Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1177705.9797 | 1039199.0801 | 138506.8996 | 4745353.237 | 5556651.366 | -811298.129 |
Total P&L (%) | 1177.706 | 1039.1991 | 138.5069 | 4745.3532 | 5556.6514 | -811.2981 |
Avg Daily Profit (%) | 0.5655 | 0.499 | 0.0665 | 0.1865 | 0.1939 | 0 |
Buy And Hold Return (%) | 89.3069 | 89.3069 | 89.3069 | 89.3069 | 89.3069 | 89.3069 |
Max Trade Drawdown | -180165 | -137143 | -174881 | -32681870 | -24595728 | -9251795 |
Profit Factor | 2.0061 | 2.7934 | 1.2343 | 1.0682 | 1.1376 | 0.9722 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 78 | 37 | 41 | 78 | 37 | 41 |
Losing Trades | 148 | 76 | 72 | 148 | 76 | 72 |
Profitability (%) | 34.5133 | 32.7434 | 36.2832 | 34.5133 | 32.7434 | 36.2832 |
Ratio Avg Win / Avg Loss | 3.8064 | 5.7377 | 2.1676 | 2.0269 | 2.3367 | 1.7072 |
Largest Winning Trade | 506931 | 506931 | 57105 | 23742577 | 23742577 | 3938513 |
Largest Losing Trade | -31423 | -21827 | -31423 | -3889024 | -3889024 | -3153247 |
Avg Bars in Trades | 108 | 101 | 114 | 108 | 101 | 114 |
Avg Bars in Winners | 212 | 208 | 215 | 212 | 208 | 215 |
Avg Bars in Losers | 53 | 49 | 57 | 53 | 49 | 57 |
Bars Traded | 24496 | 11515 | 12981 | 24496 | 11515 | 12981 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364801 | 322546 | -118814 | -141275 | -67027 | -583588 |
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24993, "evaluation_days": 2082.75, "actual_first_datapoint_time": 1579305600000, "first_datapoint_time": 1580371200000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759325143667, "expiration_time": 1765798185600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 149, "offset": 0, "std": 3.28496 } }, "second_band": { "type": "zlma", "factors": { "length": 55, "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": [ [ 1177705.9796727796, 1039199.0801078377, 138506.8995649417, 4745353.2370020775, 5556651.365968833, -811298.128966749 ], [ 1177.70598, 1039.19908, 138.5069, 4745.353237, 5556.651366, -811.298129 ], [ 0.565457, 0.498955, 0.066502, 0.186495, 0.193942, 0 ], [ 89.306931, 89.306931, 89.306931, 89.306931, 89.306931, 89.306931 ], [ -180165, -137143, -174881, -32681870, -24595728, -9251795 ], [ 2.006056, 2.793361, 1.234302, 1.068235, 1.137607, 0.972181 ], [ 226, 113, 113, 226, 113, 113 ], [ 78, 37, 41, 78, 37, 41 ], [ 148, 76, 72, 148, 76, 72 ], [ 34.513274, 32.743363, 36.283186, 34.513274, 32.743363, 36.283186 ], [ 3.806363, 5.737715, 2.167555, 2.026908, 2.336706, 1.707245 ], [ 506931, 506931, 57105, 23742577, 23742577, 3938513 ], [ -31423, -21827, -31423, -3889024, -3889024, -3153247 ], [ 108, 101, 114, 108, 101, 114 ], [ 212, 208, 215, 212, 208, 215 ], [ 53, 49, 57, 53, 49, 57 ], [ 24496, 11515, 12981, 24496, 11515, 12981 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 364801, 322546, -118814, -141275, -67027, -583588 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24993, "evaluation_days": 2082.75, "actual_first_datapoint_time": 1579305600000, "first_datapoint_time": 1580371200000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759325143667, "expiration_time": 1765798185600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 149, "offset": 0, "std": 3.28496 } }, "second_band": { "type": "zlma", "factors": { "length": 55, "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) |
---|