Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 336389.6656 | 342755.3237 | -6365.6581 | -11840.0624 | 87666.8003 | -99506.8627 |
Total P&L (%) | 336.3897 | 342.7553 | -6.3657 | -11.8401 | 87.6668 | -99.5069 |
Avg Daily Profit (%) | 0.1459 | 0.1487 | -0.0028 | -0.0055 | 0.0273 | -0.2302 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120182 | -155363 | -160246 | -204660 | -112318 | -192160 |
Profit Factor | 1.3474 | 1.6696 | 0.9861 | 0.9844 | 1.2482 | 0.7561 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Losing Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Profitability (%) | 50.2857 | 50.5747 | 50 | 50.2857 | 50.5747 | 50 |
Ratio Avg Win / Avg Loss | 1.3321 | 1.6316 | 0.9861 | 0.9733 | 1.2198 | 0.7561 |
Largest Winning Trade | 195225 | 195225 | 52324 | 55566 | 44950 | 55566 |
Largest Losing Trade | -46470 | -38145 | -46470 | -103145 | -51552 | -103145 |
Avg Bars in Trades | 36 | 39 | 33 | 36 | 39 | 33 |
Avg Bars in Winners | 42 | 39 | 45 | 42 | 39 | 45 |
Avg Bars in Losers | 31 | 39 | 22 | 31 | 39 | 22 |
Bars Traded | 6426 | 3443 | 2983 | 6426 | 3443 | 2983 |
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 | 111824 | 301581 | -581096 | -579824 | -156867 | -581096 |
{ "trading_pair": "ALGO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6915, "evaluation_days": 2305, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1566144000000, "last_datapoint_time": 1760284800000, "evaluation_time": 1760314112299, "expiration_time": 1766259360000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "hilo", "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": [ [ 336389.6655612095, 342755.3236830543, -6365.6581218448, -11840.0624428207, 87666.8002646439, -99506.8627074646 ], [ 336.389666, 342.755324, -6.365658, -11.840062, 87.6668, -99.506863 ], [ 0.145939, 0.148701, -0.002762, -0.005467, 0.027314, -0.230196 ], [ 10, 10, 10, 10, 10, 10 ], [ -120182, -155363, -160246, -204660, -112318, -192160 ], [ 1.347403, 1.66957, 0.986052, 0.984447, 1.24819, 0.75613 ], [ 175, 87, 88, 175, 87, 88 ], [ 88, 44, 44, 88, 44, 44 ], [ 87, 43, 44, 87, 43, 44 ], [ 50.285714, 50.574713, 50, 50.285714, 50.574713, 50 ], [ 1.332091, 1.631625, 0.986052, 0.97326, 1.219822, 0.75613 ], [ 195225, 195225, 52324, 55566, 44950, 55566 ], [ -46470, -38145, -46470, -103145, -51552, -103145 ], [ 36, 39, 33, 36, 39, 33 ], [ 42, 39, 45, 42, 39, 45 ], [ 31, 39, 22, 31, 39, 22 ], [ 6426, 3443, 2983, 6426, 3443, 2983 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 111824, 301581, -581096, -579824, -156867, -581096 ] ] }
{ "trading_pair": "ALGO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6915, "evaluation_days": 2305, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1566144000000, "last_datapoint_time": 1760284800000, "evaluation_time": 1760314112299, "expiration_time": 1766259360000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "hilo", "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) |
---|