Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1445162.7357 | 1372679.9837 | 72482.752 | 931445.1995 | 671940.7984 | 259504.4011 |
Total P&L (%) | 1445.1627 | 1372.68 | 72.4828 | 931.4452 | 671.9408 | 259.5044 |
Avg Daily Profit (%) | 0.7821 | 0.7429 | 0.0392 | 0.1264 | 0.1107 | 0.0693 |
Buy And Hold Return (%) | 10.4743 | 10.4743 | 10.4743 | 10.4743 | 10.4743 | 10.4743 |
Max Trade Drawdown | -185573 | -143308 | -71860 | -1460329 | -1146422 | -724898 |
Profit Factor | 3.6288 | 6.1822 | 1.2544 | 1.2304 | 1.3588 | 1.1196 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 34.4828 | 29.5455 | 39.5349 | 34.4828 | 29.5455 | 39.5349 |
Ratio Avg Win / Avg Loss | 6.8947 | 14.7422 | 1.9186 | 2.3377 | 3.2401 | 1.7123 |
Largest Winning Trade | 1277485 | 1277485 | 61861 | 887482 | 887482 | 642474 |
Largest Losing Trade | -23670 | -22589 | -23670 | -379730 | -379730 | -357722 |
Avg Bars in Trades | 82 | 73 | 90 | 82 | 73 | 90 |
Avg Bars in Winners | 158 | 156 | 160 | 158 | 156 | 160 |
Avg Bars in Losers | 41 | 39 | 45 | 41 | 39 | 45 |
Bars Traded | 7149 | 3242 | 3907 | 7149 | 3242 | 3907 |
Profit Streak | 42.7447 | 42.7447 | 45.7447 | 42.7447 | 42.7447 | 45.7447 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 539553 | 433270 | -143101 | -27940 | -52449 | -191804 |
{ "trading_pair": "EGLD_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7391, "evaluation_days": 1847.75, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1600560000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759038742555, "expiration_time": 1763504568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 208, "offset": 0, "poles": 3 } }, "second_band": { "type": "hma", "factors": { "length": 63, "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": [ [ 1445162.7357379221, 1372679.9837485114, 72482.7519894105, 931445.199453188, 671940.7983855873, 259504.4010676012 ], [ 1445.162736, 1372.679984, 72.482752, 931.445199, 671.940798, 259.504401 ], [ 0.78212, 0.742893, 0.039228, 0.126371, 0.110668, 0.069273 ], [ 10.474292, 10.474292, 10.474292, 10.474292, 10.474292, 10.474292 ], [ -185573, -143308, -71860, -1460329, -1146422, -724898 ], [ 3.628768, 6.182218, 1.254445, 1.230357, 1.358752, 1.11956 ], [ 87, 44, 43, 87, 44, 43 ], [ 30, 13, 17, 30, 13, 17 ], [ 57, 31, 26, 57, 31, 26 ], [ 34.482759, 29.545455, 39.534884, 34.482759, 29.545455, 39.534884 ], [ 6.894659, 14.742213, 1.918563, 2.337678, 3.240101, 1.712268 ], [ 1277485, 1277485, 61861, 887482, 887482, 642474 ], [ -23670, -22589, -23670, -379730, -379730, -357722 ], [ 82, 73, 90, 82, 73, 90 ], [ 158, 156, 160, 158, 156, 160 ], [ 41, 39, 45, 41, 39, 45 ], [ 7149, 3242, 3907, 7149, 3242, 3907 ], [ 42.744705, 42.744705, 45.744705, 42.744705, 42.744705, 45.744705 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 539553, 433270, -143101, -27940, -52449, -191804 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7391, "evaluation_days": 1847.75, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1600560000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759038742555, "expiration_time": 1763504568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 208, "offset": 0, "poles": 3 } }, "second_band": { "type": "hma", "factors": { "length": 63, "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) |
---|