Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 827637.9174 | 717499.7135 | 110138.2039 | 1944850.7005 | 94441.7529 | 1850408.9475 |
Total P&L (%) | 827.6379 | 717.4997 | 110.1382 | 1944.8507 | 94.4418 | 1850.4089 |
Avg Daily Profit (%) | 0.4467 | 0.3872 | 0.0594 | 0.163 | 0.0359 | 0.1605 |
Buy And Hold Return (%) | 51.9916 | 51.9916 | 51.9916 | 51.9916 | 51.9916 | 51.9916 |
Max Trade Drawdown | -89333 | -79408 | -69618 | -3162608 | -2909652 | -993463 |
Profit Factor | 2.2946 | 3.3287 | 1.3326 | 1.1367 | 1.0127 | 1.273 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 74 | 38 | 36 | 74 | 38 | 36 |
Profitability (%) | 36.7521 | 35.5932 | 37.931 | 36.7521 | 35.5932 | 37.931 |
Ratio Avg Win / Avg Loss | 3.9488 | 6.0233 | 2.1805 | 1.9563 | 1.8325 | 2.0831 |
Largest Winning Trade | 453341 | 453341 | 64599 | 1923038 | 1923038 | 1321663 |
Largest Losing Trade | -22094 | -21287 | -22094 | -759360 | -716880 | -759360 |
Avg Bars in Trades | 92 | 83 | 100 | 92 | 83 | 100 |
Avg Bars in Winners | 176 | 163 | 188 | 176 | 163 | 188 |
Avg Bars in Losers | 43 | 39 | 47 | 43 | 39 | 47 |
Bars Traded | 10766 | 4920 | 5846 | 10766 | 4920 | 5846 |
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 | 348250 | -166558 | -303281 | -66113 | -541080 | -176296 |
{ "trading_pair": "EGLD_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11117, "evaluation_days": 1852.83, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1600776000000, "last_datapoint_time": 1759161600000, "evaluation_time": 1759174510302, "expiration_time": 1763964144000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 35, "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": [ [ 827637.9173561648, 717499.7134956452, 110138.2038605198, 1944850.7004569047, 94441.752947984, 1850408.947508921 ], [ 827.637917, 717.499713, 110.138204, 1944.8507, 94.441753, 1850.408948 ], [ 0.446689, 0.387245, 0.059443, 0.163014, 0.035895, 0.160458 ], [ 51.991614, 51.991614, 51.991614, 51.991614, 51.991614, 51.991614 ], [ -89333, -79408, -69618, -3162608, -2909652, -993463 ], [ 2.294587, 3.328651, 1.332555, 1.136748, 1.012686, 1.273029 ], [ 117, 59, 58, 117, 59, 58 ], [ 43, 21, 22, 43, 21, 22 ], [ 74, 38, 36, 74, 38, 36 ], [ 36.752137, 35.59322, 37.931034, 36.752137, 35.59322, 37.931034 ], [ 3.948825, 6.023274, 2.180544, 1.956264, 1.832479, 2.083139 ], [ 453341, 453341, 64599, 1923038, 1923038, 1321663 ], [ -22094, -21287, -22094, -759360, -716880, -759360 ], [ 92, 83, 100, 92, 83, 100 ], [ 176, 163, 188, 176, 163, 188 ], [ 43, 39, 47, 43, 39, 47 ], [ 10766, 4920, 5846, 10766, 4920, 5846 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 348250, -166558, -303281, -66113, -541080, -176296 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11117, "evaluation_days": 1852.83, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1600776000000, "last_datapoint_time": 1759161600000, "evaluation_time": 1759174510302, "expiration_time": 1763964144000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 35, "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) |
---|