Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 391377.7424 | 397672.0468 | -6294.3043 | 200203.8042 | 380168.1481 | -179964.3439 |
Total P&L (%) | 391.3777 | 397.672 | -6.2943 | 200.2038 | 380.1681 | -179.9643 |
Avg Daily Profit (%) | 0.2102 | 0.2136 | -0.0034 | 0.0591 | 0.0843 | 0 |
Buy And Hold Return (%) | 78.1678 | 78.1678 | 78.1678 | 78.1678 | 78.1678 | 78.1678 |
Max Trade Drawdown | -105381 | -39867 | -152968 | -452460 | -133589 | -376506 |
Profit Factor | 1.7808 | 4.6032 | 0.9839 | 1.153 | 2.2104 | 0.8191 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 29 | 18 | 11 | 29 | 18 | 11 |
Losing Trades | 64 | 29 | 35 | 64 | 29 | 35 |
Profitability (%) | 31.1828 | 38.2979 | 23.913 | 31.1828 | 38.2979 | 23.913 |
Ratio Avg Win / Avg Loss | 3.9301 | 7.4163 | 3.1306 | 2.5445 | 3.5613 | 2.6061 |
Largest Winning Trade | 180460 | 180460 | 66337 | 241404 | 241404 | 141840 |
Largest Losing Trade | -55951 | -8849 | -55951 | -213738 | -46938 | -213738 |
Avg Bars in Trades | 36 | 8 | 65 | 36 | 8 | 65 |
Avg Bars in Winners | 99 | 16 | 234 | 99 | 16 | 234 |
Avg Bars in Losers | 8 | 3 | 12 | 8 | 3 | 12 |
Bars Traded | 3406 | 380 | 3026 | 3406 | 380 | 3026 |
Profit Streak | 0 | 0 | 147.602 | 0 | 0 | 147.602 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 96745 | 351884 | -612236 | -175750 | -81818 | -612236 |
{ "trading_pair": "EGLD_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3723, "evaluation_days": 1861.5, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1603324800000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759890414123, "expiration_time": 1764706608000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 99, "offset": 0, "std": 1.88509 } }, "second_band": { "type": "hl2", "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": [ [ 391377.7424494726, 397672.046796711, -6294.3043472383, 200203.8041820867, 380168.14805946, -179964.3438773732 ], [ 391.377742, 397.672047, -6.294304, 200.203804, 380.168148, -179.964344 ], [ 0.210249, 0.21363, -0.003381, 0.059072, 0.084321, 0 ], [ 78.167797, 78.167797, 78.167797, 78.167797, 78.167797, 78.167797 ], [ -105381, -39867, -152968, -452460, -133589, -376506 ], [ 1.78081, 4.60323, 0.983897, 1.152982, 2.210437, 0.819058 ], [ 93, 47, 46, 93, 47, 46 ], [ 29, 18, 11, 29, 18, 11 ], [ 64, 29, 35, 64, 29, 35 ], [ 31.182796, 38.297872, 23.913043, 31.182796, 38.297872, 23.913043 ], [ 3.930063, 7.416316, 3.130582, 2.544513, 3.56126, 2.606093 ], [ 180460, 180460, 66337, 241404, 241404, 141840 ], [ -55951, -8849, -55951, -213738, -46938, -213738 ], [ 36, 8, 65, 36, 8, 65 ], [ 99, 16, 234, 99, 16, 234 ], [ 8, 3, 12, 8, 3, 12 ], [ 3406, 380, 3026, 3406, 380, 3026 ], [ 0, 0, 147.602015, 0, 0, 147.602015 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 96745, 351884, -612236, -175750, -81818, -612236 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3723, "evaluation_days": 1861.5, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1603324800000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759890414123, "expiration_time": 1764706608000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 99, "offset": 0, "std": 1.88509 } }, "second_band": { "type": "hl2", "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) |
---|