Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1533093.1307 | 1456208.0467 | 76885.084 | 700561.8417 | -171799.399 | 872361.2407 |
Total P&L (%) | 1533.0931 | 1456.208 | 76.8851 | 700.5618 | -171.7994 | 872.3612 |
Avg Daily Profit (%) | 0.8296 | 0.788 | 0.0416 | 0.1126 | 0 | 0.1232 |
Buy And Hold Return (%) | 74.5178 | 74.5178 | 74.5178 | 74.5178 | 74.5178 | 74.5178 |
Max Trade Drawdown | -114608 | -123449 | -63852 | -2717210 | -3155989 | -1401308 |
Profit Factor | 3.2379 | 5.5781 | 1.2095 | 1.0567 | 0.9705 | 1.1335 |
Total Trades | 241 | 121 | 120 | 241 | 121 | 120 |
Winning Trades | 89 | 40 | 49 | 89 | 40 | 49 |
Losing Trades | 152 | 81 | 71 | 152 | 81 | 71 |
Profitability (%) | 36.9295 | 33.0579 | 40.8333 | 36.9295 | 33.0579 | 40.8333 |
Ratio Avg Win / Avg Loss | 5.53 | 11.2957 | 1.7526 | 1.8048 | 1.9652 | 1.6424 |
Largest Winning Trade | 1396157 | 1396157 | 55329 | 1974223 | 1974223 | 1230424 |
Largest Losing Trade | -22025 | -22025 | -20213 | -610342 | -610342 | -588681 |
Avg Bars in Trades | 14 | 11 | 17 | 14 | 11 | 17 |
Avg Bars in Winners | 25 | 21 | 28 | 25 | 21 | 28 |
Avg Bars in Losers | 8 | 6 | 9 | 8 | 6 | 9 |
Bars Traded | 3511 | 1424 | 2087 | 3511 | 1424 | 2087 |
Profit Streak | 11.3486 | 11.3486 | 31.3486 | 11.3486 | 11.3486 | 31.3486 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 609398 | 553440 | -294650 | -201685 | -583909 | -102797 |
{ "trading_pair": "EGLD_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3696, "evaluation_days": 1848, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1605873600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758918122059, "expiration_time": 1763505216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 2, "offset": 0, "std": 4.74446 } } }
{ "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": [ [ 1533093.130665681, 1456208.046662333, 76885.0840033487, 700561.841680967, -171799.3990035696, 872361.2406845357 ], [ 1533.093131, 1456.208047, 76.885084, 700.561842, -171.799399, 872.361241 ], [ 0.829596, 0.787991, 0.041604, 0.112625, 0, 0.123158 ], [ 74.51778, 74.51778, 74.51778, 74.51778, 74.51778, 74.51778 ], [ -114608, -123449, -63852, -2717210, -3155989, -1401308 ], [ 3.237935, 5.57814, 1.209513, 1.056733, 0.970453, 1.133511 ], [ 241, 121, 120, 241, 121, 120 ], [ 89, 40, 49, 89, 40, 49 ], [ 152, 81, 71, 152, 81, 71 ], [ 36.929461, 33.057851, 40.833333, 36.929461, 33.057851, 40.833333 ], [ 5.529956, 11.295734, 1.75256, 1.804758, 1.965167, 1.642434 ], [ 1396157, 1396157, 55329, 1974223, 1974223, 1230424 ], [ -22025, -22025, -20213, -610342, -610342, -588681 ], [ 14, 11, 17, 14, 11, 17 ], [ 25, 21, 28, 25, 21, 28 ], [ 8, 6, 9, 8, 6, 9 ], [ 3511, 1424, 2087, 3511, 1424, 2087 ], [ 11.348635, 11.348635, 31.348635, 11.348635, 11.348635, 31.348635 ], [ 2, 1, 3, 2, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 609398, 553440, -294650, -201685, -583909, -102797 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3696, "evaluation_days": 1848, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1605873600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758918122059, "expiration_time": 1763505216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 2, "offset": 0, "std": 4.74446 } } }
# | 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) |
---|