Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1986321.5992 | 1909890.0625 | 76431.5368 | 1002672.8551 | -632220.175 | 1634893.0301 |
Total P&L (%) | 1986.3216 | 1909.8901 | 76.4315 | 1002.6729 | -632.2202 | 1634.893 |
Avg Daily Profit (%) | 1.0737 | 1.0324 | 0.0413 | 0.1298 | 0 | 0.1544 |
Buy And Hold Return (%) | 95.9581 | 95.9581 | 95.9581 | 95.9581 | 95.9581 | 95.9581 |
Max Trade Drawdown | -150008 | -110392 | -59217 | -8173973 | -5696000 | -3255294 |
Profit Factor | 5.2051 | 8.5402 | 1.3489 | 1.0554 | 0.9361 | 1.1993 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 47.619 | 42.8571 | 52.381 | 47.619 | 42.8571 | 52.381 |
Ratio Avg Win / Avg Loss | 5.7256 | 11.387 | 1.2263 | 1.161 | 1.2481 | 1.0903 |
Largest Winning Trade | 1836905 | 1836905 | 58194 | 3341098 | 3341098 | 2626613 |
Largest Losing Trade | -36092 | -32437 | -36092 | -1505386 | -1505386 | -1334015 |
Avg Bars in Trades | 64 | 69 | 58 | 64 | 69 | 58 |
Avg Bars in Winners | 76 | 79 | 73 | 76 | 79 | 73 |
Avg Bars in Losers | 53 | 62 | 41 | 53 | 62 | 41 |
Bars Traded | 5378 | 2935 | 2442 | 5378 | 2935 | 2442 |
Profit Streak | 34.4699 | 34.4699 | 68.4699 | 34.4699 | 34.4699 | 68.4699 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 779052 | 709321 | -302205 | -178538 | -581303 | 263247 |
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{ "trading_pair": "EGLD_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5550, "evaluation_days": 1850, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1603152000000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758914199688, "expiration_time": 1763697600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 141, "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) |
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