Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1985027.7992 | 1839552.1616 | 145475.6375 | 5390374.1876 | 1646625.7791 | 3743748.4085 |
Total P&L (%) | 1985.0278 | 1839.5522 | 145.4756 | 5390.3742 | 1646.6258 | 3743.7484 |
Avg Daily Profit (%) | 1.0686 | 0.9902 | 0.0783 | 0.2159 | 0.1541 | 0.1966 |
Buy And Hold Return (%) | 88.0577 | 88.0577 | 88.0577 | 88.0577 | 88.0577 | 88.0577 |
Max Trade Drawdown | -92736 | -114216 | -39536 | -6965529 | -6403907 | -2007187 |
Profit Factor | 6.6348 | 10.5863 | 1.907 | 1.291 | 1.1548 | 1.4749 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 45.2055 | 45.9459 | 44.4444 | 45.2055 | 45.9459 | 44.4444 |
Ratio Avg Win / Avg Loss | 8.0422 | 12.4544 | 2.3838 | 1.5649 | 1.3586 | 1.8436 |
Largest Winning Trade | 1714549 | 1714549 | 64497 | 4744703 | 4744703 | 2643839 |
Largest Losing Trade | -34500 | -34500 | -30101 | -3293324 | -3293324 | -1902500 |
Avg Bars in Trades | 72 | 73 | 72 | 72 | 73 | 72 |
Avg Bars in Winners | 109 | 93 | 125 | 109 | 93 | 125 |
Avg Bars in Losers | 42 | 55 | 29 | 42 | 55 | 29 |
Bars Traded | 5312 | 2705 | 2607 | 5312 | 2705 | 2607 |
Profit Streak | 31.8286 | 31.8286 | 42.8286 | 31.8286 | 31.8286 | 42.8286 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -55216 | 749833 | -95590 | -67830 | -43629 | 311824 |
{ "trading_pair": "EGLD_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5573, "evaluation_days": 1857.67, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1604361600000, "last_datapoint_time": 1759564800000, "evaluation_time": 1759578791866, "expiration_time": 1764379872000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 59, "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": [ [ 1985027.799163399, 1839552.1616277832, 145475.6375356159, 5390374.187613829, 1646625.7791207272, 3743748.408493101 ], [ 1985.027799, 1839.552162, 145.475638, 5390.374188, 1646.625779, 3743.748408 ], [ 1.068558, 0.990247, 0.078311, 0.215857, 0.154089, 0.196624 ], [ 88.057653, 88.057653, 88.057653, 88.057653, 88.057653, 88.057653 ], [ -92736, -114216, -39536, -6965529, -6403907, -2007187 ], [ 6.634804, 10.586281, 1.907037, 1.291043, 1.154803, 1.474858 ], [ 73, 37, 36, 73, 37, 36 ], [ 33, 17, 16, 33, 17, 16 ], [ 40, 20, 20, 40, 20, 20 ], [ 45.205479, 45.945946, 44.444444, 45.205479, 45.945946, 44.444444 ], [ 8.042187, 12.454449, 2.383796, 1.564901, 1.358592, 1.843572 ], [ 1714549, 1714549, 64497, 4744703, 4744703, 2643839 ], [ -34500, -34500, -30101, -3293324, -3293324, -1902500 ], [ 72, 73, 72, 72, 73, 72 ], [ 109, 93, 125, 109, 93, 125 ], [ 42, 55, 29, 42, 55, 29 ], [ 5312, 2705, 2607, 5312, 2705, 2607 ], [ 31.828609, 31.82861, 42.828609, 31.82861, 31.82861, 42.82861 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -55216, 749833, -95590, -67830, -43629, 311824 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5573, "evaluation_days": 1857.67, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1604361600000, "last_datapoint_time": 1759564800000, "evaluation_time": 1759578791866, "expiration_time": 1764379872000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 59, "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) |
---|