Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 896607.8986 | 818171.2192 | 78436.6794 | 403745.2276 | 146464.7163 | 257280.5113 |
Total P&L (%) | 896.6079 | 818.1712 | 78.4367 | 403.7452 | 146.4647 | 257.2805 |
Avg Daily Profit (%) | 0.3866 | 0.3528 | 0.0338 | 0.0697 | 0.0389 | 0.0549 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159254 | -183475 | -114481 | -1347804 | -1695991 | -851068 |
Profit Factor | 2.0332 | 2.8129 | 1.1883 | 1.0804 | 1.0517 | 1.1174 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 40.8602 | 36.1702 | 45.6522 | 40.8602 | 36.1702 | 45.6522 |
Ratio Avg Win / Avg Loss | 2.9428 | 4.9639 | 1.4147 | 1.5637 | 1.856 | 1.3303 |
Largest Winning Trade | 332848 | 332848 | 61836 | 628311 | 628311 | 534185 |
Largest Losing Trade | -63741 | -52319 | -63741 | -809621 | -754502 | -809621 |
Avg Bars in Trades | 144 | 165 | 123 | 144 | 165 | 123 |
Avg Bars in Winners | 193 | 206 | 183 | 193 | 206 | 183 |
Avg Bars in Losers | 110 | 142 | 72 | 110 | 142 | 72 |
Bars Traded | 13459 | 7794 | 5664 | 13459 | 7794 | 5664 |
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 | 366872 | 338963 | -162681 | -234116 | -308765 | -212527 |
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13914, "evaluation_days": 2319, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1561752000000, "last_datapoint_time": 1759737600000, "evaluation_time": 1759751078682, "expiration_time": 1765748448000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 137, "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": [ [ 896607.8986475503, 818171.2192084121, 78436.6794391377, 403745.227643679, 146464.7163320867, 257280.5113115918 ], [ 896.607899, 818.171219, 78.436679, 403.745228, 146.464716, 257.280511 ], [ 0.386636, 0.352812, 0.033823, 0.069748, 0.038906, 0.054925 ], [ 10, 10, 10, 10, 10, 10 ], [ -159254, -183475, -114481, -1347804, -1695991, -851068 ], [ 2.03322, 2.812875, 1.188338, 1.080377, 1.051709, 1.117445 ], [ 93, 47, 46, 93, 47, 46 ], [ 38, 17, 21, 38, 17, 21 ], [ 55, 30, 25, 55, 30, 25 ], [ 40.860215, 36.170213, 45.652174, 40.860215, 36.170213, 45.652174 ], [ 2.942819, 4.963898, 1.414688, 1.563703, 1.855956, 1.330292 ], [ 332848, 332848, 61836, 628311, 628311, 534185 ], [ -63741, -52319, -63741, -809621, -754502, -809621 ], [ 144, 165, 123, 144, 165, 123 ], [ 193, 206, 183, 193, 206, 183 ], [ 110, 142, 72, 110, 142, 72 ], [ 13459, 7794, 5664, 13459, 7794, 5664 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 366872, 338963, -162681, -234116, -308765, -212527 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13914, "evaluation_days": 2319, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1561752000000, "last_datapoint_time": 1759737600000, "evaluation_time": 1759751078682, "expiration_time": 1765748448000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 137, "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) |
---|