Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 347864.2537 | 419600.6099 | -71736.3562 | -69571.8796 | 399553.4618 | -469125.3413 |
Total P&L (%) | 347.8643 | 419.6006 | -71.7364 | -69.5719 | 399.5535 | -469.1253 |
Avg Daily Profit (%) | 0.1869 | 0.2254 | -0.0385 | -0.0639 | 0.0864 | 0 |
Buy And Hold Return (%) | 31.3339 | 31.3339 | 31.3339 | 31.3339 | 31.3339 | 31.3339 |
Max Trade Drawdown | -197355 | -117638 | -211173 | -603211 | -213921 | -560253 |
Profit Factor | 1.3215 | 1.7842 | 0.8688 | 0.9512 | 1.7162 | 0.46 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 111 | 51 | 60 | 111 | 51 | 60 |
Losing Trades | 133 | 71 | 62 | 133 | 71 | 62 |
Profitability (%) | 45.4918 | 41.8033 | 49.1803 | 45.4918 | 41.8033 | 49.1803 |
Ratio Avg Win / Avg Loss | 1.5835 | 2.4839 | 0.8978 | 1.1398 | 2.3892 | 0.4754 |
Largest Winning Trade | 386535 | 386535 | 63731 | 346873 | 346873 | 55354 |
Largest Losing Trade | -53569 | -30542 | -53569 | -286260 | -70749 | -286260 |
Avg Bars in Trades | 14 | 15 | 14 | 14 | 15 | 14 |
Avg Bars in Winners | 18 | 20 | 17 | 18 | 20 | 17 |
Avg Bars in Losers | 11 | 11 | 12 | 11 | 11 | 12 |
Bars Traded | 3646 | 1880 | 1766 | 3646 | 1880 | 1766 |
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 | 310926 | 290953 | -581049 | -579310 | -77428 | -581049 |
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{ "first_band": { "type": "wma", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 26, "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": [ [ 347864.2536833467, 419600.6098854721, -71736.3562021253, -69571.8795518479, 399553.461793526, -469125.3413453734 ], [ 347.864254, 419.60061, -71.736356, -69.57188, 399.553462, -469.125341 ], [ 0.186873, 0.22541, -0.038537, -0.063896, 0.086449, 0 ], [ 31.333921, 31.333921, 31.333921, 31.333921, 31.333921, 31.333921 ], [ -197355, -117638, -211173, -603211, -213921, -560253 ], [ 1.321549, 1.784211, 0.868802, 0.951235, 1.7162, 0.460033 ], [ 244, 122, 122, 244, 122, 122 ], [ 111, 51, 60, 111, 51, 60 ], [ 133, 71, 62, 133, 71, 62 ], [ 45.491803, 41.803279, 49.180328, 45.491803, 41.803279, 49.180328 ], [ 1.583478, 2.483901, 0.897762, 1.139768, 2.38922, 0.475368 ], [ 386535, 386535, 63731, 346873, 346873, 55354 ], [ -53569, -30542, -53569, -286260, -70749, -286260 ], [ 14, 15, 14, 14, 15, 14 ], [ 18, 20, 17, 18, 20, 17 ], [ 11, 11, 12, 11, 11, 12 ], [ 3646, 1880, 1766, 3646, 1880, 1766 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 310926, 290953, -581049, -579310, -77428, -581049 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3723, "evaluation_days": 1861.5, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1601251200000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759897851453, "expiration_time": 1764706608000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 26, "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) |
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