Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 721196.0973 | 781364.3707 | -60168.2734 | -58963.3465 | 641798.3849 | -700761.7313 |
Total P&L (%) | 721.1961 | 781.3644 | -60.1683 | -58.9633 | 641.7984 | -700.7617 |
Avg Daily Profit (%) | 0.2885 | 0.3125 | -0.0241 | -0.0356 | 0.0802 | 0 |
Buy And Hold Return (%) | 343.473 | 343.473 | 343.473 | 343.473 | 343.473 | 343.473 |
Max Trade Drawdown | -196814 | -87446 | -186415 | -1037796 | -112038 | -1123850 |
Profit Factor | 1.887 | 3.2154 | 0.8693 | 0.9687 | 2.4054 | 0.5084 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 57.732 | 59.1837 | 56.25 | 57.732 | 59.1837 | 56.25 |
Ratio Avg Win / Avg Loss | 1.3816 | 2.2175 | 0.6761 | 0.7092 | 1.6589 | 0.3954 |
Largest Winning Trade | 553449 | 553449 | 40441 | 160523 | 155810 | 160523 |
Largest Losing Trade | -85377 | -43042 | -85377 | -802668 | -67154 | -802668 |
Avg Bars in Trades | 48 | 52 | 44 | 48 | 52 | 44 |
Avg Bars in Winners | 56 | 58 | 54 | 56 | 58 | 54 |
Avg Bars in Losers | 38 | 43 | 32 | 38 | 43 | 32 |
Bars Traded | 4719 | 2566 | 2153 | 4719 | 2566 | 2153 |
Profit Streak | 74.9058 | 166.4058 | 0 | 74.9058 | 166.4058 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 246943 | 444337 | -579879 | -578959 | -86401 | -579879 |
{ "trading_pair": "ETC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542758400000, "first_datapoint_time": 1548158400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758879864785, "expiration_time": 1765195200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 117, "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": [ [ 721196.0973454373, 781364.3707455873, -60168.2734001498, -58963.3464979633, 641798.3848520104, -700761.7313499737 ], [ 721.196097, 781.364371, -60.168273, -58.963346, 641.798385, -700.761731 ], [ 0.288478, 0.312546, -0.024067, -0.035622, 0.080188, 0 ], [ 343.472976, 343.472976, 343.472976, 343.472976, 343.472976, 343.472976 ], [ -196814, -87446, -186415, -1037796, -112038, -1123850 ], [ 1.887033, 3.215367, 0.869296, 0.968672, 2.40542, 0.508398 ], [ 97, 49, 48, 97, 49, 48 ], [ 56, 29, 27, 56, 29, 27 ], [ 41, 20, 21, 41, 20, 21 ], [ 57.731959, 59.183673, 56.25, 57.731959, 59.183673, 56.25 ], [ 1.381577, 2.217494, 0.676119, 0.709206, 1.658911, 0.395421 ], [ 553449, 553449, 40441, 160523, 155810, 160523 ], [ -85377, -43042, -85377, -802668, -67154, -802668 ], [ 48, 52, 44, 48, 52, 44 ], [ 56, 58, 54, 56, 58, 54 ], [ 38, 43, 32, 38, 43, 32 ], [ 4719, 2566, 2153, 4719, 2566, 2153 ], [ 74.905842, 166.405842, 0, 74.905842, 166.405842, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 246943, 444337, -579879, -578959, -86401, -579879 ] ] }
{ "trading_pair": "ETC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542758400000, "first_datapoint_time": 1548158400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758879864785, "expiration_time": 1765195200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 117, "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) |
---|