Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2466724.4658 | 2411237.0135 | 55487.4523 | 42190147.3358 | 36981614.3201 | 5208533.0157 |
Total P&L (%) | 2466.7245 | 2411.237 | 55.4875 | 42190.1473 | 36981.6143 | 5208.533 |
Avg Daily Profit (%) | 1.0852 | 1.0608 | 0.0244 | 0.2664 | 0.2606 | 0.1749 |
Buy And Hold Return (%) | 9069.2355 | 9069.2355 | 9069.2355 | 9069.2355 | 9069.2355 | 9069.2355 |
Max Trade Drawdown | -68243 | -81169 | -55819 | -28587477 | -7307682 | -24742821 |
Profit Factor | 8.325 | 15.7387 | 1.3205 | 1.8345 | 2.8039 | 1.1733 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 42.029 | 41.1765 | 42.8571 | 42.029 | 41.1765 | 42.8571 |
Ratio Avg Win / Avg Loss | 11.4828 | 22.4839 | 1.7606 | 2.5304 | 4.0056 | 1.5644 |
Largest Winning Trade | 1662058 | 1662058 | 57475 | 32276542 | 32276542 | 25022116 |
Largest Losing Trade | -25791 | -24818 | -25791 | -11526862 | -6924718 | -11526862 |
Avg Bars in Trades | 61 | 65 | 56 | 61 | 65 | 56 |
Avg Bars in Winners | 107 | 110 | 105 | 107 | 110 | 105 |
Avg Bars in Losers | 27 | 33 | 20 | 27 | 33 | 20 |
Bars Traded | 4213 | 2225 | 1988 | 4213 | 2225 | 1988 |
Profit Streak | 0 | 103.3207 | 0 | 0 | 103.3207 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -253213 | -146347 | -327502 | -98933 | 333491 | -189522 |
{ "trading_pair": "DOGE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4546, "evaluation_days": 2273, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1573041600000, "last_datapoint_time": 1758672000000, "evaluation_time": 1758699705222, "expiration_time": 1764563616000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 18, "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": [ [ 2466724.465799621, 2411237.013483806, 55487.4523158151, 42190147.33579311, 36981614.32011293, 5208533.015680165 ], [ 2466.724466, 2411.237013, 55.487452, 42190.147336, 36981.61432, 5208.533016 ], [ 1.085229, 1.060817, 0.024412, 0.266396, 0.260599, 0.174895 ], [ 9069.235512, 9069.235512, 9069.235512, 9069.235512, 9069.235512, 9069.235512 ], [ -68243, -81169, -55819, -28587477, -7307682, -24742821 ], [ 8.325038, 15.738712, 1.320452, 1.834539, 2.803909, 1.173305 ], [ 69, 34, 35, 69, 34, 35 ], [ 29, 14, 15, 29, 14, 15 ], [ 40, 20, 20, 40, 20, 20 ], [ 42.028986, 41.176471, 42.857143, 42.028986, 41.176471, 42.857143 ], [ 11.482811, 22.483874, 1.760603, 2.530399, 4.005585, 1.564406 ], [ 1662058, 1662058, 57475, 32276542, 32276542, 25022116 ], [ -25791, -24818, -25791, -11526862, -6924718, -11526862 ], [ 61, 65, 56, 61, 65, 56 ], [ 107, 110, 105, 107, 110, 105 ], [ 27, 33, 20, 27, 33, 20 ], [ 4213, 2225, 1988, 4213, 2225, 1988 ], [ 0, 103.320662, 0, 0, 103.320662, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -253213, -146347, -327502, -98933, 333491, -189522 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4546, "evaluation_days": 2273, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1573041600000, "last_datapoint_time": 1758672000000, "evaluation_time": 1758699705222, "expiration_time": 1764563616000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 18, "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) |
---|