Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 405135.2423 | 338225.0887 | 66910.1537 | 131786.6198 | 423669.0205 | -291882.4007 |
Total P&L (%) | 405.1352 | 338.2251 | 66.9102 | 131.7866 | 423.669 | -291.8824 |
Avg Daily Profit (%) | 0.1945 | 0.1623 | 0.0321 | 0.0404 | 0.0795 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -237599 | -189359 | -165387 | -601113 | -341566 | -583092 |
Profit Factor | 1.434 | 1.7197 | 1.1443 | 1.08 | 1.6081 | 0.6929 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 93 | 44 | 49 | 93 | 44 | 49 |
Losing Trades | 101 | 53 | 48 | 101 | 53 | 48 |
Profitability (%) | 47.9381 | 45.3608 | 50.5155 | 47.9381 | 45.3608 | 50.5155 |
Ratio Avg Win / Avg Loss | 1.5573 | 2.0714 | 1.121 | 1.1729 | 1.9371 | 0.6787 |
Largest Winning Trade | 173106 | 173106 | 58927 | 298110 | 298110 | 65717 |
Largest Losing Trade | -50993 | -35929 | -50993 | -240485 | -150769 | -240485 |
Avg Bars in Trades | 125 | 124 | 127 | 125 | 124 | 127 |
Avg Bars in Winners | 149 | 150 | 148 | 149 | 150 | 148 |
Avg Bars in Losers | 103 | 101 | 105 | 103 | 101 | 105 |
Bars Traded | 24365 | 12033 | 12332 | 24365 | 12033 | 12332 |
Profit Streak | 0 | 0 | 47.8555 | 0 | 0 | 47.8555 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352844 | 304524 | -211636 | -271290 | -85855 | -580445 |
{ "trading_pair": "ALGO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579305600000, "first_datapoint_time": 1581861600000, "last_datapoint_time": 1759370400000, "evaluation_time": 1759379512814, "expiration_time": 1765850400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 187, "offset": 169 } }, "second_band": { "type": "pwma", "factors": { "length": 165, "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": [ [ 405135.2423419035, 338225.0886798133, 66910.1536620903, 131786.6198070405, 423669.0204889372, -291882.4006818966 ], [ 405.135242, 338.225089, 66.910154, 131.78662, 423.66902, -291.882401 ], [ 0.194465, 0.162348, 0.032117, 0.040359, 0.079505, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -237599, -189359, -165387, -601113, -341566, -583092 ], [ 1.433952, 1.719689, 1.144317, 1.080016, 1.608117, 0.692858 ], [ 194, 97, 97, 194, 97, 97 ], [ 93, 44, 49, 93, 44, 49 ], [ 101, 53, 48, 101, 53, 48 ], [ 47.938144, 45.360825, 50.515464, 47.938144, 45.360825, 50.515464 ], [ 1.557303, 2.071443, 1.120963, 1.17292, 1.93705, 0.678718 ], [ 173106, 173106, 58927, 298110, 298110, 65717 ], [ -50993, -35929, -50993, -240485, -150769, -240485 ], [ 125, 124, 127, 125, 124, 127 ], [ 149, 150, 148, 149, 150, 148 ], [ 103, 101, 105, 103, 101, 105 ], [ 24365, 12033, 12332, 24365, 12033, 12332 ], [ 0, 0, 47.855472, 0, 0, 47.855472 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 352844, 304524, -211636, -271290, -85855, -580445 ] ] }
{ "trading_pair": "ALGO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579305600000, "first_datapoint_time": 1581861600000, "last_datapoint_time": 1759370400000, "evaluation_time": 1759379512814, "expiration_time": 1765850400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 187, "offset": 169 } }, "second_band": { "type": "pwma", "factors": { "length": 165, "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) |
---|