| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 392661.7951 | 272444.2927 | 120217.5024 | 305569.9034 | -64442.2552 | 370012.1585 |
| Total P&L (%) | 392.6618 | 272.4443 | 120.2175 | 305.5699 | -64.4423 | 370.0122 |
| Avg Daily Profit (%) | 0.2048 | 0.1421 | 0.0627 | 0.073 | -0.0539 | 0.0807 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -97438 | -71605 | -137053 | -726815 | -610906 | -331623 |
| Profit Factor | 1.5634 | 1.7457 | 1.3625 | 1.1103 | 0.9613 | 1.3346 |
| Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
| Winning Trades | 78 | 33 | 45 | 78 | 33 | 45 |
| Losing Trades | 81 | 46 | 35 | 81 | 46 | 35 |
| Profitability (%) | 49.0566 | 41.7722 | 56.25 | 49.0566 | 41.7722 | 56.25 |
| Ratio Avg Win / Avg Loss | 1.6235 | 2.4335 | 1.0597 | 1.153 | 1.34 | 1.038 |
| Largest Winning Trade | 134084 | 134084 | 54444 | 458475 | 458475 | 164760 |
| Largest Losing Trade | -39184 | -22947 | -39184 | -216633 | -216633 | -150740 |
| Avg Bars in Trades | 45 | 56 | 34 | 45 | 56 | 34 |
| Avg Bars in Winners | 52 | 66 | 41 | 52 | 66 | 41 |
| Avg Bars in Losers | 39 | 49 | 26 | 39 | 49 | 26 |
| Bars Traded | 7283 | 4489 | 2794 | 7283 | 4489 | 2794 |
| Profit Streak | 0 | 31.4393 | 0 | 0 | 31.4393 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 393574 | -29670 | -127395 | -194141 | -608728 | -103504 |
{
"trading_pair": "COMP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7670,
"evaluation_days": 1917.5,
"actual_first_datapoint_time": 1593064800000,
"first_datapoint_time": 1597644000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758882759043,
"expiration_time": 1763685360000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 213,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 48,
"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": [
[
392661.7950963181,
272444.2926607686,
120217.5024355496,
305569.9033545327,
-64442.2551666049,
370012.1585211378
],
[
392.661795,
272.444293,
120.217502,
305.569903,
-64.442255,
370.012159
],
[
0.204778,
0.142083,
0.062695,
0.073045,
-0.05391,
0.080741
],
[
10,
10,
10,
10,
10,
10
],
[
-97438,
-71605,
-137053,
-726815,
-610906,
-331623
],
[
1.563384,
1.745739,
1.3625,
1.110302,
0.961285,
1.334616
],
[
159,
79,
80,
159,
79,
80
],
[
78,
33,
45,
78,
33,
45
],
[
81,
46,
35,
81,
46,
35
],
[
49.056604,
41.772152,
56.25,
49.056604,
41.772152,
56.25
],
[
1.623515,
2.433454,
1.059722,
1.153005,
1.339973,
1.038035
],
[
134084,
134084,
54444,
458475,
458475,
164760
],
[
-39184,
-22947,
-39184,
-216633,
-216633,
-150740
],
[
45,
56,
34,
45,
56,
34
],
[
52,
66,
41,
52,
66,
41
],
[
39,
49,
26,
39,
49,
26
],
[
7283,
4489,
2794,
7283,
4489,
2794
],
[
0,
31.439341,
0,
0,
31.439341,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
393574,
-29670,
-127395,
-194141,
-608728,
-103504
]
]
}
{
"trading_pair": "COMP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7670,
"evaluation_days": 1917.5,
"actual_first_datapoint_time": 1593064800000,
"first_datapoint_time": 1597644000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758882759043,
"expiration_time": 1763685360000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 213,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 48,
"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) |
|---|