Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 475661.7768 | 343535.1055 | 132126.6712 | 417692.1043 | 679845.1414 | -262153.0371 |
Total P&L (%) | 475.6618 | 343.5351 | 132.1267 | 417.6921 | 679.8451 | -262.153 |
Avg Daily Profit (%) | 0.2073 | 0.1497 | 0.0576 | 0.0717 | 0.0895 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158861 | -88460 | -211327 | -600793 | -350309 | -904717 |
Profit Factor | 1.2648 | 1.4129 | 1.137 | 1.0604 | 1.2152 | 0.9301 |
Total Trades | 522 | 261 | 261 | 522 | 261 | 261 |
Winning Trades | 211 | 107 | 104 | 211 | 107 | 104 |
Losing Trades | 311 | 154 | 157 | 311 | 154 | 157 |
Profitability (%) | 40.4215 | 40.9962 | 39.8467 | 40.4215 | 40.9962 | 39.8467 |
Ratio Avg Win / Avg Loss | 1.8643 | 2.0335 | 1.7165 | 1.563 | 1.749 | 1.4042 |
Largest Winning Trade | 86061 | 86061 | 59148 | 304632 | 304632 | 202497 |
Largest Losing Trade | -33994 | -24193 | -33994 | -215939 | -110072 | -215939 |
Avg Bars in Trades | 12 | 13 | 11 | 12 | 13 | 11 |
Avg Bars in Winners | 19 | 20 | 19 | 19 | 20 | 19 |
Avg Bars in Losers | 8 | 9 | 7 | 8 | 9 | 7 |
Bars Traded | 6720 | 3643 | 3077 | 6720 | 3643 | 3077 |
Profit Streak | 13.3533 | 0 | 14.6866 | 13.3533 | 0 | 14.6866 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307719 | 224956 | -186978 | -250305 | -74745 | -581382 |
{ "trading_pair": "ALGO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6885, "evaluation_days": 2295, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1565193600000, "last_datapoint_time": 1759420800000, "evaluation_time": 1759451322813, "expiration_time": 1765369440000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 37, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 141, "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": [ [ 475661.7767569777, 343535.1055313104, 132126.671225667, 417692.104302607, 679845.141361006, -262153.0370583987 ], [ 475.661777, 343.535106, 132.126671, 417.692104, 679.845141, -262.153037 ], [ 0.20726, 0.149688, 0.057572, 0.071669, 0.089536, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -158861, -88460, -211327, -600793, -350309, -904717 ], [ 1.264831, 1.412899, 1.137048, 1.060431, 1.215187, 0.930141 ], [ 522, 261, 261, 522, 261, 261 ], [ 211, 107, 104, 211, 107, 104 ], [ 311, 154, 157, 311, 154, 157 ], [ 40.421456, 40.996169, 39.846743, 40.421456, 40.996169, 39.846743 ], [ 1.864277, 2.033519, 1.716505, 1.563004, 1.748961, 1.404155 ], [ 86061, 86061, 59148, 304632, 304632, 202497 ], [ -33994, -24193, -33994, -215939, -110072, -215939 ], [ 12, 13, 11, 12, 13, 11 ], [ 19, 20, 19, 19, 20, 19 ], [ 8, 9, 7, 8, 9, 7 ], [ 6720, 3643, 3077, 6720, 3643, 3077 ], [ 13.353273, 0, 14.686606, 13.353273, 0, 14.686607 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 307719, 224956, -186978, -250305, -74745, -581382 ] ] }
{ "trading_pair": "ALGO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6885, "evaluation_days": 2295, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1565193600000, "last_datapoint_time": 1759420800000, "evaluation_time": 1759451322813, "expiration_time": 1765369440000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 37, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 141, "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) |
---|