Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1408662.9473 | 1310457.9505 | 98204.9969 | 1624965.9382 | -364682.2636 | 1989648.2019 |
Total P&L (%) | 1408.6629 | 1310.458 | 98.205 | 1624.9659 | -364.6823 | 1989.6482 |
Avg Daily Profit (%) | 0.7577 | 0.7049 | 0.0528 | 0.1533 | 0 | 0.1636 |
Buy And Hold Return (%) | 16.3864 | 16.3864 | 16.3864 | 16.3864 | 16.3864 | 16.3864 |
Max Trade Drawdown | -101761 | -79961 | -78380 | -2755621 | -2002947 | -1134443 |
Profit Factor | 3.9446 | 6.4059 | 1.4162 | 1.187 | 0.9221 | 1.4967 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 34 | 12 | 22 | 34 | 12 | 22 |
Losing Trades | 60 | 35 | 25 | 60 | 35 | 25 |
Profitability (%) | 36.1702 | 25.5319 | 46.8085 | 36.1702 | 25.5319 | 46.8085 |
Ratio Avg Win / Avg Loss | 6.9611 | 18.6838 | 1.6093 | 2.0947 | 2.6895 | 1.7008 |
Largest Winning Trade | 1129703 | 1129703 | 64977 | 1593029 | 1593029 | 1488998 |
Largest Losing Trade | -34063 | -21533 | -34063 | -1114107 | -949668 | -1114107 |
Avg Bars in Trades | 230 | 194 | 267 | 230 | 194 | 267 |
Avg Bars in Winners | 456 | 458 | 455 | 456 | 458 | 455 |
Avg Bars in Losers | 102 | 103 | 101 | 102 | 103 | 101 |
Bars Traded | 21675 | 9120 | 12555 | 21675 | 9120 | 12555 |
Profit Streak | 18.4822 | 0 | 22.6489 | 18.4822 | 0 | 22.6489 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 549369 | -6785 | -121751 | -10623 | -605667 | 342405 |
{ "trading_pair": "EGLD_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22309, "evaluation_days": 1859.08, "actual_first_datapoint_time": 1599098400000, "first_datapoint_time": 1600329600000, "last_datapoint_time": 1759759200000, "evaluation_time": 1759764861578, "expiration_time": 1765541692800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 50, "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": [ [ 1408662.9473438675, 1310457.950488288, 98204.996855579, 1624965.9382481172, -364682.2636078225, 1989648.2018559412 ], [ 1408.662947, 1310.45795, 98.204997, 1624.965938, -364.682264, 1989.648202 ], [ 0.75772, 0.704896, 0.052825, 0.1533, 0, 0.163633 ], [ 16.386416, 16.386416, 16.386416, 16.386416, 16.386416, 16.386416 ], [ -101761, -79961, -78380, -2755621, -2002947, -1134443 ], [ 3.944621, 6.405884, 1.416172, 1.187018, 0.922125, 1.496677 ], [ 94, 47, 47, 94, 47, 47 ], [ 34, 12, 22, 34, 12, 22 ], [ 60, 35, 25, 60, 35, 25 ], [ 36.170213, 25.531915, 46.808511, 36.170213, 25.531915, 46.808511 ], [ 6.961095, 18.683827, 1.609287, 2.094737, 2.689531, 1.700769 ], [ 1129703, 1129703, 64977, 1593029, 1593029, 1488998 ], [ -34063, -21533, -34063, -1114107, -949668, -1114107 ], [ 230, 194, 267, 230, 194, 267 ], [ 456, 458, 455, 456, 458, 455 ], [ 102, 103, 101, 102, 103, 101 ], [ 21675, 9120, 12555, 21675, 9120, 12555 ], [ 18.482194, 0, 22.648861, 18.482194, 0, 22.648861 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 549369, -6785, -121751, -10623, -605667, 342405 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22309, "evaluation_days": 1859.08, "actual_first_datapoint_time": 1599098400000, "first_datapoint_time": 1600329600000, "last_datapoint_time": 1759759200000, "evaluation_time": 1759764861578, "expiration_time": 1765541692800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 50, "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) |
---|