Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 492194.3392 | 289814.6229 | 202379.7162 | 634887.1022 | -136256.7609 | 771143.8631 |
Total P&L (%) | 492.1943 | 289.8146 | 202.3797 | 634.8871 | -136.2568 | 771.1439 |
Avg Daily Profit (%) | 0.2727 | 0.1606 | 0.1121 | 0.1106 | 0 | 0.12 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56034 | -85712 | -42522 | -565214 | -642086 | -415615 |
Profit Factor | 1.9314 | 1.8631 | 2.0507 | 1.168 | 0.9425 | 1.5463 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 40.404 | 36 | 44.898 | 40.404 | 36 | 44.898 |
Ratio Avg Win / Avg Loss | 2.8489 | 3.3121 | 2.5167 | 1.7228 | 1.6755 | 1.8978 |
Largest Winning Trade | 271284 | 271284 | 71314 | 372918 | 372918 | 301867 |
Largest Losing Trade | -42522 | -21796 | -42522 | -415615 | -203053 | -415615 |
Avg Bars in Trades | 106 | 87 | 126 | 106 | 87 | 126 |
Avg Bars in Winners | 174 | 149 | 196 | 174 | 149 | 196 |
Avg Bars in Losers | 60 | 52 | 70 | 60 | 52 | 70 |
Bars Traded | 10558 | 4356 | 6202 | 10558 | 4356 | 6202 |
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 | 303916 | -174679 | -41300 | -83078 | -763500 | -31582 |
{ "trading_pair": "FIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10830, "evaluation_days": 1805, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1605859200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759022374572, "expiration_time": 1763393760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 78, "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": [ [ 492194.3391680013, 289814.6229224893, 202379.7162455119, 634887.1021859625, -136256.7609096929, 771143.8630956553 ], [ 492.194339, 289.814623, 202.379716, 634.887102, -136.256761, 771.143863 ], [ 0.272684, 0.160562, 0.112122, 0.110562, 0, 0.119996 ], [ 10, 10, 10, 10, 10, 10 ], [ -56034, -85712, -42522, -565214, -642086, -415615 ], [ 1.931442, 1.863054, 2.050667, 1.167981, 0.942459, 1.546316 ], [ 99, 50, 49, 99, 50, 49 ], [ 40, 18, 22, 40, 18, 22 ], [ 59, 32, 27, 59, 32, 27 ], [ 40.40404, 36, 44.897959, 40.40404, 36, 44.897959 ], [ 2.848878, 3.312095, 2.516728, 1.722772, 1.675482, 1.897751 ], [ 271284, 271284, 71314, 372918, 372918, 301867 ], [ -42522, -21796, -42522, -415615, -203053, -415615 ], [ 106, 87, 126, 106, 87, 126 ], [ 174, 149, 196, 174, 149, 196 ], [ 60, 52, 70, 60, 52, 70 ], [ 10558, 4356, 6202, 10558, 4356, 6202 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 303916, -174679, -41300, -83078, -763500, -31582 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10830, "evaluation_days": 1805, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1605859200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759022374572, "expiration_time": 1763393760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 78, "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) |
---|