Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1858564.9672 | 1690817.0332 | 167747.934 | 5537385.5259 | -17423.7717 | 5554809.2976 |
Total P&L (%) | 1858.565 | 1690.817 | 167.7479 | 5537.3855 | -17.4238 | 5554.8093 |
Avg Daily Profit (%) | 1.0057 | 0.9149 | 0.0908 | 0.2184 | -0.0104 | 0.2186 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71498 | -65232 | -51510 | -4363611 | -4464869 | -2344065 |
Profit Factor | 5.4266 | 8.2116 | 1.9048 | 1.2787 | 0.9985 | 1.6728 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 27 | 10 | 17 | 27 | 10 | 17 |
Losing Trades | 65 | 36 | 29 | 65 | 36 | 29 |
Profitability (%) | 29.3478 | 21.7391 | 36.9565 | 29.3478 | 21.7391 | 36.9565 |
Ratio Avg Win / Avg Loss | 13.064 | 29.5617 | 3.2493 | 3.0784 | 3.5946 | 2.8536 |
Largest Winning Trade | 1523117 | 1523117 | 63693 | 4431239 | 4431239 | 3614031 |
Largest Losing Trade | -15713 | -14381 | -15713 | -1109394 | -893786 | -1109394 |
Avg Bars in Trades | 39 | 33 | 45 | 39 | 33 | 45 |
Avg Bars in Winners | 100 | 103 | 99 | 100 | 103 | 99 |
Avg Bars in Losers | 14 | 13 | 14 | 14 | 13 | 14 |
Bars Traded | 3627 | 1527 | 2101 | 3627 | 1527 | 2101 |
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 | 397640 | -22597 | -73158 | -1146 | -622391 | 229193 |
{ "trading_pair": "EGLD_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3696, "evaluation_days": 1848, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1599177600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758788687770, "expiration_time": 1763505216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 187, "offset": 0, "poles": 2 } }, "second_band": { "type": "fwma", "factors": { "length": 3, "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": [ [ 1858564.9671991467, 1690817.03322789, 167747.9339712565, 5537385.525872904, -17423.771730622, 5554809.297603525 ], [ 1858.564967, 1690.817033, 167.747934, 5537.385526, -17.423772, 5554.809298 ], [ 1.005717, 0.914944, 0.090773, 0.21842, -0.010359, 0.218588 ], [ 10, 10, 10, 10, 10, 10 ], [ -71498, -65232, -51510, -4363611, -4464869, -2344065 ], [ 5.4266, 8.211583, 1.904768, 1.278713, 0.998499, 1.672793 ], [ 92, 46, 46, 92, 46, 46 ], [ 27, 10, 17, 27, 10, 17 ], [ 65, 36, 29, 65, 36, 29 ], [ 29.347826, 21.73913, 36.956522, 29.347826, 21.73913, 36.956522 ], [ 13.064038, 29.5617, 3.24931, 3.078384, 3.594598, 2.853588 ], [ 1523117, 1523117, 63693, 4431239, 4431239, 3614031 ], [ -15713, -14381, -15713, -1109394, -893786, -1109394 ], [ 39, 33, 45, 39, 33, 45 ], [ 100, 103, 99, 100, 103, 99 ], [ 14, 13, 14, 14, 13, 14 ], [ 3627, 1527, 2101, 3627, 1527, 2101 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 397640, -22597, -73158, -1146, -622391, 229193 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3696, "evaluation_days": 1848, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1599177600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758788687770, "expiration_time": 1763505216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 187, "offset": 0, "poles": 2 } }, "second_band": { "type": "fwma", "factors": { "length": 3, "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) |
---|