Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 745440.6557 | 579832.8601 | 165607.7956 | 6675457.8193 | 1424384.9808 | 5251072.8385 |
Total P&L (%) | 745.4407 | 579.8329 | 165.6078 | 6675.4578 | 1424.385 | 5251.0728 |
Avg Daily Profit (%) | 0.4019 | 0.3126 | 0.0893 | 0.2276 | 0.147 | 0.2148 |
Buy And Hold Return (%) | 80.653 | 80.653 | 80.653 | 80.653 | 80.653 | 80.653 |
Max Trade Drawdown | -57633 | -83746 | -65129 | -4330949 | -3276871 | -3457263 |
Profit Factor | 2.6762 | 3.189 | 1.9209 | 1.4175 | 1.138 | 1.9265 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 54.5455 | 48.7179 | 60.5263 | 54.5455 | 48.7179 | 60.5263 |
Ratio Avg Win / Avg Loss | 2.2301 | 3.3568 | 1.2527 | 1.1812 | 1.1979 | 1.2564 |
Largest Winning Trade | 161651 | 161651 | 64041 | 3158694 | 3158694 | 2117214 |
Largest Losing Trade | -39213 | -39213 | -36234 | -2686244 | -2686244 | -1998036 |
Avg Bars in Trades | 66 | 48 | 85 | 66 | 48 | 85 |
Avg Bars in Winners | 84 | 45 | 117 | 84 | 45 | 117 |
Avg Bars in Losers | 45 | 52 | 35 | 45 | 52 | 35 |
Bars Traded | 5140 | 1909 | 3230 | 5140 | 1909 | 3230 |
Profit Streak | 121.4638 | 121.4638 | 300.4638 | 121.4638 | 121.4638 | 300.4638 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -29861 | 546564 | -75022 | -35654 | -65047 | 483711 |
{ "trading_pair": "EGLD_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5564, "evaluation_days": 1854.67, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1603065600000, "last_datapoint_time": 1759305600000, "evaluation_time": 1759316868138, "expiration_time": 1764112896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 46, "offset": 0, "std": 3.94314 } } }
{ "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": [ [ 745440.6556650345, 579832.8601050765, 165607.7955599581, 6675457.819320885, 1424384.9808072292, 5251072.838513655 ], [ 745.440656, 579.83286, 165.607796, 6675.457819, 1424.384981, 5251.072839 ], [ 0.401926, 0.312634, 0.089292, 0.227571, 0.14699, 0.214817 ], [ 80.652995, 80.652995, 80.652995, 80.652995, 80.652995, 80.652995 ], [ -57633, -83746, -65129, -4330949, -3276871, -3457263 ], [ 2.676177, 3.188957, 1.920879, 1.417493, 1.137996, 1.926527 ], [ 77, 39, 38, 77, 39, 38 ], [ 42, 19, 23, 42, 19, 23 ], [ 35, 20, 15, 35, 20, 15 ], [ 54.545455, 48.717949, 60.526316, 54.545455, 48.717949, 60.526316 ], [ 2.230147, 3.356797, 1.252747, 1.181244, 1.197891, 1.256431 ], [ 161651, 161651, 64041, 3158694, 3158694, 2117214 ], [ -39213, -39213, -36234, -2686244, -2686244, -1998036 ], [ 66, 48, 85, 66, 48, 85 ], [ 84, 45, 117, 84, 45, 117 ], [ 45, 52, 35, 45, 52, 35 ], [ 5140, 1909, 3230, 5140, 1909, 3230 ], [ 121.463751, 121.463752, 300.463752, 121.463752, 121.463752, 300.463752 ], [ 2, 1, 3, 2, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -29861, 546564, -75022, -35654, -65047, 483711 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5564, "evaluation_days": 1854.67, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1603065600000, "last_datapoint_time": 1759305600000, "evaluation_time": 1759316868138, "expiration_time": 1764112896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 46, "offset": 0, "std": 3.94314 } } }
# | 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) |
---|