Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1404602.3898 | 1354447.1658 | 50155.2241 | 191463.8029 | 425450.2019 | -233986.399 |
Total P&L (%) | 1404.6024 | 1354.4472 | 50.1552 | 191.4638 | 425.4502 | -233.9864 |
Avg Daily Profit (%) | 0.7604 | 0.7333 | 0.0272 | 0.0579 | 0.0899 | 0 |
Buy And Hold Return (%) | 21.8395 | 21.8395 | 21.8395 | 21.8395 | 21.8395 | 21.8395 |
Max Trade Drawdown | -175727 | -109800 | -99009 | -928545 | -494860 | -479136 |
Profit Factor | 3.2861 | 5.503 | 1.1599 | 1.0967 | 1.4193 | 0.7575 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 38 | 15 | 23 | 38 | 15 | 23 |
Losing Trades | 34 | 21 | 13 | 34 | 21 | 13 |
Profitability (%) | 52.7778 | 41.6667 | 63.8889 | 52.7778 | 41.6667 | 63.8889 |
Ratio Avg Win / Avg Loss | 2.9402 | 7.7043 | 0.6556 | 0.9813 | 1.987 | 0.4281 |
Largest Winning Trade | 1249848 | 1249848 | 67385 | 905437 | 905437 | 121017 |
Largest Losing Trade | -82171 | -41402 | -82171 | -301744 | -204082 | -301744 |
Avg Bars in Trades | 300 | 238 | 362 | 300 | 238 | 362 |
Avg Bars in Winners | 331 | 282 | 363 | 331 | 282 | 363 |
Avg Bars in Losers | 266 | 206 | 362 | 266 | 206 | 362 |
Bars Traded | 21646 | 8581 | 13065 | 21646 | 8581 | 13065 |
Profit Streak | 0 | 0 | 66.0987 | 0 | 0 | 66.0987 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64029 | 630603 | -205019 | -314503 | -74309 | -578008 |
{ "trading_pair": "EGLD_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22165, "evaluation_days": 1847.08, "actual_first_datapoint_time": 1599098400000, "first_datapoint_time": 1600653600000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758896531832, "expiration_time": 1764467568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 217, "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": [ [ 1404602.3898393179, 1354447.165775034, 50155.2240642846, 191463.8029016299, 425450.201905635, -233986.3990040052 ], [ 1404.60239, 1354.447166, 50.155224, 191.463803, 425.450202, -233.986399 ], [ 0.760445, 0.733291, 0.027154, 0.057932, 0.089862, 0 ], [ 21.839502, 21.839502, 21.839502, 21.839502, 21.839502, 21.839502 ], [ -175727, -109800, -99009, -928545, -494860, -479136 ], [ 3.286124, 5.503036, 1.159925, 1.096722, 1.419288, 0.757484 ], [ 72, 36, 36, 72, 36, 36 ], [ 38, 15, 23, 38, 15, 23 ], [ 34, 21, 13, 34, 21, 13 ], [ 52.777778, 41.666667, 63.888889, 52.777778, 41.666667, 63.888889 ], [ 2.940217, 7.704251, 0.65561, 0.981278, 1.987004, 0.428143 ], [ 1249848, 1249848, 67385, 905437, 905437, 121017 ], [ -82171, -41402, -82171, -301744, -204082, -301744 ], [ 300, 238, 362, 300, 238, 362 ], [ 331, 282, 363, 331, 282, 363 ], [ 266, 206, 362, 266, 206, 362 ], [ 21646, 8581, 13065, 21646, 8581, 13065 ], [ 0, 0, 66.098748, 0, 0, 66.098748 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -64029, 630603, -205019, -314503, -74309, -578008 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22165, "evaluation_days": 1847.08, "actual_first_datapoint_time": 1599098400000, "first_datapoint_time": 1600653600000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758896531832, "expiration_time": 1764467568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 217, "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) |
---|