Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1213266.4673 | 1195707.6163 | 17558.8511 | 205703.1458 | -815651.594 | 1021354.7399 |
Total P&L (%) | 1213.2665 | 1195.7076 | 17.5589 | 205.7031 | -815.6516 | 1021.3547 |
Avg Daily Profit (%) | 0.6521 | 0.6427 | 0.0094 | 0.0601 | 0 | 0.13 |
Buy And Hold Return (%) | 67.0456 | 67.0456 | 67.0456 | 67.0456 | 67.0456 | 67.0456 |
Max Trade Drawdown | -199894 | -183429 | -44958 | -6190457 | -5881555 | -1349968 |
Profit Factor | 3.2269 | 4.2215 | 1.1011 | 1.0194 | 0.8939 | 1.347 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 34 | 12 | 22 | 34 | 12 | 22 |
Losing Trades | 54 | 32 | 22 | 54 | 32 | 22 |
Profitability (%) | 38.6364 | 27.2727 | 50 | 38.6364 | 27.2727 | 50 |
Ratio Avg Win / Avg Loss | 5.1251 | 11.2573 | 1.1011 | 1.619 | 2.3836 | 1.347 |
Largest Winning Trade | 1133462 | 1133462 | 25585 | 3794922 | 3794922 | 788889 |
Largest Losing Trade | -34598 | -34598 | -17841 | -1151622 | -1151622 | -791222 |
Avg Bars in Trades | 122 | 203 | 42 | 122 | 203 | 42 |
Avg Bars in Winners | 149 | 343 | 43 | 149 | 343 | 43 |
Avg Bars in Losers | 106 | 150 | 41 | 106 | 150 | 41 |
Bars Traded | 10821 | 8939 | 1882 | 10821 | 8939 | 1882 |
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 | 499886 | -694 | -455242 | -318062 | -597739 | -18624 |
{ "trading_pair": "EGLD_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11163, "evaluation_days": 1860.5, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1601870400000, "last_datapoint_time": 1759824000000, "evaluation_time": 1759841525238, "expiration_time": 1764646416000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 59, "offset": 0, "std": 3.64431 } } }
{ "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": [ [ 1213266.4673432116, 1195707.616257571, 17558.8510856408, 205703.1458270195, -815651.594027189, 1021354.7398542094 ], [ 1213.266467, 1195.707616, 17.558851, 205.703146, -815.651594, 1021.35474 ], [ 0.652118, 0.642681, 0.009438, 0.06008, 0, 0.130002 ], [ 67.045591, 67.045591, 67.045591, 67.045591, 67.045591, 67.045591 ], [ -199894, -183429, -44958, -6190457, -5881555, -1349968 ], [ 3.226916, 4.221481, 1.101115, 1.019353, 0.893868, 1.346958 ], [ 88, 44, 44, 88, 44, 44 ], [ 34, 12, 22, 34, 12, 22 ], [ 54, 32, 22, 54, 32, 22 ], [ 38.636364, 27.272727, 50, 38.636364, 27.272727, 50 ], [ 5.125102, 11.257284, 1.101115, 1.618972, 2.383647, 1.346958 ], [ 1133462, 1133462, 25585, 3794922, 3794922, 788889 ], [ -34598, -34598, -17841, -1151622, -1151622, -791222 ], [ 122, 203, 42, 122, 203, 42 ], [ 149, 343, 43, 149, 343, 43 ], [ 106, 150, 41, 106, 150, 41 ], [ 10821, 8939, 1882, 10821, 8939, 1882 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 499886, -694, -455242, -318062, -597739, -18624 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11163, "evaluation_days": 1860.5, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1601870400000, "last_datapoint_time": 1759824000000, "evaluation_time": 1759841525238, "expiration_time": 1764646416000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 59, "offset": 0, "std": 3.64431 } } }
# | 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) |
---|