Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1102464.2518 | 973967.9796 | 128496.2722 | 3492407.9097 | 1602196.235 | 1890211.6747 |
Total P&L (%) | 1102.4643 | 973.968 | 128.4963 | 3492.4079 | 1602.1962 | 1890.2117 |
Avg Daily Profit (%) | 0.5294 | 0.4677 | 0.0617 | 0.1721 | 0.1362 | 0.1437 |
Buy And Hold Return (%) | 97.6563 | 97.6563 | 97.6563 | 97.6563 | 97.6563 | 97.6563 |
Max Trade Drawdown | -139799 | -114139 | -207610 | -13575638 | -10825914 | -3132243 |
Profit Factor | 1.8972 | 2.6196 | 1.2048 | 1.0973 | 1.079 | 1.1212 |
Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
Winning Trades | 88 | 43 | 45 | 88 | 43 | 45 |
Losing Trades | 140 | 71 | 69 | 140 | 71 | 69 |
Profitability (%) | 38.5965 | 37.7193 | 39.4737 | 38.5965 | 37.7193 | 39.4737 |
Ratio Avg Win / Avg Loss | 3.0183 | 4.3254 | 1.8474 | 1.7457 | 1.7816 | 1.7191 |
Largest Winning Trade | 494448 | 494448 | 57751 | 8970230 | 8970230 | 2460503 |
Largest Losing Trade | -31335 | -22007 | -31335 | -2605864 | -2605864 | -2149336 |
Avg Bars in Trades | 108 | 105 | 112 | 108 | 105 | 112 |
Avg Bars in Winners | 185 | 184 | 186 | 185 | 184 | 186 |
Avg Bars in Losers | 60 | 57 | 64 | 60 | 57 | 64 |
Bars Traded | 24842 | 12000 | 12842 | 24842 | 12000 | 12842 |
Profit Streak | 16.5856 | 0 | 24.0023 | 16.5856 | 0 | 24.0023 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424327 | 370606 | -181253 | -107245 | -148371 | -90707 |
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24991, "evaluation_days": 2082.58, "actual_first_datapoint_time": 1579464000000, "first_datapoint_time": 1580047200000, "last_datapoint_time": 1759464000000, "evaluation_time": 1759471395883, "expiration_time": 1765941667200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 243, "offset": 0, "poles": 2 } }, "second_band": { "type": "zlma", "factors": { "length": 82, "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": [ [ 1102464.2518143745, 973967.9796244383, 128496.2721899366, 3492407.9097245745, 1602196.2349996208, 1890211.6747249556 ], [ 1102.464252, 973.96798, 128.496272, 3492.40791, 1602.196235, 1890.211675 ], [ 0.529374, 0.467674, 0.061701, 0.172118, 0.136198, 0.143715 ], [ 97.65625, 97.65625, 97.65625, 97.65625, 97.65625, 97.65625 ], [ -139799, -114139, -207610, -13575638, -10825914, -3132243 ], [ 1.897221, 2.619593, 1.204811, 1.097308, 1.078967, 1.121162 ], [ 228, 114, 114, 228, 114, 114 ], [ 88, 43, 45, 88, 43, 45 ], [ 140, 71, 69, 140, 71, 69 ], [ 38.596491, 37.719298, 39.473684, 38.596491, 37.719298, 39.473684 ], [ 3.018306, 4.325375, 1.847377, 1.745718, 1.78155, 1.719115 ], [ 494448, 494448, 57751, 8970230, 8970230, 2460503 ], [ -31335, -22007, -31335, -2605864, -2605864, -2149336 ], [ 108, 105, 112, 108, 105, 112 ], [ 185, 184, 186, 185, 184, 186 ], [ 60, 57, 64, 60, 57, 64 ], [ 24842, 12000, 12842, 24842, 12000, 12842 ], [ 16.5856, 0, 24.002267, 16.5856, 0, 24.002267 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 424327, 370606, -181253, -107245, -148371, -90707 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24991, "evaluation_days": 2082.58, "actual_first_datapoint_time": 1579464000000, "first_datapoint_time": 1580047200000, "last_datapoint_time": 1759464000000, "evaluation_time": 1759471395883, "expiration_time": 1765941667200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 243, "offset": 0, "poles": 2 } }, "second_band": { "type": "zlma", "factors": { "length": 82, "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) |
---|