Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1321387.2318 | 1257518.3213 | 63868.9105 | 840343.8657 | 509586.9533 | 330756.9123 |
Total P&L (%) | 1321.3872 | 1257.5183 | 63.8689 | 840.3439 | 509.587 | 330.7569 |
Avg Daily Profit (%) | 0.7126 | 0.6782 | 0.0344 | 0.1209 | 0.0975 | 0.0788 |
Buy And Hold Return (%) | 37.6501 | 37.6501 | 37.6501 | 37.6501 | 37.6501 | 37.6501 |
Max Trade Drawdown | -98955 | -71870 | -94798 | -866842 | -523003 | -482217 |
Profit Factor | 3.7035 | 6.593 | 1.242 | 1.2786 | 1.3591 | 1.2071 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 23 | 10 | 13 | 23 | 10 | 13 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 34.3284 | 29.4118 | 39.3939 | 34.3284 | 29.4118 | 39.3939 |
Ratio Avg Win / Avg Loss | 7.0849 | 15.8232 | 1.9107 | 2.446 | 3.2619 | 1.8571 |
Largest Winning Trade | 1154136 | 1154136 | 69020 | 687141 | 687141 | 403587 |
Largest Losing Trade | -39618 | -19087 | -39618 | -295822 | -252340 | -295822 |
Avg Bars in Trades | 80 | 69 | 91 | 80 | 69 | 91 |
Avg Bars in Winners | 159 | 153 | 163 | 159 | 153 | 163 |
Avg Bars in Losers | 38 | 33 | 45 | 38 | 33 | 45 |
Bars Traded | 5372 | 2346 | 3026 | 5372 | 2346 | 3026 |
Profit Streak | 0 | 0 | 39.0396 | 0 | 0 | 39.0396 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -108109 | 369547 | -158557 | -157458 | -71183 | -90733 |
{ "trading_pair": "EGLD_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5563, "evaluation_days": 1854.33, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1601625600000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759280217101, "expiration_time": 1764083232000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 89, "offset": 0, "std": 2.54928 } }, "second_band": { "type": "linreg", "factors": { "length": 54, "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": [ [ 1321387.2318407458, 1257518.3213045958, 63868.9105361503, 840343.865674419, 509586.953336372, 330756.9123380469 ], [ 1321.387232, 1257.518321, 63.868911, 840.343866, 509.586953, 330.756912 ], [ 0.712596, 0.678152, 0.034443, 0.120929, 0.097528, 0.078786 ], [ 37.650086, 37.650086, 37.650086, 37.650086, 37.650086, 37.650086 ], [ -98955, -71870, -94798, -866842, -523003, -482217 ], [ 3.703458, 6.592988, 1.241984, 1.278616, 1.359129, 1.207087 ], [ 67, 34, 33, 67, 34, 33 ], [ 23, 10, 13, 23, 10, 13 ], [ 44, 24, 20, 44, 24, 20 ], [ 34.328358, 29.411765, 39.393939, 34.328358, 29.411765, 39.393939 ], [ 7.084877, 15.823172, 1.910745, 2.446047, 3.26191, 1.857057 ], [ 1154136, 1154136, 69020, 687141, 687141, 403587 ], [ -39618, -19087, -39618, -295822, -252340, -295822 ], [ 80, 69, 91, 80, 69, 91 ], [ 159, 153, 163, 159, 153, 163 ], [ 38, 33, 45, 38, 33, 45 ], [ 5372, 2346, 3026, 5372, 2346, 3026 ], [ 0, 0, 39.03955, 0, 0, 39.03955 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -108109, 369547, -158557, -157458, -71183, -90733 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5563, "evaluation_days": 1854.33, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1601625600000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759280217101, "expiration_time": 1764083232000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 89, "offset": 0, "std": 2.54928 } }, "second_band": { "type": "linreg", "factors": { "length": 54, "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) |
---|