Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 659236.6593 | 500608.7956 | 158627.8638 | 4413346.1024 | 1494829.6251 | 2918516.4773 |
Total P&L (%) | 659.2367 | 500.6088 | 158.6279 | 4413.3461 | 1494.8296 | 2918.5165 |
Avg Daily Profit (%) | 0.3546 | 0.2693 | 0.0853 | 0.2051 | 0.1491 | 0.1835 |
Buy And Hold Return (%) | 101.5423 | 101.5423 | 101.5423 | 101.5423 | 101.5423 | 101.5423 |
Max Trade Drawdown | -85400 | -114808 | -74039 | -1355247 | -1392044 | -1030628 |
Profit Factor | 2.0896 | 2.495 | 1.5872 | 1.6163 | 1.3606 | 1.9679 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 60 | 60.3175 | 59.6774 | 60 | 60.3175 | 59.6774 |
Ratio Avg Win / Avg Loss | 1.3931 | 1.6414 | 1.0724 | 1.0775 | 0.8951 | 1.3297 |
Largest Winning Trade | 85162 | 85162 | 63682 | 1361995 | 503212 | 1361995 |
Largest Losing Trade | -52987 | -30222 | -52987 | -623575 | -475039 | -623575 |
Avg Bars in Trades | 28 | 22 | 34 | 28 | 22 | 34 |
Avg Bars in Winners | 27 | 16 | 39 | 27 | 16 | 39 |
Avg Bars in Losers | 28 | 30 | 26 | 28 | 30 | 26 |
Bars Traded | 3525 | 1411 | 2114 | 3525 | 1411 | 2114 |
Profit Streak | 61.9012 | 61.9012 | 324.4012 | 61.9012 | 61.9012 | 324.4012 |
Trades During Streak | 4 | 2 | 5 | 4 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 548472 | -132100 | -238541 | 481782 | -138917 | -141016 |
{ "trading_pair": "EGLD_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3718, "evaluation_days": 1859, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1603152000000, "last_datapoint_time": 1759665600000, "evaluation_time": 1759700259328, "expiration_time": 1764484128000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 40, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 87, "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": [ [ 659236.6593409429, 500608.7955892234, 158627.8637517199, 4413346.10238927, 1494829.6250549657, 2918516.477334304 ], [ 659.236659, 500.608796, 158.627864, 4413.346102, 1494.829625, 2918.516477 ], [ 0.354619, 0.269289, 0.08533, 0.205139, 0.149081, 0.183458 ], [ 101.54234, 101.54234, 101.54234, 101.54234, 101.54234, 101.54234 ], [ -85400, -114808, -74039, -1355247, -1392044, -1030628 ], [ 2.089612, 2.494972, 1.587168, 1.616314, 1.360588, 1.967889 ], [ 125, 63, 62, 125, 63, 62 ], [ 75, 38, 37, 75, 38, 37 ], [ 50, 25, 25, 50, 25, 25 ], [ 60, 60.31746, 59.677419, 60, 60.31746, 59.677419 ], [ 1.393075, 1.641429, 1.072411, 1.077543, 0.895124, 1.329655 ], [ 85162, 85162, 63682, 1361995, 503212, 1361995 ], [ -52987, -30222, -52987, -623575, -475039, -623575 ], [ 28, 22, 34, 28, 22, 34 ], [ 27, 16, 39, 27, 16, 39 ], [ 28, 30, 26, 28, 30, 26 ], [ 3525, 1411, 2114, 3525, 1411, 2114 ], [ 61.90115, 61.90115, 324.40115, 61.90115, 61.90115, 324.40115 ], [ 4, 2, 5, 4, 2, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 548472, -132100, -238541, 481782, -138917, -141016 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3718, "evaluation_days": 1859, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1603152000000, "last_datapoint_time": 1759665600000, "evaluation_time": 1759700259328, "expiration_time": 1764484128000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 40, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 87, "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) |
---|