Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1072110.8072 | 980314.7876 | 91796.0196 | 2900333.5421 | 2216583.0134 | 683750.5287 |
Total P&L (%) | 1072.1108 | 980.3148 | 91.796 | 2900.3335 | 2216.583 | 683.7505 |
Avg Daily Profit (%) | 0.4286 | 0.3919 | 0.0367 | 0.1361 | 0.1257 | 0.0823 |
Buy And Hold Return (%) | 318.869 | 318.869 | 318.869 | 318.869 | 318.869 | 318.869 |
Max Trade Drawdown | -81847 | -53413 | -49532 | -2552992 | -1540772 | -1495148 |
Profit Factor | 3.9346 | 6.6019 | 1.4823 | 1.387 | 1.5912 | 1.1825 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 52.6316 | 48.2759 | 57.1429 | 52.6316 | 48.2759 | 57.1429 |
Ratio Avg Win / Avg Loss | 3.5411 | 7.0734 | 1.1117 | 1.2483 | 1.7049 | 0.8869 |
Largest Winning Trade | 798228 | 798228 | 40621 | 1970381 | 1970381 | 895411 |
Largest Losing Trade | -49532 | -26846 | -49532 | -1416591 | -1049540 | -1416591 |
Avg Bars in Trades | 125 | 119 | 131 | 125 | 119 | 131 |
Avg Bars in Winners | 189 | 189 | 190 | 189 | 189 | 190 |
Avg Bars in Losers | 53 | 54 | 52 | 53 | 54 | 52 |
Bars Traded | 7150 | 3473 | 3677 | 7150 | 3473 | 3677 |
Profit Streak | 76.3238 | 112.6571 | 0 | 76.3238 | 112.6571 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164384 | 539951 | -328583 | -188945 | -21984 | -130058 |
{ "trading_pair": "ETC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7504, "evaluation_days": 2501.33, "actual_first_datapoint_time": 1542758400000, "first_datapoint_time": 1548144000000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758872774971, "expiration_time": 1765328256000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 89, "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": [ [ 1072110.8072245833, 980314.7875897957, 91796.0196347878, 2900333.5420689476, 2216583.013370755, 683750.528698192 ], [ 1072.110807, 980.314788, 91.79602, 2900.333542, 2216.583013, 683.750529 ], [ 0.428616, 0.391917, 0.036699, 0.136072, 0.125719, 0.082347 ], [ 318.868984, 318.868984, 318.868984, 318.868984, 318.868984, 318.868984 ], [ -81847, -53413, -49532, -2552992, -1540772, -1495148 ], [ 3.934577, 6.601877, 1.482274, 1.386972, 1.591244, 1.182532 ], [ 57, 29, 28, 57, 29, 28 ], [ 30, 14, 16, 30, 14, 16 ], [ 27, 15, 12, 27, 15, 12 ], [ 52.631579, 48.275862, 57.142857, 52.631579, 48.275862, 57.142857 ], [ 3.541119, 7.07344, 1.111706, 1.248275, 1.704904, 0.886899 ], [ 798228, 798228, 40621, 1970381, 1970381, 895411 ], [ -49532, -26846, -49532, -1416591, -1049540, -1416591 ], [ 125, 119, 131, 125, 119, 131 ], [ 189, 189, 190, 189, 189, 190 ], [ 53, 54, 52, 53, 54, 52 ], [ 7150, 3473, 3677, 7150, 3473, 3677 ], [ 76.323784, 112.657118, 0, 76.323784, 112.657118, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -164384, 539951, -328583, -188945, -21984, -130058 ] ] }
{ "trading_pair": "ETC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7504, "evaluation_days": 2501.33, "actual_first_datapoint_time": 1542758400000, "first_datapoint_time": 1548144000000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758872774971, "expiration_time": 1765328256000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 89, "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) |
---|