Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1903739.313 | 1712594.6715 | 191144.6416 | 9249740.4555 | 74396.9658 | 9175343.4897 |
Total P&L (%) | 1903.7393 | 1712.5947 | 191.1446 | 9249.7405 | 74.397 | 9175.3435 |
Avg Daily Profit (%) | 1.0227 | 0.92 | 0.1027 | 0.2441 | 0.0299 | 0.2436 |
Buy And Hold Return (%) | 69.3849 | 69.3849 | 69.3849 | 69.3849 | 69.3849 | 69.3849 |
Max Trade Drawdown | -81375 | -69602 | -40935 | -5427999 | -3922505 | -2428736 |
Profit Factor | 5.4566 | 7.7485 | 2.1023 | 1.466 | 1.0061 | 2.2076 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 40 | 16 | 24 | 40 | 16 | 24 |
Losing Trades | 83 | 46 | 37 | 83 | 46 | 37 |
Profitability (%) | 32.5203 | 25.8065 | 39.3443 | 32.5203 | 25.8065 | 39.3443 |
Ratio Avg Win / Avg Loss | 11.3223 | 22.2769 | 3.2411 | 3.042 | 2.8925 | 3.4034 |
Largest Winning Trade | 1537225 | 1537225 | 63693 | 3256844 | 3256844 | 2611640 |
Largest Losing Trade | -13744 | -13744 | -12450 | -1115531 | -943152 | -1115531 |
Avg Bars in Trades | 29 | 24 | 34 | 29 | 24 | 34 |
Avg Bars in Winners | 73 | 73 | 72 | 73 | 73 | 72 |
Avg Bars in Losers | 8 | 7 | 9 | 8 | 7 | 9 |
Bars Traded | 3619 | 1523 | 2096 | 3619 | 1523 | 2096 |
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 | 550636 | -158642 | -221328 | 159491 | -689444 | -153490 |
{ "trading_pair": "EGLD_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3723, "evaluation_days": 1861.5, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1602374400000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759924907750, "expiration_time": 1764706608000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 77, "offset": 0, "std": 2.79069 } }, "second_band": { "type": "ohlc4", "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": [ [ 1903739.313043497, 1712594.6714641121, 191144.6415793854, 9249740.45548222, 74396.9658002707, 9175343.489681948 ], [ 1903.739313, 1712.594671, 191.144642, 9249.740455, 74.396966, 9175.34349 ], [ 1.022691, 0.920008, 0.102683, 0.244076, 0.029882, 0.243646 ], [ 69.384872, 69.384872, 69.384872, 69.384872, 69.384872, 69.384872 ], [ -81375, -69602, -40935, -5427999, -3922505, -2428736 ], [ 5.456551, 7.748479, 2.102315, 1.466003, 1.006073, 2.2076 ], [ 123, 62, 61, 123, 62, 61 ], [ 40, 16, 24, 40, 16, 24 ], [ 83, 46, 37, 83, 46, 37 ], [ 32.520325, 25.806452, 39.344262, 32.520325, 25.806452, 39.344262 ], [ 11.322343, 22.276879, 3.24107, 3.041955, 2.892459, 3.403383 ], [ 1537225, 1537225, 63693, 3256844, 3256844, 2611640 ], [ -13744, -13744, -12450, -1115531, -943152, -1115531 ], [ 29, 24, 34, 29, 24, 34 ], [ 73, 73, 72, 73, 73, 72 ], [ 8, 7, 9, 8, 7, 9 ], [ 3619, 1523, 2096, 3619, 1523, 2096 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 550636, -158642, -221328, 159491, -689444, -153490 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3723, "evaluation_days": 1861.5, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1602374400000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759924907750, "expiration_time": 1764706608000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 77, "offset": 0, "std": 2.79069 } }, "second_band": { "type": "ohlc4", "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) |
---|