Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1159736.9735 | 959694.4967 | 200042.4768 | 4487656.3084 | 837234.1326 | 3650422.1759 |
Total P&L (%) | 1159.737 | 959.6945 | 200.0425 | 4487.6563 | 837.2341 | 3650.4222 |
Avg Daily Profit (%) | 0.4992 | 0.4131 | 0.0861 | 0.1648 | 0.0964 | 0.1561 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168295 | -128471 | -134599 | -3491803 | -4573905 | -1590618 |
Profit Factor | 1.7693 | 2.1469 | 1.2982 | 1.2553 | 1.0793 | 1.5197 |
Total Trades | 419 | 210 | 209 | 419 | 210 | 209 |
Winning Trades | 129 | 58 | 71 | 129 | 58 | 71 |
Losing Trades | 290 | 152 | 138 | 290 | 152 | 138 |
Profitability (%) | 30.7876 | 27.619 | 33.9713 | 30.7876 | 27.619 | 33.9713 |
Ratio Avg Win / Avg Loss | 3.9774 | 5.6265 | 2.5232 | 2.822 | 2.8286 | 2.9537 |
Largest Winning Trade | 461050 | 461050 | 45623 | 4004312 | 4004312 | 1543060 |
Largest Losing Trade | -38756 | -38756 | -20038 | -823576 | -632830 | -823576 |
Avg Bars in Trades | 16 | 18 | 14 | 16 | 18 | 14 |
Avg Bars in Winners | 35 | 40 | 32 | 35 | 40 | 32 |
Avg Bars in Losers | 7 | 10 | 4 | 7 | 10 | 4 |
Bars Traded | 6858 | 3898 | 2960 | 6858 | 3898 | 2960 |
Profit Streak | 0 | 0 | 22.2665 | 0 | 0 | 22.2665 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322078 | -3507 | -81672 | 131598 | -213473 | 191937 |
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6969, "evaluation_days": 2323, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562256000000, "last_datapoint_time": 1760025600000, "evaluation_time": 1760048629529, "expiration_time": 1766046816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "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": [ [ 1159736.9734929278, 959694.4967136958, 200042.4767792314, 4487656.308447288, 837234.1325657553, 3650422.1758815343 ], [ 1159.736973, 959.694497, 200.042477, 4487.656308, 837.234133, 3650.422176 ], [ 0.499241, 0.413127, 0.086114, 0.164835, 0.096377, 0.156146 ], [ 10, 10, 10, 10, 10, 10 ], [ -168295, -128471, -134599, -3491803, -4573905, -1590618 ], [ 1.76925, 2.146945, 1.298179, 1.255325, 1.079345, 1.51967 ], [ 419, 210, 209, 419, 210, 209 ], [ 129, 58, 71, 129, 58, 71 ], [ 290, 152, 138, 290, 152, 138 ], [ 30.787589, 27.619048, 33.971292, 30.787589, 27.619048, 33.971292 ], [ 3.977385, 5.626477, 2.523222, 2.822048, 2.828629, 2.953724 ], [ 461050, 461050, 45623, 4004312, 4004312, 1543060 ], [ -38756, -38756, -20038, -823576, -632830, -823576 ], [ 16, 18, 14, 16, 18, 14 ], [ 35, 40, 32, 35, 40, 32 ], [ 7, 10, 4, 7, 10, 4 ], [ 6858, 3898, 2960, 6858, 3898, 2960 ], [ 0, 0, 22.266545, 0, 0, 22.266545 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 322078, -3507, -81672, 131598, -213473, 191937 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6969, "evaluation_days": 2323, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562256000000, "last_datapoint_time": 1760025600000, "evaluation_time": 1760048629529, "expiration_time": 1766046816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "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) |
---|