Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 496759.8515 | 463170.071 | 33589.7805 | 179498.1188 | 541065.4102 | -361567.2913 |
Total P&L (%) | 496.7599 | 463.1701 | 33.5898 | 179.4981 | 541.0654 | -361.5673 |
Avg Daily Profit (%) | 0.2681 | 0.2499 | 0.0181 | 0.0555 | 0.1003 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141992 | -106863 | -132468 | -1084173 | -968757 | -889963 |
Profit Factor | 1.3831 | 1.7008 | 1.0528 | 1.0209 | 1.1263 | 0.9157 |
Total Trades | 557 | 279 | 278 | 557 | 279 | 278 |
Winning Trades | 219 | 105 | 114 | 219 | 105 | 114 |
Losing Trades | 338 | 174 | 164 | 338 | 174 | 164 |
Profitability (%) | 39.3178 | 37.6344 | 41.0072 | 39.3178 | 37.6344 | 41.0072 |
Ratio Avg Win / Avg Loss | 2.1346 | 2.8185 | 1.5146 | 1.5757 | 1.8664 | 1.3173 |
Largest Winning Trade | 279348 | 279348 | 36386 | 687968 | 687968 | 232628 |
Largest Losing Trade | -29449 | -16234 | -29449 | -255330 | -167835 | -255330 |
Avg Bars in Trades | 39 | 35 | 43 | 39 | 35 | 43 |
Avg Bars in Winners | 67 | 62 | 72 | 67 | 62 | 72 |
Avg Bars in Losers | 20 | 18 | 22 | 20 | 18 | 22 |
Bars Traded | 21912 | 9879 | 12033 | 21912 | 9879 | 12033 |
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 | 311814 | 265163 | -335336 | -316470 | -143076 | -581709 |
{ "trading_pair": "EGLD_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22238, "evaluation_days": 1853.17, "actual_first_datapoint_time": 1599098400000, "first_datapoint_time": 1599984000000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759251440921, "expiration_time": 1765012089600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 9, "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": [ [ 496759.8515291536, 463170.0710311424, 33589.7804980115, 179498.1188369591, 541065.4101608483, -361567.2913238893 ], [ 496.759852, 463.170071, 33.58978, 179.498119, 541.06541, -361.567291 ], [ 0.26806, 0.249934, 0.018126, 0.055478, 0.100309, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -141992, -106863, -132468, -1084173, -968757, -889963 ], [ 1.38307, 1.700789, 1.052826, 1.020932, 1.126263, 0.915717 ], [ 557, 279, 278, 557, 279, 278 ], [ 219, 105, 114, 219, 105, 114 ], [ 338, 174, 164, 338, 174, 164 ], [ 39.317774, 37.634409, 41.007194, 39.317774, 37.634409, 41.007194 ], [ 2.134601, 2.81845, 1.514591, 1.575686, 1.866379, 1.317348 ], [ 279348, 279348, 36386, 687968, 687968, 232628 ], [ -29449, -16234, -29449, -255330, -167835, -255330 ], [ 39, 35, 43, 39, 35, 43 ], [ 67, 62, 72, 67, 62, 72 ], [ 20, 18, 22, 20, 18, 22 ], [ 21912, 9879, 12033, 21912, 9879, 12033 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 311814, 265163, -335336, -316470, -143076, -581709 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22238, "evaluation_days": 1853.17, "actual_first_datapoint_time": 1599098400000, "first_datapoint_time": 1599984000000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759251440921, "expiration_time": 1765012089600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 9, "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) |
---|