Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2656587.7115 | 2559960.4647 | 96627.2468 | 2572877.9874 | 639198.5159 | 1933679.4715 |
Total P&L (%) | 2656.5877 | 2559.9605 | 96.6272 | 2572.878 | 639.1985 | 1933.6795 |
Avg Daily Profit (%) | 1.1483 | 1.1065 | 0.0418 | 0.1421 | 0.0865 | 0.1303 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119537 | -95533 | -115937 | -2165584 | -1824698 | -1082417 |
Profit Factor | 4.5167 | 7.3714 | 1.2732 | 1.2536 | 1.101 | 1.5067 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 32.5843 | 28.8889 | 36.3636 | 32.5843 | 28.8889 | 36.3636 |
Ratio Avg Win / Avg Loss | 9.3449 | 18.145 | 2.2282 | 2.5936 | 2.7101 | 2.6367 |
Largest Winning Trade | 2196048 | 2196048 | 82042 | 1538707 | 1538707 | 1522659 |
Largest Losing Trade | -42999 | -30064 | -42999 | -755126 | -755126 | -610767 |
Avg Bars in Trades | 97 | 86 | 108 | 97 | 86 | 108 |
Avg Bars in Winners | 192 | 188 | 195 | 192 | 188 | 195 |
Avg Bars in Losers | 51 | 45 | 58 | 51 | 45 | 58 |
Bars Traded | 8680 | 3896 | 4784 | 8680 | 3896 | 4784 |
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 | 517450 | 336651 | -141330 | -8512 | -197984 | -21448 |
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9254, "evaluation_days": 2313.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1561464000000, "last_datapoint_time": 1759212000000, "evaluation_time": 1759233752539, "expiration_time": 1765208592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 91, "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": [ [ 2656587.7114859098, 2559960.464687512, 96627.2467983971, 2572877.987377163, 639198.515852517, 1933679.4715246458 ], [ 2656.587711, 2559.960465, 96.627247, 2572.877987, 639.198516, 1933.679472 ], [ 1.148298, 1.106531, 0.041767, 0.142126, 0.086504, 0.130296 ], [ 10, 10, 10, 10, 10, 10 ], [ -119537, -95533, -115937, -2165584, -1824698, -1082417 ], [ 4.516716, 7.371425, 1.273244, 1.253597, 1.100992, 1.506688 ], [ 89, 45, 44, 89, 45, 44 ], [ 29, 13, 16, 29, 13, 16 ], [ 60, 32, 28, 60, 32, 28 ], [ 32.58427, 28.888889, 36.363636, 32.58427, 28.888889, 36.363636 ], [ 9.344929, 18.145047, 2.228178, 2.593649, 2.710133, 2.636704 ], [ 2196048, 2196048, 82042, 1538707, 1538707, 1522659 ], [ -42999, -30064, -42999, -755126, -755126, -610767 ], [ 97, 86, 108, 97, 86, 108 ], [ 192, 188, 195, 192, 188, 195 ], [ 51, 45, 58, 51, 45, 58 ], [ 8680, 3896, 4784, 8680, 3896, 4784 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 517450, 336651, -141330, -8512, -197984, -21448 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9254, "evaluation_days": 2313.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1561464000000, "last_datapoint_time": 1759212000000, "evaluation_time": 1759233752539, "expiration_time": 1765208592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 91, "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) |
---|