Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1734070.3351 | 1612116.8596 | 121953.4755 | 2821241.4745 | 392002.0759 | 2429239.3986 |
Total P&L (%) | 1734.0703 | 1612.1169 | 121.9535 | 2821.2415 | 392.0021 | 2429.2394 |
Avg Daily Profit (%) | 0.9385 | 0.8725 | 0.066 | 0.1828 | 0.0863 | 0.175 |
Buy And Hold Return (%) | 70.5128 | 70.5128 | 70.5128 | 70.5128 | 70.5128 | 70.5128 |
Max Trade Drawdown | -122842 | -52900 | -110781 | -2274387 | -2090760 | -1101819 |
Profit Factor | 3.5753 | 5.5978 | 1.3779 | 1.2384 | 1.0585 | 1.473 |
Total Trades | 239 | 120 | 119 | 239 | 120 | 119 |
Winning Trades | 69 | 28 | 41 | 69 | 28 | 41 |
Losing Trades | 170 | 92 | 78 | 170 | 92 | 78 |
Profitability (%) | 28.8703 | 23.3333 | 34.4538 | 28.8703 | 23.3333 | 34.4538 |
Ratio Avg Win / Avg Loss | 8.8087 | 18.3928 | 2.6214 | 3.0511 | 3.478 | 2.8024 |
Largest Winning Trade | 1526475 | 1526475 | 64556 | 1393987 | 1393987 | 933918 |
Largest Losing Trade | -20704 | -12161 | -20704 | -447260 | -447260 | -312629 |
Avg Bars in Trades | 45 | 39 | 50 | 45 | 39 | 50 |
Avg Bars in Winners | 120 | 124 | 117 | 120 | 124 | 117 |
Avg Bars in Losers | 14 | 13 | 15 | 14 | 13 | 15 |
Bars Traded | 10767 | 4751 | 6016 | 10767 | 4751 | 6016 |
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 | 307085 | -15933 | -118105 | -2797 | -271186 | 136537 |
{ "trading_pair": "EGLD_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11086, "evaluation_days": 1847.67, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1602100800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758976228202, "expiration_time": 1763504352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 3, "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": [ [ 1734070.335130111, 1612116.859621608, 121953.4755085032, 2821241.474501581, 392002.0759435748, 2429239.398558006 ], [ 1734.070335, 1612.11686, 121.953476, 2821.241475, 392.002076, 2429.239399 ], [ 0.938517, 0.872513, 0.066004, 0.182807, 0.086271, 0.174995 ], [ 70.512821, 70.512821, 70.512821, 70.512821, 70.512821, 70.512821 ], [ -122842, -52900, -110781, -2274387, -2090760, -1101819 ], [ 3.575297, 5.597794, 1.377893, 1.238387, 1.058513, 1.473041 ], [ 239, 120, 119, 239, 120, 119 ], [ 69, 28, 41, 69, 28, 41 ], [ 170, 92, 78, 170, 92, 78 ], [ 28.870293, 23.333333, 34.453782, 28.870293, 23.333333, 34.453782 ], [ 8.808704, 18.392752, 2.621358, 3.051097, 3.477972, 2.80237 ], [ 1526475, 1526475, 64556, 1393987, 1393987, 933918 ], [ -20704, -12161, -20704, -447260, -447260, -312629 ], [ 45, 39, 50, 45, 39, 50 ], [ 120, 124, 117, 120, 124, 117 ], [ 14, 13, 15, 14, 13, 15 ], [ 10767, 4751, 6016, 10767, 4751, 6016 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 307085, -15933, -118105, -2797, -271186, 136537 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11086, "evaluation_days": 1847.67, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1602100800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758976228202, "expiration_time": 1763504352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 3, "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) |
---|