Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 643554.4415 | 544125.0772 | 99429.3643 | 868722.0828 | 484829.9607 | 383892.122 |
Total P&L (%) | 643.5544 | 544.1251 | 99.4294 | 868.7221 | 484.83 | 383.8921 |
Avg Daily Profit (%) | 0.3473 | 0.2937 | 0.0537 | 0.1226 | 0.0954 | 0.0851 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96652 | -72962 | -103642 | -1001962 | -998781 | -916241 |
Profit Factor | 1.7068 | 2.2295 | 1.2125 | 1.1002 | 1.1171 | 1.0848 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 76 | 35 | 41 | 76 | 35 | 41 |
Losing Trades | 106 | 56 | 50 | 106 | 56 | 50 |
Profitability (%) | 41.7582 | 38.4615 | 45.0549 | 41.7582 | 38.4615 | 45.0549 |
Ratio Avg Win / Avg Loss | 2.3805 | 3.5672 | 1.4786 | 1.5345 | 1.7874 | 1.3229 |
Largest Winning Trade | 276705 | 276705 | 47256 | 546336 | 546336 | 378415 |
Largest Losing Trade | -27134 | -25397 | -27134 | -395967 | -299327 | -395967 |
Avg Bars in Trades | 60 | 60 | 60 | 60 | 60 | 60 |
Avg Bars in Winners | 92 | 98 | 86 | 92 | 98 | 86 |
Avg Bars in Losers | 37 | 36 | 39 | 37 | 36 | 39 |
Bars Traded | 10979 | 5476 | 5503 | 10979 | 5476 | 5503 |
Profit Streak | 0 | 0 | 35.7211 | 0 | 0 | 35.7211 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370056 | 298196 | -123396 | -140286 | -161056 | -208219 |
{ "trading_pair": "EGLD_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11117, "evaluation_days": 1852.83, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1599624000000, "last_datapoint_time": 1759161600000, "evaluation_time": 1759166303650, "expiration_time": 1763964144000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 105, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 38, "offset": 0, "std": 3.30923 } } }
{ "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": [ [ 643554.4414976881, 544125.077166373, 99429.3643313154, 868722.0827823747, 484829.9607349255, 383892.1220474493 ], [ 643.554441, 544.125077, 99.429364, 868.722083, 484.829961, 383.892122 ], [ 0.347336, 0.293672, 0.053664, 0.122634, 0.095367, 0.085133 ], [ 10, 10, 10, 10, 10, 10 ], [ -96652, -72962, -103642, -1001962, -998781, -916241 ], [ 1.706764, 2.229497, 1.212453, 1.100236, 1.117098, 1.084813 ], [ 182, 91, 91, 182, 91, 91 ], [ 76, 35, 41, 76, 35, 41 ], [ 106, 56, 50, 106, 56, 50 ], [ 41.758242, 38.461538, 45.054945, 41.758242, 38.461538, 45.054945 ], [ 2.380486, 3.567195, 1.478601, 1.53454, 1.787357, 1.322942 ], [ 276705, 276705, 47256, 546336, 546336, 378415 ], [ -27134, -25397, -27134, -395967, -299327, -395967 ], [ 60, 60, 60, 60, 60, 60 ], [ 92, 98, 86, 92, 98, 86 ], [ 37, 36, 39, 37, 36, 39 ], [ 10979, 5476, 5503, 10979, 5476, 5503 ], [ 0, 0, 35.721107, 0, 0, 35.721107 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 370056, 298196, -123396, -140286, -161056, -208219 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11117, "evaluation_days": 1852.83, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1599624000000, "last_datapoint_time": 1759161600000, "evaluation_time": 1759166303650, "expiration_time": 1763964144000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 105, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 38, "offset": 0, "std": 3.30923 } } }
# | 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) |
---|