Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1648610.065 | 1587150.4698 | 61459.5953 | 670510.7862 | 521053.3156 | 149457.4706 |
Total P&L (%) | 1648.6101 | 1587.1505 | 61.4596 | 670.5108 | 521.0533 | 149.4575 |
Avg Daily Profit (%) | 0.8846 | 0.8516 | 0.033 | 0.1096 | 0.098 | 0.0491 |
Buy And Hold Return (%) | 77.36 | 77.36 | 77.36 | 77.36 | 77.36 | 77.36 |
Max Trade Drawdown | -102733 | -115574 | -62952 | -1066395 | -976131 | -526371 |
Profit Factor | 3.9184 | 6.5402 | 1.2207 | 1.1533 | 1.2357 | 1.0691 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 34 | 11 | 23 | 34 | 11 | 23 |
Losing Trades | 83 | 48 | 35 | 83 | 48 | 35 |
Profitability (%) | 29.0598 | 18.6441 | 39.6552 | 29.0598 | 18.6441 | 39.6552 |
Ratio Avg Win / Avg Loss | 9.5656 | 28.5393 | 1.8577 | 2.8155 | 5.3922 | 1.6269 |
Largest Winning Trade | 1518402 | 1518402 | 67497 | 1224917 | 1224917 | 460024 |
Largest Losing Trade | -30979 | -30979 | -29789 | -441866 | -441866 | -293265 |
Avg Bars in Trades | 46 | 39 | 52 | 46 | 39 | 52 |
Avg Bars in Winners | 107 | 123 | 99 | 107 | 123 | 99 |
Avg Bars in Losers | 21 | 20 | 22 | 21 | 20 | 22 |
Bars Traded | 5412 | 2348 | 3064 | 5412 | 2348 | 3064 |
Profit Streak | 0 | 0 | 49.2866 | 0 | 0 | 49.2866 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310692 | -213047 | -497695 | -108580 | -295829 | -461909 |
{ "trading_pair": "EGLD_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5591, "evaluation_days": 1863.67, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1602979200000, "last_datapoint_time": 1760083200000, "evaluation_time": 1760107966266, "expiration_time": 1764913824000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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": [ [ 1648610.065048084, 1587150.4697611202, 61459.595286964, 670510.7862174361, 521053.3155814925, 149457.4706359438 ], [ 1648.610065, 1587.15047, 61.459595, 670.510786, 521.053316, 149.457471 ], [ 0.884604, 0.851626, 0.032978, 0.109623, 0.09804, 0.049061 ], [ 77.359979, 77.359979, 77.359979, 77.359979, 77.359979, 77.359979 ], [ -102733, -115574, -62952, -1066395, -976131, -526371 ], [ 3.918446, 6.540249, 1.220747, 1.153338, 1.235716, 1.069121 ], [ 117, 59, 58, 117, 59, 58 ], [ 34, 11, 23, 34, 11, 23 ], [ 83, 48, 35, 83, 48, 35 ], [ 29.059829, 18.644068, 39.655172, 29.059829, 18.644068, 39.655172 ], [ 9.565618, 28.53927, 1.857658, 2.815501, 5.392215, 1.626924 ], [ 1518402, 1518402, 67497, 1224917, 1224917, 460024 ], [ -30979, -30979, -29789, -441866, -441866, -293265 ], [ 46, 39, 52, 46, 39, 52 ], [ 107, 123, 99, 107, 123, 99 ], [ 21, 20, 22, 21, 20, 22 ], [ 5412, 2348, 3064, 5412, 2348, 3064 ], [ 0, 0, 49.286646, 0, 0, 49.286647 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 310692, -213047, -497695, -108580, -295829, -461909 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5591, "evaluation_days": 1863.67, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1602979200000, "last_datapoint_time": 1760083200000, "evaluation_time": 1760107966266, "expiration_time": 1764913824000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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) |
---|