Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1791740.9574 | 1721710.8514 | 70030.1059 | 911868.2832 | 487874.9585 | 423993.3246 |
Total P&L (%) | 1791.741 | 1721.7109 | 70.0301 | 911.8683 | 487.875 | 423.9933 |
Avg Daily Profit (%) | 0.9634 | 0.9257 | 0.0377 | 0.1245 | 0.0953 | 0.0891 |
Buy And Hold Return (%) | 82.0638 | 82.0638 | 82.0638 | 82.0638 | 82.0638 | 82.0638 |
Max Trade Drawdown | -88849 | -64276 | -116399 | -1189794 | -1097772 | -1241083 |
Profit Factor | 3.1888 | 5.3454 | 1.1658 | 1.1022 | 1.1102 | 1.0944 |
Total Trades | 241 | 121 | 120 | 241 | 121 | 120 |
Winning Trades | 110 | 51 | 59 | 110 | 51 | 59 |
Losing Trades | 131 | 70 | 61 | 131 | 70 | 61 |
Profitability (%) | 45.6432 | 42.1488 | 49.1667 | 45.6432 | 42.1488 | 49.1667 |
Ratio Avg Win / Avg Loss | 3.7976 | 7.3368 | 1.2053 | 1.3126 | 1.5237 | 1.1315 |
Largest Winning Trade | 1676254 | 1676254 | 66889 | 1081061 | 1081061 | 539086 |
Largest Losing Trade | -26492 | -21392 | -26492 | -351138 | -330546 | -351138 |
Avg Bars in Trades | 44 | 38 | 51 | 44 | 38 | 51 |
Avg Bars in Winners | 67 | 58 | 74 | 67 | 58 | 74 |
Avg Bars in Losers | 26 | 24 | 28 | 26 | 24 | 28 |
Bars Traded | 10839 | 4691 | 6148 | 10839 | 4691 | 6148 |
Profit Streak | 2.642 | 13.9753 | 0 | 2.642 | 13.9753 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 629469 | 670828 | -347085 | -136371 | -167395 | -192488 |
{ "trading_pair": "EGLD_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11159, "evaluation_days": 1859.83, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1602360000000, "last_datapoint_time": 1759766400000, "evaluation_time": 1759778668057, "expiration_time": 1764587088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 1791740.957374881, 1721710.8514418143, 70030.1059330663, 911868.283166666, 487874.9585411567, 423993.3246255098 ], [ 1791.740957, 1721.710851, 70.030106, 911.868283, 487.874959, 423.993325 ], [ 0.96339, 0.925736, 0.037654, 0.124518, 0.095288, 0.089097 ], [ 82.063819, 82.063819, 82.063819, 82.063819, 82.063819, 82.063819 ], [ -88849, -64276, -116399, -1189794, -1097772, -1241083 ], [ 3.188812, 5.34541, 1.1658, 1.102217, 1.110153, 1.094392 ], [ 241, 121, 120, 241, 121, 120 ], [ 110, 51, 59, 110, 51, 59 ], [ 131, 70, 61, 131, 70, 61 ], [ 45.643154, 42.14876, 49.166667, 45.643154, 42.14876, 49.166667 ], [ 3.797585, 7.336838, 1.205319, 1.31264, 1.52374, 1.13149 ], [ 1676254, 1676254, 66889, 1081061, 1081061, 539086 ], [ -26492, -21392, -26492, -351138, -330546, -351138 ], [ 44, 38, 51, 44, 38, 51 ], [ 67, 58, 74, 67, 58, 74 ], [ 26, 24, 28, 26, 24, 28 ], [ 10839, 4691, 6148, 10839, 4691, 6148 ], [ 2.641991, 13.975325, 0, 2.641991, 13.975325, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 629469, 670828, -347085, -136371, -167395, -192488 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11159, "evaluation_days": 1859.83, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1602360000000, "last_datapoint_time": 1759766400000, "evaluation_time": 1759778668057, "expiration_time": 1764587088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|