Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1376206.4399 | 1279209.7224 | 96996.7176 | 1334142.5157 | 223967.7589 | 1110174.7569 |
Total P&L (%) | 1376.2064 | 1279.2097 | 96.9967 | 1334.1425 | 223.9678 | 1110.1748 |
Avg Daily Profit (%) | 0.742 | 0.6897 | 0.0523 | 0.1437 | 0.0634 | 0.1345 |
Buy And Hold Return (%) | 46.9303 | 46.9303 | 46.9303 | 46.9303 | 46.9303 | 46.9303 |
Max Trade Drawdown | -152122 | -128329 | -61642 | -1701049 | -1491147 | -598430 |
Profit Factor | 3.5752 | 5.2632 | 1.4139 | 1.2379 | 1.0687 | 1.4726 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Losing Trades | 50 | 29 | 21 | 50 | 29 | 21 |
Profitability (%) | 42.5287 | 34.0909 | 51.1628 | 42.5287 | 34.0909 | 51.1628 |
Ratio Avg Win / Avg Loss | 4.8314 | 10.1755 | 1.3496 | 1.6728 | 2.0662 | 1.4057 |
Largest Winning Trade | 1174989 | 1174989 | 61490 | 796143 | 751023 | 796143 |
Largest Losing Trade | -35198 | -21931 | -35198 | -458555 | -458555 | -292813 |
Avg Bars in Trades | 61 | 54 | 68 | 61 | 54 | 68 |
Avg Bars in Winners | 97 | 95 | 99 | 97 | 95 | 99 |
Avg Bars in Losers | 35 | 34 | 36 | 35 | 34 | 36 |
Bars Traded | 5379 | 2415 | 2964 | 5379 | 2415 | 2964 |
Profit Streak | 0 | 0 | 83.2898 | 0 | 0 | 83.2898 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 602906 | 506986 | -127574 | -2654 | -259784 | -10718 |
{ "trading_pair": "EGLD_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5564, "evaluation_days": 1854.67, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1600934400000, "last_datapoint_time": 1759305600000, "evaluation_time": 1759330634861, "expiration_time": 1764112896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 24, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 59, "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": [ [ 1376206.4399387687, 1279209.722362234, 96996.7175765343, 1334142.5157265184, 223967.758853644, 1110174.7568728742 ], [ 1376.20644, 1279.209722, 96.996718, 1334.142516, 223.967759, 1110.174757 ], [ 0.742022, 0.689724, 0.052299, 0.143695, 0.063399, 0.134527 ], [ 46.930304, 46.930304, 46.930304, 46.930304, 46.930304, 46.930304 ], [ -152122, -128329, -61642, -1701049, -1491147, -598430 ], [ 3.575237, 5.263193, 1.413913, 1.237855, 1.0687, 1.472622 ], [ 87, 44, 43, 87, 44, 43 ], [ 37, 15, 22, 37, 15, 22 ], [ 50, 29, 21, 50, 29, 21 ], [ 42.528736, 34.090909, 51.162791, 42.528736, 34.090909, 51.162791 ], [ 4.831402, 10.175506, 1.349644, 1.672777, 2.066153, 1.405685 ], [ 1174989, 1174989, 61490, 796143, 751023, 796143 ], [ -35198, -21931, -35198, -458555, -458555, -292813 ], [ 61, 54, 68, 61, 54, 68 ], [ 97, 95, 99, 97, 95, 99 ], [ 35, 34, 36, 35, 34, 36 ], [ 5379, 2415, 2964, 5379, 2415, 2964 ], [ 0, 0, 83.289755, 0, 0, 83.289755 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 602906, 506986, -127574, -2654, -259784, -10718 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5564, "evaluation_days": 1854.67, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1600934400000, "last_datapoint_time": 1759305600000, "evaluation_time": 1759330634861, "expiration_time": 1764112896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 24, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 59, "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) |
---|