Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1469331.1732 | 1424664.6858 | 44666.4874 | 469085.1393 | 209850.6468 | 259234.4926 |
Total P&L (%) | 1469.3312 | 1424.6647 | 44.6665 | 469.0851 | 209.8506 | 259.2345 |
Avg Daily Profit (%) | 0.7924 | 0.7683 | 0.0241 | 0.0938 | 0.061 | 0.069 |
Buy And Hold Return (%) | 28.0415 | 28.0415 | 28.0415 | 28.0415 | 28.0415 | 28.0415 |
Max Trade Drawdown | -141034 | -101604 | -51126 | -2139565 | -1734093 | -971656 |
Profit Factor | 3.306 | 5.6376 | 1.1354 | 1.0596 | 1.0554 | 1.0634 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 56 | 22 | 34 | 56 | 22 | 34 |
Losing Trades | 83 | 48 | 35 | 83 | 48 | 35 |
Profitability (%) | 40.2878 | 31.4286 | 49.2754 | 40.2878 | 31.4286 | 49.2754 |
Ratio Avg Win / Avg Loss | 4.9 | 12.3002 | 1.1688 | 1.5704 | 2.3027 | 1.0947 |
Largest Winning Trade | 1370670 | 1370670 | 66559 | 1215702 | 1215702 | 1027115 |
Largest Losing Trade | -29834 | -20268 | -29834 | -485893 | -314942 | -485893 |
Avg Bars in Trades | 38 | 29 | 48 | 38 | 29 | 48 |
Avg Bars in Winners | 61 | 54 | 65 | 61 | 54 | 65 |
Avg Bars in Losers | 23 | 17 | 31 | 23 | 17 | 31 |
Bars Traded | 5372 | 2044 | 3328 | 5372 | 2044 | 3328 |
Profit Streak | 37.0396 | 42.3729 | 37.0396 | 37.0396 | 42.3729 | 37.0396 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 631743 | -78821 | -343166 | -223500 | -369928 | -352856 |
{ "trading_pair": "EGLD_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5563, "evaluation_days": 1854.33, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1601222400000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759280218188, "expiration_time": 1764083232000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 75, "offset": 0, "scalar": 4 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 1469331.1732135387, 1424664.6858153827, 44666.4873981561, 469085.1393374673, 209850.6467509787, 259234.4925864881 ], [ 1469.331173, 1424.664686, 44.666487, 469.085139, 209.850647, 259.234493 ], [ 0.792378, 0.768291, 0.024088, 0.093817, 0.061007, 0.068987 ], [ 28.041484, 28.041484, 28.041484, 28.041484, 28.041484, 28.041484 ], [ -141034, -101604, -51126, -2139565, -1734093, -971656 ], [ 3.306036, 5.637595, 1.135366, 1.059551, 1.055392, 1.063404 ], [ 139, 70, 69, 139, 70, 69 ], [ 56, 22, 34, 56, 22, 34 ], [ 83, 48, 35, 83, 48, 35 ], [ 40.28777, 31.428571, 49.275362, 40.28777, 31.428571, 49.275362 ], [ 4.900018, 12.300206, 1.168759, 1.570406, 2.302674, 1.094681 ], [ 1370670, 1370670, 66559, 1215702, 1215702, 1027115 ], [ -29834, -20268, -29834, -485893, -314942, -485893 ], [ 38, 29, 48, 38, 29, 48 ], [ 61, 54, 65, 61, 54, 65 ], [ 23, 17, 31, 23, 17, 31 ], [ 5372, 2044, 3328, 5372, 2044, 3328 ], [ 37.039562, 42.372896, 37.039562, 37.039562, 42.372896, 37.039562 ], [ 5, 3, 2, 5, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 631743, -78821, -343166, -223500, -369928, -352856 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5563, "evaluation_days": 1854.33, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1601222400000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759280218188, "expiration_time": 1764083232000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 75, "offset": 0, "scalar": 4 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|