Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1437134.9495 | 1252772.7243 | 184362.2251 | 9253796.0459 | 2359323.8375 | 6894472.2084 |
Total P&L (%) | 1437.1349 | 1252.7727 | 184.3622 | 9253.796 | 2359.3238 | 6894.4722 |
Avg Daily Profit (%) | 0.7749 | 0.6755 | 0.0994 | 0.245 | 0.1728 | 0.2293 |
Buy And Hold Return (%) | 66.8115 | 66.8115 | 66.8115 | 66.8115 | 66.8115 | 66.8115 |
Max Trade Drawdown | -50218 | -45769 | -51217 | -4557748 | -4145270 | -2623049 |
Profit Factor | 6.4497 | 10.7352 | 2.3654 | 1.5949 | 1.292 | 1.9223 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 45.7627 | 40 | 51.7241 | 45.7627 | 40 | 51.7241 |
Ratio Avg Win / Avg Loss | 7.6441 | 16.1029 | 2.2077 | 1.8903 | 1.938 | 1.7942 |
Largest Winning Trade | 1095696 | 1095696 | 61922 | 4455224 | 4455224 | 3823520 |
Largest Losing Trade | -25498 | -16749 | -25498 | -2623049 | -1432508 | -2623049 |
Avg Bars in Trades | 175 | 120 | 232 | 175 | 120 | 232 |
Avg Bars in Winners | 292 | 200 | 366 | 292 | 200 | 366 |
Avg Bars in Losers | 76 | 66 | 89 | 76 | 66 | 89 |
Bars Traded | 10350 | 3608 | 6742 | 10350 | 3608 | 6742 |
Profit Streak | 0 | 0 | 51.2532 | 0 | 0 | 51.2532 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -159668 | 600965 | -58354 | -169728 | 180549 | 456149 |
{ "trading_pair": "EGLD_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11128, "evaluation_days": 1854.67, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1602230400000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759327472883, "expiration_time": 1764127296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 219, "offset": 0, "scalar": 1 } }, "second_band": { "type": "swma", "factors": { "length": 27, "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": [ [ 1437134.9494811608, 1252772.7243452293, 184362.225135932, 9253796.045892118, 2359323.837496206, 6894472.208395909 ], [ 1437.134949, 1252.772724, 184.362225, 9253.796046, 2359.323837, 6894.472208 ], [ 0.774874, 0.675469, 0.099404, 0.244999, 0.17282, 0.22929 ], [ 66.811468, 66.811468, 66.811468, 66.811468, 66.811468, 66.811468 ], [ -50218, -45769, -51217, -4557748, -4145270, -2623049 ], [ 6.449702, 10.735234, 2.365398, 1.594928, 1.292024, 1.922307 ], [ 59, 30, 29, 59, 30, 29 ], [ 27, 12, 15, 27, 12, 15 ], [ 32, 18, 14, 32, 18, 14 ], [ 45.762712, 40, 51.724138, 45.762712, 40, 51.724138 ], [ 7.644092, 16.102851, 2.207705, 1.890285, 1.938035, 1.794153 ], [ 1095696, 1095696, 61922, 4455224, 4455224, 3823520 ], [ -25498, -16749, -25498, -2623049, -1432508, -2623049 ], [ 175, 120, 232, 175, 120, 232 ], [ 292, 200, 366, 292, 200, 366 ], [ 76, 66, 89, 76, 66, 89 ], [ 10350, 3608, 6742, 10350, 3608, 6742 ], [ 0, 0, 51.253158, 0, 0, 51.253158 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -159668, 600965, -58354, -169728, 180549, 456149 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11128, "evaluation_days": 1854.67, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1602230400000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759327472883, "expiration_time": 1764127296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 219, "offset": 0, "scalar": 1 } }, "second_band": { "type": "swma", "factors": { "length": 27, "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) |
---|