Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 669307.2998 | 540897.9996 | 128409.3002 | 1921838.1068 | 956129.8906 | 965708.2162 |
Total P&L (%) | 669.3073 | 540.898 | 128.4093 | 1921.8381 | 956.1299 | 965.7082 |
Avg Daily Profit (%) | 0.3596 | 0.2906 | 0.069 | 0.1617 | 0.1267 | 0.1272 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128938 | -117088 | -91199 | -10746373 | -7105859 | -6546643 |
Profit Factor | 1.6221 | 2.1033 | 1.2192 | 1.0351 | 1.0379 | 1.0327 |
Total Trades | 374 | 187 | 187 | 374 | 187 | 187 |
Winning Trades | 176 | 81 | 95 | 176 | 81 | 95 |
Losing Trades | 198 | 106 | 92 | 198 | 106 | 92 |
Profitability (%) | 47.0588 | 43.3155 | 50.8021 | 47.0588 | 43.3155 | 50.8021 |
Ratio Avg Win / Avg Loss | 1.8248 | 2.7524 | 1.1807 | 1.1645 | 1.3583 | 1.0001 |
Largest Winning Trade | 293600 | 293600 | 40769 | 5231865 | 5231865 | 2144892 |
Largest Losing Trade | -26677 | -18361 | -26677 | -1954829 | -1562832 | -1954829 |
Avg Bars in Trades | 58 | 49 | 67 | 58 | 49 | 67 |
Avg Bars in Winners | 79 | 63 | 93 | 79 | 63 | 93 |
Avg Bars in Losers | 40 | 38 | 41 | 40 | 38 | 41 |
Bars Traded | 21920 | 9282 | 12638 | 21920 | 9282 | 12638 |
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 | 478225 | 382886 | -100704 | -173352 | -204401 | -206758 |
{ "trading_pair": "EGLD_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22336, "evaluation_days": 1861.33, "actual_first_datapoint_time": 1599098400000, "first_datapoint_time": 1600185600000, "last_datapoint_time": 1759953600000, "evaluation_time": 1759962010214, "expiration_time": 1765743091200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 669307.2997841001, 540897.9995970025, 128409.3001870979, 1921838.1068015243, 956129.8906039514, 965708.2161975647 ], [ 669.3073, 540.898, 128.4093, 1921.838107, 956.129891, 965.708216 ], [ 0.359586, 0.290598, 0.068988, 0.16166, 0.126721, 0.127206 ], [ 10, 10, 10, 10, 10, 10 ], [ -128938, -117088, -91199, -10746373, -7105859, -6546643 ], [ 1.622059, 2.103266, 1.219246, 1.035139, 1.037936, 1.032748 ], [ 374, 187, 187, 374, 187, 187 ], [ 176, 81, 95, 176, 81, 95 ], [ 198, 106, 92, 198, 106, 92 ], [ 47.058824, 43.315508, 50.802139, 47.058824, 43.315508, 50.802139 ], [ 1.824816, 2.752422, 1.180744, 1.164531, 1.358287, 1.000135 ], [ 293600, 293600, 40769, 5231865, 5231865, 2144892 ], [ -26677, -18361, -26677, -1954829, -1562832, -1954829 ], [ 58, 49, 67, 58, 49, 67 ], [ 79, 63, 93, 79, 63, 93 ], [ 40, 38, 41, 40, 38, 41 ], [ 21920, 9282, 12638, 21920, 9282, 12638 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 478225, 382886, -100704, -173352, -204401, -206758 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22336, "evaluation_days": 1861.33, "actual_first_datapoint_time": 1599098400000, "first_datapoint_time": 1600185600000, "last_datapoint_time": 1759953600000, "evaluation_time": 1759962010214, "expiration_time": 1765743091200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|