Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1233345.8911 | 1183561.0023 | 49784.8888 | 633582.9414 | 382850.5916 | 250732.3498 |
Total P&L (%) | 1233.3459 | 1183.561 | 49.7849 | 633.5829 | 382.8506 | 250.7324 |
Avg Daily Profit (%) | 0.6655 | 0.6386 | 0.0269 | 0.1076 | 0.085 | 0.0677 |
Buy And Hold Return (%) | 67.2403 | 67.2403 | 67.2403 | 67.2403 | 67.2403 | 67.2403 |
Max Trade Drawdown | -88621 | -92768 | -73942 | -1187228 | -1105038 | -504341 |
Profit Factor | 3.2352 | 5.3992 | 1.1761 | 1.1417 | 1.1601 | 1.1206 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 40.9639 | 38.0952 | 43.9024 | 40.9639 | 38.0952 | 43.9024 |
Ratio Avg Win / Avg Loss | 4.6625 | 8.7738 | 1.5028 | 1.6454 | 1.8851 | 1.4318 |
Largest Winning Trade | 1111718 | 1111718 | 64425 | 773548 | 773548 | 490421 |
Largest Losing Trade | -31782 | -24474 | -31782 | -346453 | -346453 | -326146 |
Avg Bars in Trades | 64 | 53 | 76 | 64 | 53 | 76 |
Avg Bars in Winners | 100 | 80 | 118 | 100 | 80 | 118 |
Avg Bars in Losers | 39 | 36 | 42 | 39 | 36 | 42 |
Bars Traded | 5367 | 2249 | 3118 | 5367 | 2249 | 3118 |
Profit Streak | 0 | 0 | 45.7598 | 0 | 0 | 45.7598 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 482706 | 550366 | -350277 | -117286 | -128264 | -194654 |
{ "trading_pair": "EGLD_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5560, "evaluation_days": 1853.33, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1603411200000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759198450814, "expiration_time": 1763994240000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 183, "offset": 0, "multiplier": 2.85307 } } }
{ "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": [ [ 1233345.8911106256, 1183561.0022779126, 49784.8888327124, 633582.9413551542, 382850.5915953742, 250732.3497597805 ], [ 1233.345891, 1183.561002, 49.784889, 633.582941, 382.850592, 250.73235 ], [ 0.665476, 0.638613, 0.026862, 0.107582, 0.084993, 0.067731 ], [ 67.24028, 67.24028, 67.24028, 67.24028, 67.24028, 67.24028 ], [ -88621, -92768, -73942, -1187228, -1105038, -504341 ], [ 3.235211, 5.399248, 1.176078, 1.141698, 1.160083, 1.120557 ], [ 83, 42, 41, 83, 42, 41 ], [ 34, 16, 18, 34, 16, 18 ], [ 49, 26, 23, 49, 26, 23 ], [ 40.963855, 38.095238, 43.902439, 40.963855, 38.095238, 43.902439 ], [ 4.66251, 8.773779, 1.502766, 1.645388, 1.885134, 1.431823 ], [ 1111718, 1111718, 64425, 773548, 773548, 490421 ], [ -31782, -24474, -31782, -346453, -346453, -326146 ], [ 64, 53, 76, 64, 53, 76 ], [ 100, 80, 118, 100, 80, 118 ], [ 39, 36, 42, 39, 36, 42 ], [ 5367, 2249, 3118, 5367, 2249, 3118 ], [ 0, 0, 45.759847, 0, 0, 45.759847 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 482706, 550366, -350277, -117286, -128264, -194654 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5560, "evaluation_days": 1853.33, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1603411200000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759198450814, "expiration_time": 1763994240000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 183, "offset": 0, "multiplier": 2.85307 } } }
# | 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) |
---|