": [ [ 757481.3310557196, 536887.0114966836, 220594.3195590355, 8642274.792733222, -1276889.0492317365, 9919163.841964949 ], [ 757.481331, 536.887011, 220.59432, 8642.274793, -1276.889049, 9919.163842 ], [ 0.409892, 0.290523, 0.119369, 0.242217, 0, 0.249612 ], [ 10, 10, 10, 10, 10, 10 ], [ -113580, -98493, -54217, -20370239, -20887481, -9740322 ], [ 1.497817, 1.684001, 1.299442, 1.061652, 0.983153, 1.154061 ], [ 640, 320, 320, 640, 320, 320 ], [ 234, 108, 126, 234, 108, 126 ], [ 406, 212, 194, 406, 212, 194 ], [ 36.5625, 33.75, 39.375, 36.5625, 33.75, 39.375 ], [ 2.598777, 3.305632, 2.000729, 1.842012, 1.929893, 1.776888 ], [ 165267, 165267, 42289, 6536481, 6536481, 4248141 ], [ -16764, -14452, -16764, -2755410, -2755410, -2150659 ], [ 5, 5, 5, 5, 5, 5 ], [ 9, 9, 10, 9, 9, 10 ], [ 3, 3, 3, 3, 3, 3 ], [ 3686, 1769, 1917, 3686, 1769, 1917 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 382721, 254808, -35192, -144804, -582924, -44223 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3696, "evaluation_days": 1848, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1599134400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758907651929, "expiration_time": 1763505216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 16, "offset": 0, "poles": 2 } }, "second_band": { "type": "wma", "factors": { "length": 2, "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) |
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