Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 997114.4101 | 885383.2568 | 111731.1533 | 1129120.4877 | 567480.6586 | 561639.8291 |
Total P&L (%) | 997.1144 | 885.3833 | 111.7312 | 1129.1205 | 567.4807 | 561.6398 |
Avg Daily Profit (%) | 0.4301 | 0.3819 | 0.0482 | 0.1083 | 0.0819 | 0.0815 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120398 | -98142 | -202412 | -2743339 | -2233911 | -890482 |
Profit Factor | 1.5873 | 2.0092 | 1.1362 | 1.0988 | 1.0901 | 1.1095 |
Total Trades | 387 | 193 | 194 | 387 | 193 | 194 |
Winning Trades | 128 | 61 | 67 | 128 | 61 | 67 |
Losing Trades | 259 | 132 | 127 | 259 | 132 | 127 |
Profitability (%) | 33.0749 | 31.6062 | 34.5361 | 33.0749 | 31.6062 | 34.5361 |
Ratio Avg Win / Avg Loss | 3.2118 | 4.3478 | 2.1537 | 2.2234 | 2.3589 | 2.1032 |
Largest Winning Trade | 467378 | 467378 | 49229 | 1775161 | 1775161 | 364660 |
Largest Losing Trade | -26721 | -26721 | -23639 | -385313 | -385125 | -385313 |
Avg Bars in Trades | 23 | 25 | 20 | 23 | 25 | 20 |
Avg Bars in Winners | 45 | 49 | 41 | 45 | 49 | 41 |
Avg Bars in Losers | 12 | 14 | 10 | 12 | 14 | 10 |
Bars Traded | 8974 | 4902 | 4072 | 8974 | 4902 | 4072 |
Profit Streak | 15.6887 | 0 | 17.1887 | 15.6887 | 0 | 17.1887 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333166 | 251650 | -202866 | -162437 | -209912 | -187292 |
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9273, "evaluation_days": 2318.25, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1564466400000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759638705225, "expiration_time": 1765631304000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 238, "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": [ [ 997114.4101205412, 885383.2567854695, 111731.153335071, 1129120.4876895426, 567480.6585508897, 561639.8291386524 ], [ 997.11441, 885.383257, 111.731153, 1129.120488, 567.480659, 561.639829 ], [ 0.430115, 0.381919, 0.048196, 0.108282, 0.08192, 0.081541 ], [ 10, 10, 10, 10, 10, 10 ], [ -120398, -98142, -202412, -2743339, -2233911, -890482 ], [ 1.58732, 2.00923, 1.136183, 1.098812, 1.090079, 1.109544 ], [ 387, 193, 194, 387, 193, 194 ], [ 128, 61, 67, 128, 61, 67 ], [ 259, 132, 127, 259, 132, 127 ], [ 33.074935, 31.606218, 34.536082, 33.074935, 31.606218, 34.536082 ], [ 3.211843, 4.347842, 2.15366, 2.223378, 2.358859, 2.103165 ], [ 467378, 467378, 49229, 1775161, 1775161, 364660 ], [ -26721, -26721, -23639, -385313, -385125, -385313 ], [ 23, 25, 20, 23, 25, 20 ], [ 45, 49, 41, 45, 49, 41 ], [ 12, 14, 10, 12, 14, 10 ], [ 8974, 4902, 4072, 8974, 4902, 4072 ], [ 15.688718, 0, 17.188718, 15.688718, 0, 17.188718 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 333166, 251650, -202866, -162437, -209912, -187292 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9273, "evaluation_days": 2318.25, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1564466400000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759638705225, "expiration_time": 1765631304000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 238, "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) |
---|