Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1844292.2904 | 1708371.3878 | 135920.9026 | 3619097.4057 | -921153.6677 | 4540251.0734 |
Total P&L (%) | 1844.2923 | 1708.3714 | 135.9209 | 3619.0974 | -921.1537 | 4540.2511 |
Avg Daily Profit (%) | 0.9981 | 0.9246 | 0.0736 | 0.1959 | 0 | 0.2079 |
Buy And Hold Return (%) | 76.3692 | 76.3692 | 76.3692 | 76.3692 | 76.3692 | 76.3692 |
Max Trade Drawdown | -76830 | -81028 | -37822 | -5888858 | -5843830 | -2692243 |
Profit Factor | 5.9516 | 10.649 | 1.6956 | 1.1557 | 0.9189 | 1.3821 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 28 | 9 | 19 | 28 | 9 | 19 |
Losing Trades | 49 | 30 | 19 | 49 | 30 | 19 |
Profitability (%) | 36.3636 | 23.0769 | 50 | 36.3636 | 23.0769 | 50 |
Ratio Avg Win / Avg Loss | 10.4153 | 35.4967 | 1.6956 | 2.0225 | 3.0631 | 1.3821 |
Largest Winning Trade | 1576145 | 1576145 | 66482 | 3835699 | 3835699 | 3668505 |
Largest Losing Trade | -27341 | -15485 | -27341 | -2018378 | -1268143 | -2018378 |
Avg Bars in Trades | 90 | 67 | 114 | 90 | 67 | 114 |
Avg Bars in Winners | 183 | 186 | 182 | 183 | 186 | 182 |
Avg Bars in Losers | 37 | 32 | 47 | 37 | 32 | 47 |
Bars Traded | 7004 | 2635 | 4369 | 7004 | 2635 | 4369 |
Profit Streak | 0 | 0 | 31.8316 | 0 | 0 | 31.8316 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -29749 | -16467 | -99317 | -91725 | -616270 | 332789 |
{ "trading_pair": "EGLD_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7391, "evaluation_days": 1847.75, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1602914400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758851854298, "expiration_time": 1763504568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 178, "offset": 0, "scalar": 4 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 1844292.290392364, 1708371.3878377448, 135920.9025546191, 3619097.4056741814, -921153.6676999548, 4540251.0733741345 ], [ 1844.29229, 1708.371388, 135.920903, 3619.097406, -921.153668, 4540.251073 ], [ 0.998129, 0.924568, 0.07356, 0.195893, 0, 0.207893 ], [ 76.369182, 76.369182, 76.369182, 76.369182, 76.369182, 76.369182 ], [ -76830, -81028, -37822, -5888858, -5843830, -2692243 ], [ 5.95162, 10.648996, 1.695565, 1.155699, 0.918923, 1.382088 ], [ 77, 39, 38, 77, 39, 38 ], [ 28, 9, 19, 28, 9, 19 ], [ 49, 30, 19, 49, 30, 19 ], [ 36.363636, 23.076923, 50, 36.363636, 23.076923, 50 ], [ 10.415335, 35.496653, 1.695565, 2.022473, 3.063077, 1.382088 ], [ 1576145, 1576145, 66482, 3835699, 3835699, 3668505 ], [ -27341, -15485, -27341, -2018378, -1268143, -2018378 ], [ 90, 67, 114, 90, 67, 114 ], [ 183, 186, 182, 183, 186, 182 ], [ 37, 32, 47, 37, 32, 47 ], [ 7004, 2635, 4369, 7004, 2635, 4369 ], [ 0, 0, 31.831647, 0, 0, 31.831647 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -29749, -16467, -99317, -91725, -616270, 332789 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7391, "evaluation_days": 1847.75, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1602914400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758851854298, "expiration_time": 1763504568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 178, "offset": 0, "scalar": 4 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|