Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1283154.0452 | 1148440.1985 | 134713.8467 | 2186794.4368 | -234943.0069 | 2421737.4437 |
Total P&L (%) | 1283.154 | 1148.4402 | 134.7138 | 2186.7944 | -234.943 | 2421.7374 |
Avg Daily Profit (%) | 0.6904 | 0.6179 | 0.0725 | 0.1685 | 0 | 0.1738 |
Buy And Hold Return (%) | 73.5463 | 73.5463 | 73.5463 | 73.5463 | 73.5463 | 73.5463 |
Max Trade Drawdown | -135978 | -100626 | -61078 | -9458694 | -7222555 | -5513743 |
Profit Factor | 3.5592 | 5.6702 | 1.5273 | 1.0627 | 0.9864 | 1.1376 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 44.1176 | 38.2353 | 50 | 44.1176 | 38.2353 | 50 |
Ratio Avg Win / Avg Loss | 4.5083 | 9.1596 | 1.5273 | 1.3461 | 1.5934 | 1.1376 |
Largest Winning Trade | 1033238 | 1033238 | 59220 | 4892676 | 4892676 | 2737487 |
Largest Losing Trade | -32680 | -32680 | -32458 | -3622678 | -3622678 | -2775461 |
Avg Bars in Trades | 50 | 49 | 52 | 50 | 49 | 52 |
Avg Bars in Winners | 74 | 81 | 68 | 74 | 81 | 68 |
Avg Bars in Losers | 32 | 29 | 37 | 32 | 29 | 37 |
Bars Traded | 3467 | 1672 | 1795 | 3467 | 1672 | 1795 |
Profit Streak | 53.2576 | 0 | 76.7576 | 53.2576 | 0 | 76.7576 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -96534 | 550941 | -101045 | -259310 | -582592 | -60762 |
{ "trading_pair": "EGLD_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3717, "evaluation_days": 1858.5, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1605571200000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759644660589, "expiration_time": 1764439632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 217, "offset": 0, "multiplier": 3.13818 } } }
{ "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": [ [ 1283154.0452203604, 1148440.1985123095, 134713.8467080503, 2186794.436847966, -234943.0068657373, 2421737.4437137037 ], [ 1283.154045, 1148.440199, 134.713847, 2186.794437, -234.943007, 2421.737444 ], [ 0.690425, 0.617939, 0.072485, 0.168543, 0, 0.173814 ], [ 73.546326, 73.546326, 73.546326, 73.546326, 73.546326, 73.546326 ], [ -135978, -100626, -61078, -9458694, -7222555, -5513743 ], [ 3.559223, 5.670222, 1.527303, 1.062682, 0.986414, 1.137646 ], [ 68, 34, 34, 68, 34, 34 ], [ 30, 13, 17, 30, 13, 17 ], [ 38, 21, 17, 38, 21, 17 ], [ 44.117647, 38.235294, 50, 44.117647, 38.235294, 50 ], [ 4.508349, 9.159589, 1.527303, 1.346064, 1.593438, 1.137646 ], [ 1033238, 1033238, 59220, 4892676, 4892676, 2737487 ], [ -32680, -32680, -32458, -3622678, -3622678, -2775461 ], [ 50, 49, 52, 50, 49, 52 ], [ 74, 81, 68, 74, 81, 68 ], [ 32, 29, 37, 32, 29, 37 ], [ 3467, 1672, 1795, 3467, 1672, 1795 ], [ 53.257646, 0, 76.757646, 53.257646, 0, 76.757646 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -96534, 550941, -101045, -259310, -582592, -60762 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3717, "evaluation_days": 1858.5, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1605571200000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759644660589, "expiration_time": 1764439632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 217, "offset": 0, "multiplier": 3.13818 } } }
# | 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) |
---|