Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 642839.5776 | 560631.6373 | 82207.9404 | 144196.8114 | 125616.7845 | 18580.0269 |
Total P&L (%) | 642.8396 | 560.6316 | 82.2079 | 144.1968 | 125.6168 | 18.58 |
Avg Daily Profit (%) | 0.4016 | 0.3503 | 0.0514 | 0.0558 | 0.0509 | 0.0106 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126707 | -114686 | -68252 | -210634 | -153367 | -154742 |
Profit Factor | 2.0153 | 2.4509 | 1.3332 | 1.1953 | 1.2887 | 1.0613 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 40 | 14 | 26 | 40 | 14 | 26 |
Losing Trades | 49 | 31 | 18 | 49 | 31 | 18 |
Profitability (%) | 44.9438 | 31.1111 | 59.0909 | 44.9438 | 31.1111 | 59.0909 |
Ratio Avg Win / Avg Loss | 2.4688 | 5.427 | 0.923 | 1.4643 | 2.8536 | 0.7347 |
Largest Winning Trade | 385131 | 385131 | 52376 | 187557 | 187557 | 60792 |
Largest Losing Trade | -68252 | -40541 | -68252 | -154742 | -53427 | -154742 |
Avg Bars in Trades | 34 | 37 | 31 | 34 | 37 | 31 |
Avg Bars in Winners | 45 | 58 | 38 | 45 | 58 | 38 |
Avg Bars in Losers | 25 | 28 | 21 | 25 | 28 | 21 |
Bars Traded | 3074 | 1697 | 1378 | 3074 | 1697 | 1378 |
Profit Streak | 0 | 0 | 89.1873 | 0 | 0 | 89.1873 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427041 | 241666 | -123504 | -125787 | -131158 | -339014 |
{ "trading_pair": "AR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3201, "evaluation_days": 1600.5, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1624190400000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759249778767, "expiration_time": 1763382096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 58, "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": [ [ 642839.577637815, 560631.6372518328, 82207.9403859819, 144196.8113939105, 125616.7844577422, 18580.0269361682 ], [ 642.839578, 560.631637, 82.20794, 144.196811, 125.616784, 18.580027 ], [ 0.401649, 0.350285, 0.051364, 0.055798, 0.050851, 0.010648 ], [ 10, 10, 10, 10, 10, 10 ], [ -126707, -114686, -68252, -210634, -153367, -154742 ], [ 2.015306, 2.450915, 1.333163, 1.195343, 1.288734, 1.061297 ], [ 89, 45, 44, 89, 45, 44 ], [ 40, 14, 26, 40, 14, 26 ], [ 49, 31, 18, 49, 31, 18 ], [ 44.94382, 31.111111, 59.090909, 44.94382, 31.111111, 59.090909 ], [ 2.46875, 5.427027, 0.922959, 1.464295, 2.853625, 0.734744 ], [ 385131, 385131, 52376, 187557, 187557, 60792 ], [ -68252, -40541, -68252, -154742, -53427, -154742 ], [ 34, 37, 31, 34, 37, 31 ], [ 45, 58, 38, 45, 58, 38 ], [ 25, 28, 21, 25, 28, 21 ], [ 3074, 1697, 1378, 3074, 1697, 1378 ], [ 0, 0, 89.187254, 0, 0, 89.187254 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 427041, 241666, -123504, -125787, -131158, -339014 ] ] }
{ "trading_pair": "AR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3201, "evaluation_days": 1600.5, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1624190400000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759249778767, "expiration_time": 1763382096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 58, "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) |
---|