Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1917876.5038 | 1834522.2498 | 83354.254 | 518621.1257 | 1711065.3185 | -1192444.1927 |
Total P&L (%) | 1917.8765 | 1834.5223 | 83.3543 | 518.6211 | 1711.0653 | -1192.4442 |
Avg Daily Profit (%) | 0.8282 | 0.7922 | 0.036 | 0.0787 | 0.1252 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -247703 | -194022 | -114968 | -5533158 | -4934366 | -2577085 |
Profit Factor | 3.7943 | 5.6156 | 1.2885 | 1.0488 | 1.2651 | 0.7145 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 26 | 10 | 16 | 26 | 10 | 16 |
Losing Trades | 39 | 23 | 16 | 39 | 23 | 16 |
Profitability (%) | 40 | 30.303 | 50 | 40 | 30.303 | 50 |
Ratio Avg Win / Avg Loss | 5.6915 | 12.9159 | 1.2885 | 1.5732 | 2.9097 | 0.7145 |
Largest Winning Trade | 1600977 | 1600977 | 63356 | 3870300 | 3870300 | 1368242 |
Largest Losing Trade | -60472 | -59866 | -60472 | -2111993 | -2111993 | -1605078 |
Avg Bars in Trades | 205 | 233 | 176 | 205 | 233 | 176 |
Avg Bars in Winners | 286 | 384 | 226 | 286 | 384 | 226 |
Avg Bars in Losers | 151 | 167 | 127 | 151 | 167 | 127 |
Bars Traded | 13354 | 7701 | 5653 | 13354 | 7701 | 5653 |
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 | -120065 | 491799 | -144830 | -393340 | -32211 | -580810 |
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13894, "evaluation_days": 2315.67, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1564459200000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759466899058, "expiration_time": 1765451808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 209, "offset": 146 } }, "second_band": { "type": "ema", "factors": { "length": 235, "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": [ [ 1917876.5038434654, 1834522.2498224485, 83354.254021017, 518621.1257136943, 1711065.318462361, -1192444.1927486667 ], [ 1917.876504, 1834.52225, 83.354254, 518.621126, 1711.065318, -1192.444193 ], [ 0.828217, 0.792221, 0.035996, 0.078726, 0.125161, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -247703, -194022, -114968, -5533158, -4934366, -2577085 ], [ 3.794341, 5.61561, 1.28854, 1.048785, 1.26509, 0.714461 ], [ 65, 33, 32, 65, 33, 32 ], [ 26, 10, 16, 26, 10, 16 ], [ 39, 23, 16, 39, 23, 16 ], [ 40, 30.30303, 50, 40, 30.30303, 50 ], [ 5.691512, 12.915903, 1.28854, 1.573177, 2.909708, 0.714461 ], [ 1600977, 1600977, 63356, 3870300, 3870300, 1368242 ], [ -60472, -59866, -60472, -2111993, -2111993, -1605078 ], [ 205, 233, 176, 205, 233, 176 ], [ 286, 384, 226, 286, 384, 226 ], [ 151, 167, 127, 151, 167, 127 ], [ 13354, 7701, 5653, 13354, 7701, 5653 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -120065, 491799, -144830, -393340, -32211, -580810 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13894, "evaluation_days": 2315.67, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1564459200000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759466899058, "expiration_time": 1765451808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 209, "offset": 146 } }, "second_band": { "type": "ema", "factors": { "length": 235, "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) |
---|