Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1100250.742 | 1026241.6998 | 74009.0422 | 841227.3757 | -252495.1852 | 1093722.5609 |
Total P&L (%) | 1100.2507 | 1026.2417 | 74.009 | 841.2274 | -252.4952 | 1093.7226 |
Avg Daily Profit (%) | 0.5955 | 0.5554 | 0.0401 | 0.1214 | 0 | 0.1343 |
Buy And Hold Return (%) | 47.0914 | 47.0914 | 47.0914 | 47.0914 | 47.0914 | 47.0914 |
Max Trade Drawdown | -115177 | -94527 | -59104 | -2925998 | -2285774 | -1621513 |
Profit Factor | 2.9268 | 4.2782 | 1.2869 | 1.0935 | 0.9537 | 1.3079 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Losing Trades | 44 | 26 | 18 | 44 | 26 | 18 |
Profitability (%) | 45.679 | 36.5854 | 55 | 45.679 | 36.5854 | 55 |
Ratio Avg Win / Avg Loss | 3.4805 | 7.4155 | 1.0529 | 1.3003 | 1.653 | 1.0701 |
Largest Winning Trade | 826686 | 826686 | 61426 | 1091583 | 1091583 | 1028332 |
Largest Losing Trade | -44923 | -44923 | -38849 | -892641 | -738448 | -892641 |
Avg Bars in Trades | 127 | 97 | 159 | 127 | 97 | 159 |
Avg Bars in Winners | 163 | 122 | 190 | 163 | 122 | 190 |
Avg Bars in Losers | 98 | 82 | 121 | 98 | 82 | 121 |
Bars Traded | 10366 | 3989 | 6377 | 10366 | 3989 | 6377 |
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 | -951 | 473763 | -148464 | -166186 | -583181 | -12521 |
{ "trading_pair": "EGLD_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11086, "evaluation_days": 1847.67, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1601812800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758981829627, "expiration_time": 1763504352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 149, "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": [ [ 1100250.7419914643, 1026241.6998052688, 74009.042186196, 841227.3756877398, -252495.1852470894, 1093722.5609348312 ], [ 1100.250742, 1026.2417, 74.009042, 841.227376, -252.495185, 1093.722561 ], [ 0.59548, 0.555425, 0.040055, 0.121416, 0, 0.134295 ], [ 47.091351, 47.091351, 47.091351, 47.091351, 47.091351, 47.091351 ], [ -115177, -94527, -59104, -2925998, -2285774, -1621513 ], [ 2.926785, 4.278156, 1.286885, 1.093455, 0.953665, 1.307903 ], [ 81, 41, 40, 81, 41, 40 ], [ 37, 15, 22, 37, 15, 22 ], [ 44, 26, 18, 44, 26, 18 ], [ 45.679012, 36.585366, 55, 45.679012, 36.585366, 55 ], [ 3.480501, 7.41547, 1.052906, 1.300324, 1.653019, 1.070103 ], [ 826686, 826686, 61426, 1091583, 1091583, 1028332 ], [ -44923, -44923, -38849, -892641, -738448, -892641 ], [ 127, 97, 159, 127, 97, 159 ], [ 163, 122, 190, 163, 122, 190 ], [ 98, 82, 121, 98, 82, 121 ], [ 10366, 3989, 6377, 10366, 3989, 6377 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -951, 473763, -148464, -166186, -583181, -12521 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11086, "evaluation_days": 1847.67, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1601812800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758981829627, "expiration_time": 1763504352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 149, "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) |
---|