Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1742082.2805 | 1570383.109 | 171699.1715 | 7234439.7682 | -5475771.6478 | 12710211.4159 |
Total P&L (%) | 1742.0823 | 1570.3831 | 171.6992 | 7234.4398 | -5475.7716 | 12710.2114 |
Avg Daily Profit (%) | 0.9396 | 0.847 | 0.0926 | 0.2319 | 0 | 0.2621 |
Buy And Hold Return (%) | 41.4624 | 41.4624 | 41.4624 | 41.4624 | 41.4624 | 41.4624 |
Max Trade Drawdown | -103971 | -81493 | -45597 | -15225047 | -14110730 | -6999445 |
Profit Factor | 4.9238 | 7.5841 | 1.8357 | 1.1256 | 0.8294 | 1.4987 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 72 | 33 | 39 | 72 | 33 | 39 |
Losing Trades | 87 | 47 | 40 | 87 | 47 | 40 |
Profitability (%) | 45.283 | 41.25 | 49.3671 | 45.283 | 41.25 | 49.3671 |
Ratio Avg Win / Avg Loss | 5.9496 | 10.8017 | 1.8827 | 1.3601 | 1.1813 | 1.5371 |
Largest Winning Trade | 1376526 | 1376526 | 62424 | 7985765 | 7985765 | 7530902 |
Largest Losing Trade | -23916 | -20889 | -23916 | -4542139 | -3266617 | -4542139 |
Avg Bars in Trades | 66 | 53 | 78 | 66 | 53 | 78 |
Avg Bars in Winners | 108 | 91 | 122 | 108 | 91 | 122 |
Avg Bars in Losers | 31 | 27 | 36 | 31 | 27 | 36 |
Bars Traded | 10533 | 4297 | 6236 | 10533 | 4297 | 6236 |
Profit Streak | 0 | 0 | 32.7234 | 0 | 0 | 32.7234 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 720898 | -1125 | -94603 | -75032 | -601972 | -15685 |
{ "trading_pair": "EGLD_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11124, "evaluation_days": 1854, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1601784000000, "last_datapoint_time": 1759262400000, "evaluation_time": 1759267302862, "expiration_time": 1764067968000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 108, "offset": 80, "a": 0.04069 } }, "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": [ [ 1742082.2805225453, 1570383.1090361802, 171699.1714863663, 7234439.768154418, -5475771.647769751, 12710211.415924173 ], [ 1742.082281, 1570.383109, 171.699171, 7234.439768, -5475.771648, 12710.211416 ], [ 0.939634, 0.847024, 0.09261, 0.231939, 0, 0.262092 ], [ 41.462356, 41.462356, 41.462356, 41.462356, 41.462356, 41.462356 ], [ -103971, -81493, -45597, -15225047, -14110730, -6999445 ], [ 4.923839, 7.584142, 1.835665, 1.125623, 0.829426, 1.498705 ], [ 159, 80, 79, 159, 80, 79 ], [ 72, 33, 39, 72, 33, 39 ], [ 87, 47, 40, 87, 47, 40 ], [ 45.283019, 41.25, 49.367089, 45.283019, 41.25, 49.367089 ], [ 5.949639, 10.801657, 1.882734, 1.360128, 1.181304, 1.537133 ], [ 1376526, 1376526, 62424, 7985765, 7985765, 7530902 ], [ -23916, -20889, -23916, -4542139, -3266617, -4542139 ], [ 66, 53, 78, 66, 53, 78 ], [ 108, 91, 122, 108, 91, 122 ], [ 31, 27, 36, 31, 27, 36 ], [ 10533, 4297, 6236, 10533, 4297, 6236 ], [ 0, 0, 32.723413, 0, 0, 32.723413 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 720898, -1125, -94603, -75032, -601972, -15685 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11124, "evaluation_days": 1854, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1601784000000, "last_datapoint_time": 1759262400000, "evaluation_time": 1759267302862, "expiration_time": 1764067968000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 108, "offset": 80, "a": 0.04069 } }, "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) |
---|