Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 914745.5441 | 873919.4022 | 40826.1419 | -114097.2186 | 436199.5389 | -550296.7576 |
Total P&L (%) | 914.7455 | 873.9194 | 40.8261 | -114.0972 | 436.1995 | -550.2968 |
Avg Daily Profit (%) | 0.3656 | 0.3492 | 0.0163 | 0 | 0.0671 | 0 |
Buy And Hold Return (%) | 370.255 | 370.255 | 370.255 | 370.255 | 370.255 | 370.255 |
Max Trade Drawdown | -255270 | -32898 | -224647 | -871698 | -39246 | -867747 |
Profit Factor | 2.7349 | 6.0969 | 1.1147 | 0.8869 | 6.2138 | 0.405 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 38 | 17 | 21 | 31 | 18 | 13 |
Losing Trades | 25 | 15 | 10 | 32 | 14 | 18 |
Profitability (%) | 60.3175 | 53.125 | 67.7419 | 49.2063 | 56.25 | 41.9355 |
Ratio Avg Win / Avg Loss | 1.7993 | 5.3796 | 0.5308 | 0.9155 | 4.8329 | 0.5607 |
Largest Winning Trade | 537838 | 537838 | 57088 | 193069 | 193069 | 160890 |
Largest Losing Trade | -102082 | -32898 | -102082 | -641809 | -39246 | -641809 |
Avg Bars in Trades | 112 | 129 | 95 | 112 | 129 | 95 |
Avg Bars in Winners | 124 | 149 | 104 | 111 | 126 | 89 |
Avg Bars in Losers | 94 | 106 | 75 | 113 | 132 | 99 |
Bars Traded | 7077 | 4132 | 2945 | 7077 | 4132 | 2945 |
Profit Streak | 118.199 | 118.199 | 403.199 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -137784 | 514507 | -429206 | -732086 | -204356 | -583954 |
{ "trading_pair": "ETC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7507, "evaluation_days": 2502.33, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1549324800000, "last_datapoint_time": 1759219200000, "evaluation_time": 1759236393468, "expiration_time": 1765705248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 54, "offset": 0, "std": 3.71045 } } }
{ "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": [ [ 914745.544086668, 873919.4022143168, 40826.1418723513, -114097.2186446358, 436199.5389120878, -550296.7575567231 ], [ 914.745544, 873.919402, 40.826142, -114.097219, 436.199539, -550.296758 ], [ 0.365558, 0.349242, 0.016315, 0, 0.067133, 0 ], [ 370.254958, 370.254958, 370.254958, 370.254958, 370.254958, 370.254958 ], [ -255270, -32898, -224647, -871698, -39246, -867747 ], [ 2.734892, 6.096927, 1.114744, 0.886859, 6.21377, 0.404951 ], [ 63, 32, 31, 63, 32, 31 ], [ 38, 17, 21, 31, 18, 13 ], [ 25, 15, 10, 32, 14, 18 ], [ 60.31746, 53.125, 67.741935, 49.206349, 56.25, 41.935484 ], [ 1.799271, 5.379641, 0.53083, 0.915468, 4.832932, 0.560702 ], [ 537838, 537838, 57088, 193069, 193069, 160890 ], [ -102082, -32898, -102082, -641809, -39246, -641809 ], [ 112, 129, 95, 112, 129, 95 ], [ 124, 149, 104, 111, 126, 89 ], [ 94, 106, 75, 113, 132, 99 ], [ 7077, 4132, 2945, 7077, 4132, 2945 ], [ 118.198998, 118.198998, 403.198998, 0, 0, 0 ], [ 2, 1, 3, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -137784, 514507, -429206, -732086, -204356, -583954 ] ] }
{ "trading_pair": "ETC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7507, "evaluation_days": 2502.33, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1549324800000, "last_datapoint_time": 1759219200000, "evaluation_time": 1759236393468, "expiration_time": 1765705248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 54, "offset": 0, "std": 3.71045 } } }
# | 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) |
---|