Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 541802.9237 | 418323.5189 | 123479.4048 | 628604.2696 | 450416.0363 | 178188.2332 |
Total P&L (%) | 541.8029 | 418.3235 | 123.4794 | 628.6043 | 450.416 | 178.1882 |
Avg Daily Profit (%) | 0.2601 | 0.2008 | 0.0593 | 0.0954 | 0.0819 | 0.0491 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169226 | -132621 | -191445 | -568136 | -477244 | -447259 |
Profit Factor | 1.4414 | 1.7157 | 1.192 | 1.2113 | 1.3276 | 1.1114 |
Total Trades | 317 | 159 | 158 | 317 | 159 | 158 |
Winning Trades | 154 | 76 | 78 | 154 | 76 | 78 |
Losing Trades | 163 | 83 | 80 | 163 | 83 | 80 |
Profitability (%) | 48.5804 | 47.7987 | 49.3671 | 48.5804 | 47.7987 | 49.3671 |
Ratio Avg Win / Avg Loss | 1.5256 | 1.8738 | 1.2226 | 1.2821 | 1.4499 | 1.1399 |
Largest Winning Trade | 208602 | 208602 | 57241 | 320938 | 320938 | 191860 |
Largest Losing Trade | -52695 | -25658 | -52695 | -235628 | -223539 | -235628 |
Avg Bars in Trades | 77 | 85 | 70 | 77 | 85 | 70 |
Avg Bars in Winners | 83 | 89 | 76 | 83 | 89 | 76 |
Avg Bars in Losers | 72 | 81 | 63 | 72 | 81 | 63 |
Bars Traded | 24674 | 13612 | 11062 | 24674 | 13612 | 11062 |
Profit Streak | 0 | 0 | 22.1195 | 0 | 0 | 22.1195 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421760 | 370836 | -122536 | -64579 | -83934 | -224771 |
{ "trading_pair": "ALGO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579543200000, "first_datapoint_time": 1580882400000, "last_datapoint_time": 1759608000000, "evaluation_time": 1759611122204, "expiration_time": 1766088000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 186, "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": [ [ 541802.9237307726, 418323.5189217951, 123479.4048089779, 628604.2695600017, 450416.0363410627, 178188.2332189381 ], [ 541.802924, 418.323519, 123.479405, 628.60427, 450.416036, 178.188233 ], [ 0.260066, 0.200796, 0.05927, 0.095372, 0.081898, 0.049122 ], [ 10, 10, 10, 10, 10, 10 ], [ -169226, -132621, -191445, -568136, -477244, -447259 ], [ 1.441354, 1.715747, 1.191996, 1.211301, 1.327634, 1.111356 ], [ 317, 159, 158, 317, 159, 158 ], [ 154, 76, 78, 154, 76, 78 ], [ 163, 83, 80, 163, 83, 80 ], [ 48.580442, 47.798742, 49.367089, 48.580442, 47.798742, 49.367089 ], [ 1.525589, 1.873776, 1.22256, 1.282091, 1.449916, 1.139852 ], [ 208602, 208602, 57241, 320938, 320938, 191860 ], [ -52695, -25658, -52695, -235628, -223539, -235628 ], [ 77, 85, 70, 77, 85, 70 ], [ 83, 89, 76, 83, 89, 76 ], [ 72, 81, 63, 72, 81, 63 ], [ 24674, 13612, 11062, 24674, 13612, 11062 ], [ 0, 0, 22.11947, 0, 0, 22.11947 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 421760, 370836, -122536, -64579, -83934, -224771 ] ] }
{ "trading_pair": "ALGO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579543200000, "first_datapoint_time": 1580882400000, "last_datapoint_time": 1759608000000, "evaluation_time": 1759611122204, "expiration_time": 1766088000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 186, "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) |
---|