Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1851560.9439 | 1749982.2975 | 101578.6464 | 1422741.1948 | -534956.4409 | 1957697.6358 |
Total P&L (%) | 1851.5609 | 1749.9823 | 101.5786 | 1422.7412 | -534.9564 | 1957.6976 |
Avg Daily Profit (%) | 0.9934 | 0.9389 | 0.0545 | 0.1462 | 0 | 0.1624 |
Buy And Hold Return (%) | 63.6572 | 63.6572 | 63.6572 | 63.6572 | 63.6572 | 63.6572 |
Max Trade Drawdown | -143226 | -173386 | -60262 | -4342363 | -5578185 | -1957424 |
Profit Factor | 2.9181 | 4.6573 | 1.2087 | 1.0623 | 0.9546 | 1.1775 |
Total Trades | 520 | 260 | 260 | 520 | 260 | 260 |
Winning Trades | 194 | 80 | 114 | 194 | 80 | 114 |
Losing Trades | 326 | 180 | 146 | 326 | 180 | 146 |
Profitability (%) | 37.3077 | 30.7692 | 43.8462 | 37.3077 | 30.7692 | 43.8462 |
Ratio Avg Win / Avg Loss | 4.9036 | 10.479 | 1.5479 | 1.7852 | 2.1479 | 1.508 |
Largest Winning Trade | 1640251 | 1640251 | 51923 | 2777015 | 2777015 | 1164898 |
Largest Losing Trade | -20823 | -20823 | -19960 | -730417 | -730417 | -630740 |
Avg Bars in Trades | 20 | 21 | 20 | 20 | 21 | 20 |
Avg Bars in Winners | 39 | 51 | 30 | 39 | 51 | 30 |
Avg Bars in Losers | 9 | 8 | 12 | 9 | 8 | 12 |
Bars Traded | 10877 | 5597 | 5280 | 10877 | 5597 | 5280 |
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 | 610736 | 519623 | -130397 | -150228 | -584396 | -17777 |
{ "trading_pair": "EGLD_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11183, "evaluation_days": 1863.83, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1602316800000, "last_datapoint_time": 1760112000000, "evaluation_time": 1760115667842, "expiration_time": 1764943056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 181, "offset": 0, "std": 4.49476 } } }
{ "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": [ [ 1851560.943918455, 1749982.2974919623, 101578.6464264945, 1422741.1948475975, -534956.440909363, 1957697.6357569587 ], [ 1851.560944, 1749.982297, 101.578646, 1422.741195, -534.956441, 1957.697636 ], [ 0.993417, 0.938917, 0.0545, 0.146209, 0, 0.162388 ], [ 63.657172, 63.657172, 63.657172, 63.657172, 63.657172, 63.657172 ], [ -143226, -173386, -60262, -4342363, -5578185, -1957424 ], [ 2.918083, 4.657328, 1.208652, 1.062339, 0.954636, 1.177485 ], [ 520, 260, 260, 520, 260, 260 ], [ 194, 80, 114, 194, 80, 114 ], [ 326, 180, 146, 326, 180, 146 ], [ 37.307692, 30.769231, 43.846154, 37.307692, 30.769231, 43.846154 ], [ 4.903583, 10.478989, 1.547923, 1.785168, 2.14793, 1.508007 ], [ 1640251, 1640251, 51923, 2777015, 2777015, 1164898 ], [ -20823, -20823, -19960, -730417, -730417, -630740 ], [ 20, 21, 20, 20, 21, 20 ], [ 39, 51, 30, 39, 51, 30 ], [ 9, 8, 12, 9, 8, 12 ], [ 10877, 5597, 5280, 10877, 5597, 5280 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 610736, 519623, -130397, -150228, -584396, -17777 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11183, "evaluation_days": 1863.83, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1602316800000, "last_datapoint_time": 1760112000000, "evaluation_time": 1760115667842, "expiration_time": 1764943056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 181, "offset": 0, "std": 4.49476 } } }
# | 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) |
---|