Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 380430.9532 | 419471.1843 | -39040.2312 | -65718.9084 | 897501.3734 | -963220.2818 |
Total P&L (%) | 380.431 | 419.4712 | -39.0402 | -65.7189 | 897.5014 | -963.2203 |
Avg Daily Profit (%) | 0.205 | 0.2261 | -0.021 | -0.0577 | 0.124 | 0 |
Buy And Hold Return (%) | 35.1668 | 35.1668 | 35.1668 | 35.1668 | 35.1668 | 35.1668 |
Max Trade Drawdown | -173958 | -93690 | -209057 | -963296 | -241934 | -1009573 |
Profit Factor | 1.5548 | 2.493 | 0.9035 | 0.952 | 3.9821 | 0.0975 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 42.2535 | 41.6667 | 42.8571 | 42.2535 | 41.6667 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.1249 | 3.4902 | 1.2047 | 1.301 | 5.575 | 0.13 |
Largest Winning Trade | 156769 | 156769 | 64167 | 528664 | 528664 | 16720 |
Largest Losing Trade | -91369 | -30961 | -91369 | -536918 | -212374 | -536918 |
Avg Bars in Trades | 48 | 29 | 68 | 48 | 29 | 68 |
Avg Bars in Winners | 66 | 31 | 101 | 66 | 31 | 101 |
Avg Bars in Losers | 35 | 27 | 43 | 35 | 27 | 43 |
Bars Traded | 3443 | 1058 | 2385 | 3443 | 1058 | 2385 |
Profit Streak | 0 | 0 | 140.7344 | 0 | 0 | 140.7344 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -83873 | 346696 | -581327 | -673401 | -22923 | -582994 |
{ "trading_pair": "EGLD_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3711, "evaluation_days": 1855.5, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1601424000000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759383453765, "expiration_time": 1764172656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 55, "offset": 0, "a": 0.75363 } }, "second_band": { "type": "bbl", "factors": { "length": 234, "offset": 0, "std": 1.67565 } } }
{ "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": [ [ 380430.9531823763, 419471.1843453292, -39040.2311629527, -65718.9084214375, 897501.3733763654, -963220.2817978025 ], [ 380.430953, 419.471184, -39.040231, -65.718908, 897.501373, -963.220282 ], [ 0.205029, 0.226069, -0.02104, -0.057681, 0.124037, 0 ], [ 35.166764, 35.166764, 35.166764, 35.166764, 35.166764, 35.166764 ], [ -173958, -93690, -209057, -963296, -241934, -1009573 ], [ 1.554801, 2.493012, 0.903545, 0.951969, 3.982141, 0.09752 ], [ 71, 36, 35, 71, 36, 35 ], [ 30, 15, 15, 30, 15, 15 ], [ 41, 21, 20, 41, 21, 20 ], [ 42.253521, 41.666667, 42.857143, 42.253521, 41.666667, 42.857143 ], [ 2.124895, 3.490216, 1.204726, 1.301024, 5.574998, 0.130027 ], [ 156769, 156769, 64167, 528664, 528664, 16720 ], [ -91369, -30961, -91369, -536918, -212374, -536918 ], [ 48, 29, 68, 48, 29, 68 ], [ 66, 31, 101, 66, 31, 101 ], [ 35, 27, 43, 35, 27, 43 ], [ 3443, 1058, 2385, 3443, 1058, 2385 ], [ 0, 0, 140.734418, 0, 0, 140.734419 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -83873, 346696, -581327, -673401, -22923, -582994 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3711, "evaluation_days": 1855.5, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1601424000000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759383453765, "expiration_time": 1764172656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 55, "offset": 0, "a": 0.75363 } }, "second_band": { "type": "bbl", "factors": { "length": 234, "offset": 0, "std": 1.67565 } } }
# | 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) |
---|