Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1562952.3412 | 1459495.3366 | 103457.0046 | 1350967.7039 | -282112.3684 | 1633080.0723 |
Total P&L (%) | 1562.9523 | 1459.4953 | 103.457 | 1350.9677 | -282.1124 | 1633.0801 |
Avg Daily Profit (%) | 0.8394 | 0.7838 | 0.0556 | 0.1438 | 0 | 0.1533 |
Buy And Hold Return (%) | 76.71 | 76.71 | 76.71 | 76.71 | 76.71 | 76.71 |
Max Trade Drawdown | -90795 | -74632 | -34883 | -2287697 | -2311030 | -890667 |
Profit Factor | 4.809 | 6.7051 | 1.6696 | 1.1619 | 0.9471 | 1.5428 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 23 | 10 | 13 | 23 | 10 | 13 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 40.3509 | 34.4828 | 46.4286 | 40.3509 | 34.4828 | 46.4286 |
Ratio Avg Win / Avg Loss | 7.109 | 12.7397 | 1.9265 | 1.7176 | 1.7995 | 1.7801 |
Largest Winning Trade | 1381154 | 1381154 | 57759 | 1381154 | 1381154 | 1074605 |
Largest Losing Trade | -53749 | -53749 | -20603 | -736591 | -736591 | -585005 |
Avg Bars in Trades | 61 | 52 | 71 | 61 | 52 | 71 |
Avg Bars in Winners | 90 | 80 | 97 | 90 | 80 | 97 |
Avg Bars in Losers | 42 | 38 | 48 | 42 | 38 | 48 |
Bars Traded | 3523 | 1532 | 1991 | 3523 | 1532 | 1991 |
Profit Streak | 0 | 0 | 75.3953 | 0 | 0 | 75.3953 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -162397 | 556793 | -194747 | -225261 | -584089 | -11569 |
{ "trading_pair": "EGLD_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3724, "evaluation_days": 1862, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1604059200000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759958955464, "expiration_time": 1764751104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 5, "offset": 100 } }, "second_band": { "type": "linreg", "factors": { "length": 116, "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": [ [ 1562952.3412168755, 1459495.3366112912, 103457.0046055841, 1350967.7038819054, -282112.3684025788, 1633080.072284483 ], [ 1562.952341, 1459.495337, 103.457005, 1350.967704, -282.112368, 1633.080072 ], [ 0.839394, 0.783832, 0.055562, 0.143756, 0, 0.153312 ], [ 76.709991, 76.709991, 76.709991, 76.709991, 76.709991, 76.709991 ], [ -90795, -74632, -34883, -2287697, -2311030, -890667 ], [ 4.809048, 6.705122, 1.669606, 1.161929, 0.947112, 1.542771 ], [ 57, 29, 28, 57, 29, 28 ], [ 23, 10, 13, 23, 10, 13 ], [ 34, 19, 15, 34, 19, 15 ], [ 40.350877, 34.482759, 46.428571, 40.350877, 34.482759, 46.428571 ], [ 7.109027, 12.739732, 1.926468, 1.717634, 1.799514, 1.780121 ], [ 1381154, 1381154, 57759, 1381154, 1381154, 1074605 ], [ -53749, -53749, -20603, -736591, -736591, -585005 ], [ 61, 52, 71, 61, 52, 71 ], [ 90, 80, 97, 90, 80, 97 ], [ 42, 38, 48, 42, 38, 48 ], [ 3523, 1532, 1991, 3523, 1532, 1991 ], [ 0, 0, 75.395318, 0, 0, 75.395318 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -162397, 556793, -194747, -225261, -584089, -11569 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3724, "evaluation_days": 1862, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1604059200000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759958955464, "expiration_time": 1764751104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 5, "offset": 100 } }, "second_band": { "type": "linreg", "factors": { "length": 116, "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) |
---|