Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 759174.1833 | 748639.3692 | 10534.8141 | 482486.5884 | 841189.5546 | -358702.9663 |
Total P&L (%) | 759.1742 | 748.6394 | 10.5348 | 482.4866 | 841.1896 | -358.703 |
Avg Daily Profit (%) | 0.4029 | 0.3973 | 0.0056 | 0.0936 | 0.1191 | 0 |
Buy And Hold Return (%) | 282.7299 | 282.7299 | 282.7299 | 282.7299 | 282.7299 | 282.7299 |
Max Trade Drawdown | -172519 | -119642 | -124218 | -3601666 | -2728608 | -2216808 |
Profit Factor | 1.4244 | 1.8577 | 1.0115 | 1.0208 | 1.0772 | 0.9708 |
Total Trades | 518 | 259 | 259 | 518 | 259 | 259 |
Winning Trades | 223 | 106 | 117 | 223 | 106 | 117 |
Losing Trades | 295 | 153 | 142 | 295 | 153 | 142 |
Profitability (%) | 43.0502 | 40.9266 | 45.1737 | 43.0502 | 40.9266 | 45.1737 |
Ratio Avg Win / Avg Loss | 1.8844 | 2.6814 | 1.2276 | 1.3504 | 1.5548 | 1.1782 |
Largest Winning Trade | 221200 | 221200 | 32358 | 1255822 | 1255822 | 871425 |
Largest Losing Trade | -37749 | -37749 | -34174 | -954525 | -486872 | -954525 |
Avg Bars in Trades | 43 | 44 | 41 | 43 | 44 | 41 |
Avg Bars in Winners | 57 | 58 | 56 | 57 | 58 | 56 |
Avg Bars in Losers | 32 | 35 | 28 | 32 | 35 | 28 |
Bars Traded | 22330 | 11644 | 10686 | 22330 | 11644 | 10686 |
Profit Streak | 12.5734 | 14.4067 | 0 | 12.5734 | 14.4067 | 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 | 322385 | 276797 | -560080 | -273913 | -173413 | -580188 |
{ "trading_pair": "SAND_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22611, "evaluation_days": 1884.25, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1598292000000, "last_datapoint_time": 1760241600000, "evaluation_time": 1760247939979, "expiration_time": 1766102371200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 107, "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": [ [ 759174.1833001607, 748639.3692102733, 10534.814089888, 482486.5883605563, 841189.5546421725, -358702.9662816121 ], [ 759.174183, 748.639369, 10.534814, 482.486588, 841.189555, -358.702966 ], [ 0.402905, 0.397314, 0.005591, 0.093563, 0.119056, 0 ], [ 282.72987, 282.72987, 282.72987, 282.72987, 282.72987, 282.72987 ], [ -172519, -119642, -124218, -3601666, -2728608, -2216808 ], [ 1.424442, 1.8577, 1.011503, 1.020815, 1.077201, 0.970798 ], [ 518, 259, 259, 518, 259, 259 ], [ 223, 106, 117, 223, 106, 117 ], [ 295, 153, 142, 295, 153, 142 ], [ 43.050193, 40.926641, 45.173745, 43.050193, 40.926641, 45.173745 ], [ 1.884351, 2.681397, 1.227637, 1.350406, 1.554828, 1.178233 ], [ 221200, 221200, 32358, 1255822, 1255822, 871425 ], [ -37749, -37749, -34174, -954525, -486872, -954525 ], [ 43, 44, 41, 43, 44, 41 ], [ 57, 58, 56, 57, 58, 56 ], [ 32, 35, 28, 32, 35, 28 ], [ 22330, 11644, 10686, 22330, 11644, 10686 ], [ 12.573379, 14.406713, 0, 12.573379, 14.406713, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 322385, 276797, -560080, -273913, -173413, -580188 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22611, "evaluation_days": 1884.25, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1598292000000, "last_datapoint_time": 1760241600000, "evaluation_time": 1760247939979, "expiration_time": 1766102371200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 107, "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) |
---|