Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 333385.0791 | 368760.4911 | -35375.412 | -79990.3949 | 133180.2974 | -213170.6923 |
Total P&L (%) | 333.3851 | 368.7605 | -35.3754 | -79.9904 | 133.1803 | -213.1707 |
Avg Daily Profit (%) | 0.1449 | 0.1603 | -0.0154 | -0.0699 | 0.0368 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158589 | -97365 | -159241 | -662634 | -155383 | -710714 |
Profit Factor | 1.4615 | 2.0903 | 0.9079 | 0.9462 | 1.2953 | 0.7942 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 55.1724 | 54.5455 | 55.814 | 55.1724 | 54.5455 | 55.814 |
Ratio Avg Win / Avg Loss | 1.1874 | 1.7419 | 0.7188 | 0.7688 | 1.0794 | 0.6288 |
Largest Winning Trade | 244732 | 244732 | 54264 | 198983 | 126381 | 198983 |
Largest Losing Trade | -87399 | -56144 | -87399 | -371240 | -69191 | -371240 |
Avg Bars in Trades | 97 | 73 | 122 | 97 | 73 | 122 |
Avg Bars in Winners | 102 | 46 | 159 | 102 | 46 | 159 |
Avg Bars in Losers | 90 | 105 | 75 | 90 | 105 | 75 |
Bars Traded | 8469 | 3217 | 5252 | 8469 | 3217 | 5252 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 86130 | 428536 | -579973 | -579875 | -143024 | -579973 |
{ "trading_pair": "ALGO_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9202, "evaluation_days": 2300.5, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1566194400000, "last_datapoint_time": 1759903200000, "evaluation_time": 1759909004530, "expiration_time": 1765866096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 183, "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": [ [ 333385.0791295361, 368760.4911326196, -35375.4120030836, -79990.394920592, 133180.2973677802, -213170.6922883722 ], [ 333.385079, 368.760491, -35.375412, -79.990395, 133.180297, -213.170692 ], [ 0.144919, 0.160296, -0.015377, -0.069915, 0.036809, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -158589, -97365, -159241, -662634, -155383, -710714 ], [ 1.461468, 2.090255, 0.907927, 0.946205, 1.295315, 0.794231 ], [ 87, 44, 43, 87, 44, 43 ], [ 48, 24, 24, 48, 24, 24 ], [ 39, 20, 19, 39, 20, 19 ], [ 55.172414, 54.545455, 55.813953, 55.172414, 54.545455, 55.813953 ], [ 1.187443, 1.741879, 0.718776, 0.768792, 1.079429, 0.628766 ], [ 244732, 244732, 54264, 198983, 126381, 198983 ], [ -87399, -56144, -87399, -371240, -69191, -371240 ], [ 97, 73, 122, 97, 73, 122 ], [ 102, 46, 159, 102, 46, 159 ], [ 90, 105, 75, 90, 105, 75 ], [ 8469, 3217, 5252, 8469, 3217, 5252 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 86130, 428536, -579973, -579875, -143024, -579973 ] ] }
{ "trading_pair": "ALGO_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9202, "evaluation_days": 2300.5, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1566194400000, "last_datapoint_time": 1759903200000, "evaluation_time": 1759909004530, "expiration_time": 1765866096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 183, "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) |
---|