Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -195098.3605 | 153737.0745 | -348835.435 | 1363278.8331 | -399853.3683 | 1763132.2014 |
Total P&L (%) | -195.0984 | 153.7371 | -348.8354 | 1363.2788 | -399.8534 | 1763.1322 |
Avg Daily Profit (%) | -0.1048 | 0.0826 | -0.1874 | 0.1442 | 0 | 0.1572 |
Buy And Hold Return (%) | 74.9733 | 74.9733 | 74.9733 | 74.9733 | 74.9733 | 74.9733 |
Max Trade Drawdown | -293397 | -82720 | -241044 | -776363 | -758849 | -127337 |
Profit Factor | 0.7769 | 1.5897 | 0.4317 | 1.4938 | 0.7951 | 3.1773 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 31 | 11 | 20 | 31 | 10 | 21 |
Losing Trades | 29 | 19 | 10 | 29 | 20 | 9 |
Profitability (%) | 51.6667 | 36.6667 | 66.6667 | 51.6667 | 33.3333 | 70 |
Ratio Avg Win / Avg Loss | 0.7268 | 2.7459 | 0.2159 | 1.3974 | 1.5901 | 1.3617 |
Largest Winning Trade | 87584 | 87584 | 43355 | 700149 | 400545 | 700149 |
Largest Losing Trade | -334993 | -45370 | -334993 | -349864 | -349864 | -334993 |
Avg Bars in Trades | 60 | 65 | 54 | 60 | 65 | 54 |
Avg Bars in Winners | 46 | 41 | 49 | 48 | 43 | 50 |
Avg Bars in Losers | 74 | 78 | 66 | 72 | 76 | 65 |
Bars Traded | 3608 | 1959 | 1649 | 3608 | 1959 | 1649 |
Profit Streak | 0 | 0 | 59.7803 | 0 | 0 | 59.7803 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -754061 | -91507 | -578104 | -172073 | -584529 | 566594 |
{ "trading_pair": "EGLD_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3723, "evaluation_days": 1861.5, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1602806400000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759905821627, "expiration_time": 1764706608000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 87, "offset": 0, "a": 0.66355 } }, "second_band": { "type": "alma", "factors": { "length": 77, "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": [ [ -195098.3605282072, 153737.074471931, -348835.435000138, 1363278.8330813963, -399853.3683087047, 1763132.2013901016 ], [ -195.098361, 153.737074, -348.835435, 1363.278833, -399.853368, 1763.132201 ], [ -0.104807, 0.082588, -0.187395, 0.144249, 0, 0.157246 ], [ 74.973348, 74.973348, 74.973348, 74.973348, 74.973348, 74.973348 ], [ -293397, -82720, -241044, -776363, -758849, -127337 ], [ 0.776917, 1.589742, 0.431745, 1.493769, 0.795071, 3.177281 ], [ 60, 30, 30, 60, 30, 30 ], [ 31, 11, 20, 31, 10, 21 ], [ 29, 19, 10, 29, 20, 9 ], [ 51.666667, 36.666667, 66.666667, 51.666667, 33.333333, 70 ], [ 0.726794, 2.745917, 0.215872, 1.397397, 1.590141, 1.361692 ], [ 87584, 87584, 43355, 700149, 400545, 700149 ], [ -334993, -45370, -334993, -349864, -349864, -334993 ], [ 60, 65, 54, 60, 65, 54 ], [ 46, 41, 49, 48, 43, 50 ], [ 74, 78, 66, 72, 76, 65 ], [ 3608, 1959, 1649, 3608, 1959, 1649 ], [ 0, 0, 59.780343, 0, 0, 59.780343 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -754061, -91507, -578104, -172073, -584529, 566594 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3723, "evaluation_days": 1861.5, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1602806400000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759905821627, "expiration_time": 1764706608000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 87, "offset": 0, "a": 0.66355 } }, "second_band": { "type": "alma", "factors": { "length": 77, "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) |
---|