Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 697058.723 | 562470.0935 | 134588.6295 | 2298002.4893 | 181532.9939 | 2116469.4954 |
Total P&L (%) | 697.0587 | 562.4701 | 134.5886 | 2298.0025 | 181.533 | 2116.4695 |
Avg Daily Profit (%) | 0.3772 | 0.3044 | 0.0728 | 0.1721 | 0.056 | 0.1678 |
Buy And Hold Return (%) | 13.9674 | 13.9674 | 13.9674 | 13.9674 | 13.9674 | 13.9674 |
Max Trade Drawdown | -95610 | -74476 | -118261 | -2670126 | -2336263 | -777327 |
Profit Factor | 1.868 | 2.5037 | 1.3137 | 1.1938 | 1.0298 | 1.3668 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 70 | 32 | 38 | 70 | 32 | 38 |
Losing Trades | 101 | 54 | 47 | 101 | 54 | 47 |
Profitability (%) | 40.9357 | 37.2093 | 44.7059 | 40.9357 | 37.2093 | 44.7059 |
Ratio Avg Win / Avg Loss | 2.6953 | 4.2249 | 1.6249 | 1.7224 | 1.7378 | 1.6905 |
Largest Winning Trade | 256803 | 256803 | 45300 | 1310491 | 1310491 | 704685 |
Largest Losing Trade | -32375 | -23556 | -32375 | -590496 | -577430 | -590496 |
Avg Bars in Trades | 42 | 39 | 45 | 42 | 39 | 45 |
Avg Bars in Winners | 69 | 65 | 73 | 69 | 65 | 73 |
Avg Bars in Losers | 23 | 24 | 22 | 23 | 24 | 22 |
Bars Traded | 7262 | 3424 | 3837 | 7262 | 3424 | 3837 |
Profit Streak | 0 | 0 | 78.4315 | 0 | 0 | 78.4315 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376878 | 302544 | -95424 | -1095 | -310017 | 300599 |
{ "trading_pair": "EGLD_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7391, "evaluation_days": 1847.75, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1600581600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758860479463, "expiration_time": 1763504568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 38, "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": [ [ 697058.7229607299, 562470.0934599848, 134588.6295007449, 2298002.489274698, 181532.9938678879, 2116469.4954068097 ], [ 697.058723, 562.470093, 134.58863, 2298.002489, 181.532994, 2116.469495 ], [ 0.377247, 0.304408, 0.072839, 0.172099, 0.056034, 0.167831 ], [ 13.967438, 13.967438, 13.967438, 13.967438, 13.967438, 13.967438 ], [ -95610, -74476, -118261, -2670126, -2336263, -777327 ], [ 1.868005, 2.503654, 1.313734, 1.193773, 1.02981, 1.366826 ], [ 171, 86, 85, 171, 86, 85 ], [ 70, 32, 38, 70, 32, 38 ], [ 101, 54, 47, 101, 54, 47 ], [ 40.935673, 37.209302, 44.705882, 40.935673, 37.209302, 44.705882 ], [ 2.695264, 4.224915, 1.624882, 1.722443, 1.737805, 1.690548 ], [ 256803, 256803, 45300, 1310491, 1310491, 704685 ], [ -32375, -23556, -32375, -590496, -577430, -590496 ], [ 42, 39, 45, 42, 39, 45 ], [ 69, 65, 73, 69, 65, 73 ], [ 23, 24, 22, 23, 24, 22 ], [ 7262, 3424, 3837, 7262, 3424, 3837 ], [ 0, 0, 78.431475, 0, 0, 78.431475 ], [ 0, 0, 3, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 376878, 302544, -95424, -1095, -310017, 300599 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7391, "evaluation_days": 1847.75, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1600581600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758860479463, "expiration_time": 1763504568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 38, "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) |
---|