Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1538526.2594 | 1482601.3899 | 55924.8695 | 616442.0479 | -225169.9397 | 841611.9876 |
Total P&L (%) | 1538.5263 | 1482.6014 | 55.9249 | 616.442 | -225.1699 | 841.612 |
Avg Daily Profit (%) | 0.8248 | 0.7949 | 0.03 | 0.1056 | 0 | 0.1203 |
Buy And Hold Return (%) | 27.5282 | 27.5282 | 27.5282 | 27.5282 | 27.5282 | 27.5282 |
Max Trade Drawdown | -149033 | -117264 | -57716 | -3198110 | -2893704 | -1103019 |
Profit Factor | 3.6942 | 5.3692 | 1.2413 | 1.0567 | 0.9673 | 1.2102 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Losing Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Profitability (%) | 45.2174 | 46.5517 | 43.8596 | 45.2174 | 46.5517 | 43.8596 |
Ratio Avg Win / Avg Loss | 4.4756 | 6.1647 | 1.5889 | 1.2802 | 1.1106 | 1.549 |
Largest Winning Trade | 1446611 | 1446611 | 68717 | 1479034 | 1479034 | 1000084 |
Largest Losing Trade | -30970 | -30970 | -27682 | -848411 | -848411 | -384573 |
Avg Bars in Trades | 62 | 59 | 65 | 62 | 59 | 65 |
Avg Bars in Winners | 84 | 81 | 87 | 84 | 81 | 87 |
Avg Bars in Losers | 45 | 41 | 48 | 45 | 41 | 48 |
Bars Traded | 7228 | 3476 | 3751 | 7228 | 3476 | 3751 |
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 | 664932 | -160208 | -341114 | -211319 | -760507 | -213796 |
{ "trading_pair": "EGLD_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7461, "evaluation_days": 1865.25, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1603022400000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760240584249, "expiration_time": 1765061928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 96, "offset": 0, "multiplier": 2.77395 } } }
{ "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": [ [ 1538526.2594207078, 1482601.3899387568, 55924.8694819509, 616442.0479351373, -225169.9396967946, 841611.9876319333 ], [ 1538.526259, 1482.60139, 55.924869, 616.442048, -225.16994, 841.611988 ], [ 0.824836, 0.794854, 0.029983, 0.105625, 0, 0.120293 ], [ 27.528237, 27.528237, 27.528237, 27.528237, 27.528237, 27.528237 ], [ -149033, -117264, -57716, -3198110, -2893704, -1103019 ], [ 3.694162, 5.369249, 1.241333, 1.056653, 0.967257, 1.210192 ], [ 115, 58, 57, 115, 58, 57 ], [ 52, 27, 25, 52, 27, 25 ], [ 63, 31, 32, 63, 31, 32 ], [ 45.217391, 46.551724, 43.859649, 45.217391, 46.551724, 43.859649 ], [ 4.47562, 6.164693, 1.588907, 1.280176, 1.110554, 1.549045 ], [ 1446611, 1446611, 68717, 1479034, 1479034, 1000084 ], [ -30970, -30970, -27682, -848411, -848411, -384573 ], [ 62, 59, 65, 62, 59, 65 ], [ 84, 81, 87, 84, 81, 87 ], [ 45, 41, 48, 45, 41, 48 ], [ 7228, 3476, 3751, 7228, 3476, 3751 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 664932, -160208, -341114, -211319, -760507, -213796 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7461, "evaluation_days": 1865.25, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1603022400000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760240584249, "expiration_time": 1765061928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 96, "offset": 0, "multiplier": 2.77395 } } }
# | 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) |
---|