Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 234367.0337 | 362109.6718 | -127742.6381 | -82903.1707 | 507659.6847 | -590562.8553 |
Total P&L (%) | 234.367 | 362.1097 | -127.7426 | -82.9032 | 507.6597 | -590.5629 |
Avg Daily Profit (%) | 0.1258 | 0.1944 | -0.0686 | -0.0948 | 0.0969 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -237764 | -181382 | -161146 | -865409 | -344507 | -608901 |
Profit Factor | 1.2231 | 1.7221 | 0.7674 | 0.9545 | 1.7335 | 0.4768 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Losing Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Profitability (%) | 44.5714 | 44.8276 | 44.3182 | 44.5714 | 44.8276 | 44.3182 |
Ratio Avg Win / Avg Loss | 1.521 | 2.1195 | 0.9642 | 1.187 | 2.1336 | 0.599 |
Largest Winning Trade | 246667 | 246667 | 56037 | 550681 | 550681 | 258896 |
Largest Losing Trade | -56946 | -29689 | -56946 | -324703 | -194649 | -324703 |
Avg Bars in Trades | 20 | 19 | 22 | 20 | 19 | 22 |
Avg Bars in Winners | 23 | 20 | 25 | 23 | 20 | 25 |
Avg Bars in Losers | 19 | 18 | 19 | 19 | 18 | 19 |
Bars Traded | 3648 | 1692 | 1956 | 3648 | 1692 | 1956 |
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 | -25218 | 316154 | -583028 | -580028 | -61918 | -583028 |
{ "trading_pair": "EGLD_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3725, "evaluation_days": 1862.5, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1599091200000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759994012974, "expiration_time": 1764795600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 90, "offset": 0, "poles": 3 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 234367.0337141611, 362109.6718319983, -127742.6381178369, -82903.1706581608, 507659.6846775329, -590562.8553356938 ], [ 234.367034, 362.109672, -127.742638, -82.903171, 507.659685, -590.562855 ], [ 0.125835, 0.194421, -0.068587, -0.094789, 0.09693, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -237764, -181382, -161146, -865409, -344507, -608901 ], [ 1.223054, 1.722084, 0.767419, 0.954468, 1.733517, 0.476761 ], [ 175, 87, 88, 175, 87, 88 ], [ 78, 39, 39, 78, 39, 39 ], [ 97, 48, 49, 97, 48, 49 ], [ 44.571429, 44.827586, 44.318182, 44.571429, 44.827586, 44.318182 ], [ 1.520978, 2.119489, 0.964193, 1.186966, 2.13356, 0.599007 ], [ 246667, 246667, 56037, 550681, 550681, 258896 ], [ -56946, -29689, -56946, -324703, -194649, -324703 ], [ 20, 19, 22, 20, 19, 22 ], [ 23, 20, 25, 23, 20, 25 ], [ 19, 18, 19, 19, 18, 19 ], [ 3648, 1692, 1956, 3648, 1692, 1956 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -25218, 316154, -583028, -580028, -61918, -583028 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3725, "evaluation_days": 1862.5, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1599091200000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759994012974, "expiration_time": 1764795600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 90, "offset": 0, "poles": 3 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|