Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 628077.1795 | 743856.5427 | -115779.3632 | -81241.2251 | 716421.5255 | -797662.7506 |
Total P&L (%) | 628.0772 | 743.8565 | -115.7794 | -81.2412 | 716.4215 | -797.6628 |
Avg Daily Profit (%) | 0.3385 | 0.4009 | -0.0624 | -0.0902 | 0.1132 | 0 |
Buy And Hold Return (%) | 33.7838 | 33.7838 | 33.7838 | 33.7838 | 33.7838 | 33.7838 |
Max Trade Drawdown | -209628 | -137129 | -156773 | -1184841 | -403210 | -875735 |
Profit Factor | 1.7827 | 3.0762 | 0.7393 | 0.9542 | 2.1924 | 0.3211 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Profitability (%) | 39.4495 | 36.3636 | 42.5926 | 39.4495 | 36.3636 | 42.5926 |
Ratio Avg Win / Avg Loss | 2.7362 | 5.3834 | 0.9965 | 1.4647 | 3.8368 | 0.4328 |
Largest Winning Trade | 794025 | 794025 | 64708 | 1068910 | 1068910 | 127674 |
Largest Losing Trade | -60564 | -26827 | -60564 | -459390 | -189595 | -459390 |
Avg Bars in Trades | 32 | 27 | 37 | 32 | 27 | 37 |
Avg Bars in Winners | 46 | 31 | 59 | 46 | 31 | 59 |
Avg Bars in Losers | 22 | 24 | 20 | 22 | 24 | 20 |
Bars Traded | 3523 | 1504 | 2018 | 3523 | 1504 | 2018 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316409 | -169726 | -763714 | -582924 | -222605 | -763714 |
{ "trading_pair": "EGLD_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3711, "evaluation_days": 1855.5, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1601467200000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759383456479, "expiration_time": 1764172656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 24, "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": [ [ 628077.179483552, 743856.5427060485, -115779.3632224967, -81241.2251147032, 716421.5254935133, -797662.7506082163 ], [ 628.077179, 743.856543, -115.779363, -81.241225, 716.421525, -797.662751 ], [ 0.338495, 0.400893, -0.062398, -0.090151, 0.113228, 0 ], [ 33.783784, 33.783784, 33.783784, 33.783784, 33.783784, 33.783784 ], [ -209628, -137129, -156773, -1184841, -403210, -875735 ], [ 1.782707, 3.076213, 0.739334, 0.954248, 2.192449, 0.32108 ], [ 109, 55, 54, 109, 55, 54 ], [ 43, 20, 23, 43, 20, 23 ], [ 66, 35, 31, 66, 35, 31 ], [ 39.449541, 36.363636, 42.592593, 39.449541, 36.363636, 42.592593 ], [ 2.736247, 5.383372, 0.996493, 1.46466, 3.836786, 0.43276 ], [ 794025, 794025, 64708, 1068910, 1068910, 127674 ], [ -60564, -26827, -60564, -459390, -189595, -459390 ], [ 32, 27, 37, 32, 27, 37 ], [ 46, 31, 59, 46, 31, 59 ], [ 22, 24, 20, 22, 24, 20 ], [ 3523, 1504, 2018, 3523, 1504, 2018 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 316409, -169726, -763714, -582924, -222605, -763714 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3711, "evaluation_days": 1855.5, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1601467200000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759383456479, "expiration_time": 1764172656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 24, "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) |
---|