Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1473656.9721 | 1622687.8423 | -149030.8703 | -92177.2547 | 248632.1753 | -340809.43 |
Total P&L (%) | 1473.657 | 1622.6878 | -149.0309 | -92.1773 | 248.6322 | -340.8094 |
Avg Daily Profit (%) | 0.7928 | 0.873 | -0.0802 | -0.137 | 0.0672 | 0 |
Buy And Hold Return (%) | 34.9405 | 34.9405 | 34.9405 | 34.9405 | 34.9405 | 34.9405 |
Max Trade Drawdown | -438621 | -306062 | -165441 | -2242382 | -1655209 | -589037 |
Profit Factor | 1.9859 | 2.7232 | 0.7305 | 0.9852 | 1.0593 | 0.8323 |
Total Trades | 571 | 285 | 286 | 571 | 285 | 286 |
Winning Trades | 231 | 104 | 127 | 231 | 104 | 127 |
Losing Trades | 340 | 181 | 159 | 340 | 181 | 159 |
Profitability (%) | 40.4553 | 36.4912 | 44.4056 | 40.4553 | 36.4912 | 44.4056 |
Ratio Avg Win / Avg Loss | 2.9229 | 4.7394 | 0.9146 | 1.4501 | 1.8435 | 1.042 |
Largest Winning Trade | 1809121 | 1809121 | 25272 | 1335262 | 1335262 | 202847 |
Largest Losing Trade | -30862 | -30862 | -24091 | -507830 | -507830 | -128708 |
Avg Bars in Trades | 38 | 60 | 17 | 38 | 60 | 17 |
Avg Bars in Winners | 54 | 99 | 17 | 54 | 99 | 17 |
Avg Bars in Losers | 27 | 37 | 16 | 27 | 37 | 16 |
Bars Traded | 22023 | 17159 | 4864 | 22023 | 17159 | 4864 |
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 | 581369 | 507847 | -581735 | -579839 | -261743 | -580068 |
{ "trading_pair": "EGLD_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22305, "evaluation_days": 1858.75, "actual_first_datapoint_time": 1599098400000, "first_datapoint_time": 1600668000000, "last_datapoint_time": 1759730400000, "evaluation_time": 1759732650966, "expiration_time": 1765511856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 219, "offset": 0, "scalar": 4 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 1473656.972083897, 1622687.8423406805, -149030.8702567853, -92177.2547407195, 248632.1753010154, -340809.4300417343 ], [ 1473.656972, 1622.687842, -149.03087, -92.177255, 248.632175, -340.80943 ], [ 0.792822, 0.873, -0.080178, -0.136995, 0.06721, 0 ], [ 34.940453, 34.940453, 34.940453, 34.940453, 34.940453, 34.940453 ], [ -438621, -306062, -165441, -2242382, -1655209, -589037 ], [ 1.985876, 2.723167, 0.730544, 0.985199, 1.059258, 0.832287 ], [ 571, 285, 286, 571, 285, 286 ], [ 231, 104, 127, 231, 104, 127 ], [ 340, 181, 159, 340, 181, 159 ], [ 40.455342, 36.491228, 44.405594, 40.455342, 36.491228, 44.405594 ], [ 2.922934, 4.739357, 0.914618, 1.450077, 1.843516, 1.041998 ], [ 1809121, 1809121, 25272, 1335262, 1335262, 202847 ], [ -30862, -30862, -24091, -507830, -507830, -128708 ], [ 38, 60, 17, 38, 60, 17 ], [ 54, 99, 17, 54, 99, 17 ], [ 27, 37, 16, 27, 37, 16 ], [ 22023, 17159, 4864, 22023, 17159, 4864 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 581369, 507847, -581735, -579839, -261743, -580068 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22305, "evaluation_days": 1858.75, "actual_first_datapoint_time": 1599098400000, "first_datapoint_time": 1600668000000, "last_datapoint_time": 1759730400000, "evaluation_time": 1759732650966, "expiration_time": 1765511856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 219, "offset": 0, "scalar": 4 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|