Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1308578.4566 | 1160579.6187 | 147998.838 | 5599572.005 | 10318494.2186 | -4718922.2136 |
Total P&L (%) | 1308.5785 | 1160.5796 | 147.9988 | 5599.572 | 10318.4942 | -4718.9222 |
Avg Daily Profit (%) | 0.564 | 0.5003 | 0.0638 | 0.1744 | 0.2005 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93546 | -150034 | -90047 | -25122437 | -19552924 | -23735993 |
Profit Factor | 2.8043 | 4.0729 | 1.4258 | 1.0742 | 1.2767 | 0.8763 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 50 | 46.2963 | 53.7037 | 50 | 46.2963 | 53.7037 |
Ratio Avg Win / Avg Loss | 2.8043 | 4.7246 | 1.2291 | 1.0742 | 1.4809 | 0.7554 |
Largest Winning Trade | 421298 | 421298 | 60659 | 10308255 | 10308255 | 5660670 |
Largest Losing Trade | -67938 | -67938 | -60587 | -17018486 | -10185796 | -17018486 |
Avg Bars in Trades | 58 | 69 | 47 | 58 | 69 | 47 |
Avg Bars in Winners | 73 | 82 | 65 | 73 | 82 | 65 |
Avg Bars in Losers | 44 | 58 | 27 | 44 | 58 | 27 |
Bars Traded | 6319 | 3738 | 2581 | 6319 | 3738 | 2581 |
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 | 604392 | -163776 | -286471 | -130781 | -173512 | -760353 |
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6960, "evaluation_days": 2320, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1566403200000, "last_datapoint_time": 1759766400000, "evaluation_time": 1759789318413, "expiration_time": 1765779840000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 246, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 1308578.4566479567, 1160579.6186838488, 147998.8379641075, 5599572.00496684, 10318494.218560368, -4718922.213593528 ], [ 1308.578457, 1160.579619, 147.998838, 5599.572005, 10318.494219, -4718.922214 ], [ 0.564042, 0.50025, 0.063793, 0.174418, 0.200467, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -93546, -150034, -90047, -25122437, -19552924, -23735993 ], [ 2.80425, 4.072929, 1.425777, 1.074218, 1.276667, 0.876311 ], [ 108, 54, 54, 108, 54, 54 ], [ 54, 25, 29, 54, 25, 29 ], [ 54, 29, 25, 54, 29, 25 ], [ 50, 46.296296, 53.703704, 50, 46.296296, 53.703704 ], [ 2.80425, 4.724597, 1.229118, 1.074218, 1.480934, 0.755441 ], [ 421298, 421298, 60659, 10308255, 10308255, 5660670 ], [ -67938, -67938, -60587, -17018486, -10185796, -17018486 ], [ 58, 69, 47, 58, 69, 47 ], [ 73, 82, 65, 73, 82, 65 ], [ 44, 58, 27, 44, 58, 27 ], [ 6319, 3738, 2581, 6319, 3738, 2581 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 604392, -163776, -286471, -130781, -173512, -760353 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6960, "evaluation_days": 2320, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1566403200000, "last_datapoint_time": 1759766400000, "evaluation_time": 1759789318413, "expiration_time": 1765779840000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 246, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|