Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 529328.8649 | 445848.0179 | 83480.847 | 875364.3965 | 696221.715 | 179142.6814 |
Total P&L (%) | 529.3289 | 445.848 | 83.4808 | 875.3644 | 696.2217 | 179.1427 |
Avg Daily Profit (%) | 0.2259 | 0.1902 | 0.0356 | 0.0972 | 0.0886 | 0.0438 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157410 | -91393 | -99180 | -4584909 | -1840951 | -3196521 |
Profit Factor | 1.6692 | 2.1753 | 1.2028 | 1.0694 | 1.1108 | 1.0283 |
Total Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Winning Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Losing Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Profitability (%) | 42.3729 | 42.6966 | 42.0455 | 42.3729 | 42.6966 | 42.0455 |
Ratio Avg Win / Avg Loss | 2.2701 | 2.9194 | 1.6579 | 1.4544 | 1.4908 | 1.4174 |
Largest Winning Trade | 188888 | 188888 | 70430 | 2207110 | 1316960 | 2207110 |
Largest Losing Trade | -21068 | -21068 | -19580 | -840440 | -551606 | -840440 |
Avg Bars in Trades | 78 | 74 | 82 | 78 | 74 | 82 |
Avg Bars in Winners | 130 | 123 | 137 | 130 | 123 | 137 |
Avg Bars in Losers | 40 | 37 | 42 | 40 | 37 | 42 |
Bars Traded | 13889 | 6604 | 7285 | 13889 | 6604 | 7285 |
Profit Streak | 18.7341 | 29.2341 | 0 | 18.7341 | 29.2341 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357927 | 326151 | -148124 | -208363 | -175541 | -327163 |
{ "trading_pair": "ATOM_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14062, "evaluation_days": 2343.67, "actual_first_datapoint_time": 1556510400000, "first_datapoint_time": 1557734400000, "last_datapoint_time": 1759046400000, "evaluation_time": 1759052227068, "expiration_time": 1765121184000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 86, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 76, "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": [ [ 529328.8648781669, 445848.017879909, 83480.8469982586, 875364.3964630321, 696221.715015541, 179142.6814474898 ], [ 529.328865, 445.848018, 83.480847, 875.364396, 696.221715, 179.142681 ], [ 0.225855, 0.190235, 0.03562, 0.09723, 0.088563, 0.043811 ], [ 10, 10, 10, 10, 10, 10 ], [ -157410, -91393, -99180, -4584909, -1840951, -3196521 ], [ 1.669167, 2.175253, 1.202789, 1.069447, 1.110825, 1.028334 ], [ 177, 89, 88, 177, 89, 88 ], [ 75, 38, 37, 75, 38, 37 ], [ 102, 51, 51, 102, 51, 51 ], [ 42.372881, 42.696629, 42.045455, 42.372881, 42.696629, 42.045455 ], [ 2.270067, 2.919419, 1.657898, 1.454448, 1.490844, 1.417433 ], [ 188888, 188888, 70430, 2207110, 1316960, 2207110 ], [ -21068, -21068, -19580, -840440, -551606, -840440 ], [ 78, 74, 82, 78, 74, 82 ], [ 130, 123, 137, 130, 123, 137 ], [ 40, 37, 42, 40, 37, 42 ], [ 13889, 6604, 7285, 13889, 6604, 7285 ], [ 18.734109, 29.234109, 0, 18.73411, 29.23411, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 357927, 326151, -148124, -208363, -175541, -327163 ] ] }
{ "trading_pair": "ATOM_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14062, "evaluation_days": 2343.67, "actual_first_datapoint_time": 1556510400000, "first_datapoint_time": 1557734400000, "last_datapoint_time": 1759046400000, "evaluation_time": 1759052227068, "expiration_time": 1765121184000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 86, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 76, "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) |
---|