Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 570586.1679 | 485748.1222 | 84838.0458 | 699510.3323 | 802673.5145 | -103163.1823 |
Total P&L (%) | 570.5862 | 485.7481 | 84.838 | 699.5103 | 802.6735 | -103.1632 |
Avg Daily Profit (%) | 0.3089 | 0.263 | 0.0459 | 0.1126 | 0.1192 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177855 | -124495 | -106020 | -5643010 | -3015079 | -3434362 |
Profit Factor | 1.494 | 1.9496 | 1.1319 | 1.029 | 1.0691 | 0.9917 |
Total Trades | 371 | 186 | 185 | 371 | 186 | 185 |
Winning Trades | 165 | 80 | 85 | 165 | 80 | 85 |
Losing Trades | 206 | 106 | 100 | 206 | 106 | 100 |
Profitability (%) | 44.4744 | 43.0108 | 45.9459 | 44.4744 | 43.0108 | 45.9459 |
Ratio Avg Win / Avg Loss | 1.8653 | 2.5832 | 1.3316 | 1.2847 | 1.4165 | 1.1668 |
Largest Winning Trade | 293600 | 293600 | 44154 | 2279315 | 2279315 | 936582 |
Largest Losing Trade | -25554 | -20525 | -25554 | -893891 | -893891 | -662006 |
Avg Bars in Trades | 58 | 49 | 67 | 58 | 49 | 67 |
Avg Bars in Winners | 82 | 68 | 94 | 82 | 68 | 94 |
Avg Bars in Losers | 39 | 35 | 44 | 39 | 35 | 44 |
Bars Traded | 21798 | 9260 | 12538 | 21798 | 9260 | 12538 |
Profit Streak | 0 | 0 | 6.0214 | 0 | 0 | 6.0214 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401042 | 344256 | -207511 | -231063 | -180312 | -579577 |
{ "trading_pair": "EGLD_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22165, "evaluation_days": 1847.08, "actual_first_datapoint_time": 1599098400000, "first_datapoint_time": 1600250400000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758796247344, "expiration_time": 1764467568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 161, "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": [ [ 570586.1679352131, 485748.1221585306, 84838.0457766829, 699510.3322824069, 802673.5145422457, -103163.1822598383 ], [ 570.586168, 485.748122, 84.838046, 699.510332, 802.673515, -103.163182 ], [ 0.308913, 0.262982, 0.045931, 0.11261, 0.119188, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -177855, -124495, -106020, -5643010, -3015079, -3434362 ], [ 1.494038, 1.949556, 1.131861, 1.029015, 1.069079, 0.99174 ], [ 371, 186, 185, 371, 186, 185 ], [ 165, 80, 85, 165, 80, 85 ], [ 206, 106, 100, 206, 106, 100 ], [ 44.474394, 43.010753, 45.945946, 44.474394, 43.010753, 45.945946 ], [ 1.865283, 2.583162, 1.331601, 1.284709, 1.41653, 1.166753 ], [ 293600, 293600, 44154, 2279315, 2279315, 936582 ], [ -25554, -20525, -25554, -893891, -893891, -662006 ], [ 58, 49, 67, 58, 49, 67 ], [ 82, 68, 94, 82, 68, 94 ], [ 39, 35, 44, 39, 35, 44 ], [ 21798, 9260, 12538, 21798, 9260, 12538 ], [ 0, 0, 6.021381, 0, 0, 6.021381 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 401042, 344256, -207511, -231063, -180312, -579577 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22165, "evaluation_days": 1847.08, "actual_first_datapoint_time": 1599098400000, "first_datapoint_time": 1600250400000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758796247344, "expiration_time": 1764467568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 161, "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) |
---|