Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 949384.826 | 778294.337 | 171090.489 | 6861249.9453 | -853833.8572 | 7715083.8024 |
Total P&L (%) | 949.3848 | 778.2943 | 171.0905 | 6861.2499 | -853.8339 | 7715.0838 |
Avg Daily Profit (%) | 0.512 | 0.4197 | 0.0923 | 0.2291 | 0 | 0.2353 |
Buy And Hold Return (%) | 92.2156 | 92.2156 | 92.2156 | 92.2156 | 92.2156 | 92.2156 |
Max Trade Drawdown | -63377 | -117832 | -30911 | -3354877 | -5057307 | -2361516 |
Profit Factor | 3.7012 | 4.5667 | 2.2839 | 1.4719 | 0.919 | 2.9282 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 21 | 13 | 8 | 21 | 13 | 8 |
Profitability (%) | 63.1579 | 55.1724 | 71.4286 | 63.1579 | 55.1724 | 71.4286 |
Ratio Avg Win / Avg Loss | 2.159 | 3.7104 | 0.9136 | 0.8586 | 0.7467 | 1.1713 |
Largest Winning Trade | 405671 | 405671 | 60693 | 3136842 | 3136842 | 2370485 |
Largest Losing Trade | -48422 | -34574 | -48422 | -2361516 | -2055770 | -2361516 |
Avg Bars in Trades | 90 | 69 | 112 | 90 | 69 | 112 |
Avg Bars in Winners | 99 | 58 | 132 | 99 | 58 | 132 |
Avg Bars in Losers | 75 | 83 | 62 | 75 | 83 | 62 |
Bars Traded | 5173 | 2017 | 3156 | 5173 | 2017 | 3156 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -160247 | 648298 | -94346 | -170039 | -580162 | -5457 |
{ "trading_pair": "EGLD_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5563, "evaluation_days": 1854.33, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1603152000000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759280213221, "expiration_time": 1764083232000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 142, "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": [ [ 949384.8259513367, 778294.336960735, 171090.4889906016, 6861249.94526688, -853833.8571581224, 7715083.802425003 ], [ 949.384826, 778.294337, 171.090489, 6861.249945, -853.833857, 7715.083802 ], [ 0.511983, 0.419717, 0.092265, 0.229075, 0, 0.235329 ], [ 92.215569, 92.215569, 92.215569, 92.215569, 92.215569, 92.215569 ], [ -63377, -117832, -30911, -3354877, -5057307, -2361516 ], [ 3.701218, 4.56669, 2.283948, 1.471939, 0.918971, 2.928247 ], [ 57, 29, 28, 57, 29, 28 ], [ 36, 16, 20, 36, 16, 20 ], [ 21, 13, 8, 21, 13, 8 ], [ 63.157895, 55.172414, 71.428571, 63.157895, 55.172414, 71.428571 ], [ 2.159044, 3.710436, 0.913579, 0.858631, 0.746664, 1.171299 ], [ 405671, 405671, 60693, 3136842, 3136842, 2370485 ], [ -48422, -34574, -48422, -2361516, -2055770, -2361516 ], [ 90, 69, 112, 90, 69, 112 ], [ 99, 58, 132, 99, 58, 132 ], [ 75, 83, 62, 75, 83, 62 ], [ 5173, 2017, 3156, 5173, 2017, 3156 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -160247, 648298, -94346, -170039, -580162, -5457 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5563, "evaluation_days": 1854.33, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1603152000000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759280213221, "expiration_time": 1764083232000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 142, "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) |
---|