Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 737556.9256 | 569372.7513 | 168184.1743 | 3181876.6194 | 1059869.9883 | 2122006.6311 |
Total P&L (%) | 737.5569 | 569.3728 | 168.1842 | 3181.8766 | 1059.87 | 2122.0066 |
Avg Daily Profit (%) | 0.3965 | 0.3061 | 0.0904 | 0.1879 | 0.1319 | 0.1669 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99310 | -97428 | -86939 | -7229911 | -7073143 | -5388401 |
Profit Factor | 1.5974 | 1.9018 | 1.2789 | 1.0489 | 1.0322 | 1.0659 |
Total Trades | 420 | 210 | 210 | 420 | 210 | 210 |
Winning Trades | 148 | 65 | 83 | 148 | 65 | 83 |
Losing Trades | 272 | 145 | 127 | 272 | 145 | 127 |
Profitability (%) | 35.2381 | 30.9524 | 39.5238 | 35.2381 | 30.9524 | 39.5238 |
Ratio Avg Win / Avg Loss | 2.9359 | 4.2424 | 1.9568 | 1.9277 | 2.3026 | 1.631 |
Largest Winning Trade | 285421 | 285421 | 47722 | 3104318 | 3104318 | 1599111 |
Largest Losing Trade | -31065 | -19255 | -31065 | -2532172 | -1454712 | -2532172 |
Avg Bars in Trades | 17 | 18 | 17 | 17 | 18 | 17 |
Avg Bars in Winners | 32 | 36 | 29 | 32 | 36 | 29 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 7392 | 3808 | 3584 | 7392 | 3808 | 3584 |
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 | 340652 | 214898 | -74430 | -160967 | -207144 | -142384 |
{ "trading_pair": "EGLD_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7440, "evaluation_days": 1860, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1599544800000, "last_datapoint_time": 1759773600000, "evaluation_time": 1759776078720, "expiration_time": 1764594720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 5, "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": [ [ 737556.9255909696, 569372.7513075721, 168184.1742833968, 3181876.6193516394, 1059869.9882704432, 2122006.631081197 ], [ 737.556926, 569.372751, 168.184174, 3181.876619, 1059.869988, 2122.006631 ], [ 0.396536, 0.306114, 0.090422, 0.187864, 0.131855, 0.166859 ], [ 10, 10, 10, 10, 10, 10 ], [ -99310, -97428, -86939, -7229911, -7073143, -5388401 ], [ 1.597448, 1.901752, 1.278864, 1.048893, 1.032219, 1.065936 ], [ 420, 210, 210, 420, 210, 210 ], [ 148, 65, 83, 148, 65, 83 ], [ 272, 145, 127, 272, 145, 127 ], [ 35.238095, 30.952381, 39.52381, 35.238095, 30.952381, 39.52381 ], [ 2.93585, 4.24237, 1.956816, 1.927695, 2.302643, 1.631011 ], [ 285421, 285421, 47722, 3104318, 3104318, 1599111 ], [ -31065, -19255, -31065, -2532172, -1454712, -2532172 ], [ 17, 18, 17, 17, 18, 17 ], [ 32, 36, 29, 32, 36, 29 ], [ 9, 9, 9, 9, 9, 9 ], [ 7392, 3808, 3584, 7392, 3808, 3584 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 340652, 214898, -74430, -160967, -207144, -142384 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7440, "evaluation_days": 1860, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1599544800000, "last_datapoint_time": 1759773600000, "evaluation_time": 1759776078720, "expiration_time": 1764594720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 5, "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) |
---|