Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 454099.7194 | 395302.0277 | 58797.6917 | 294668.5531 | 489616.4354 | -194947.8823 |
Total P&L (%) | 454.0997 | 395.302 | 58.7977 | 294.6686 | 489.6164 | -194.9479 |
Avg Daily Profit (%) | 0.1935 | 0.1685 | 0.0251 | 0.0585 | 0.0756 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118367 | -67718 | -124910 | -556625 | -237150 | -492578 |
Profit Factor | 1.9565 | 2.801 | 1.2304 | 1.1531 | 1.5581 | 0.8139 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 50 | 46.9388 | 53.0612 | 50 | 46.9388 | 53.0612 |
Ratio Avg Win / Avg Loss | 1.9565 | 3.1663 | 1.0884 | 1.1531 | 1.7614 | 0.72 |
Largest Winning Trade | 293846 | 293846 | 48685 | 430838 | 430838 | 103574 |
Largest Losing Trade | -44464 | -36521 | -44464 | -293535 | -201328 | -293535 |
Avg Bars in Trades | 68 | 64 | 73 | 68 | 64 | 73 |
Avg Bars in Winners | 100 | 98 | 103 | 100 | 98 | 103 |
Avg Bars in Losers | 36 | 34 | 39 | 36 | 34 | 39 |
Bars Traded | 6751 | 3170 | 3581 | 6751 | 3170 | 3581 |
Profit Streak | 0 | 0 | 64.4508 | 0 | 0 | 64.4508 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415547 | 417714 | -159434 | -166646 | -90277 | -579725 |
{ "trading_pair": "ATOM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7040, "evaluation_days": 2346.67, "actual_first_datapoint_time": 1556496000000, "first_datapoint_time": 1561795200000, "last_datapoint_time": 1759219200000, "evaluation_time": 1759229347125, "expiration_time": 1765301760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 184 } }, "second_band": { "type": "zlma", "factors": { "length": 141, "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": [ [ 454099.7193752679, 395302.0276829529, 58797.6916923147, 294668.5531238604, 489616.4353766734, -194947.8822528127 ], [ 454.099719, 395.302028, 58.797692, 294.668553, 489.616435, -194.947882 ], [ 0.193508, 0.168452, 0.025056, 0.05852, 0.075638, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -118367, -67718, -124910, -556625, -237150, -492578 ], [ 1.956544, 2.800956, 1.230368, 1.15309, 1.558123, 0.813901 ], [ 98, 49, 49, 98, 49, 49 ], [ 49, 23, 26, 49, 23, 26 ], [ 49, 26, 23, 49, 26, 23 ], [ 50, 46.938776, 53.061224, 50, 46.938776, 53.061224 ], [ 1.956544, 3.166298, 1.088402, 1.15309, 1.761357, 0.71999 ], [ 293846, 293846, 48685, 430838, 430838, 103574 ], [ -44464, -36521, -44464, -293535, -201328, -293535 ], [ 68, 64, 73, 68, 64, 73 ], [ 100, 98, 103, 100, 98, 103 ], [ 36, 34, 39, 36, 34, 39 ], [ 6751, 3170, 3581, 6751, 3170, 3581 ], [ 0, 0, 64.450777, 0, 0, 64.450777 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 415547, 417714, -159434, -166646, -90277, -579725 ] ] }
{ "trading_pair": "ATOM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7040, "evaluation_days": 2346.67, "actual_first_datapoint_time": 1556496000000, "first_datapoint_time": 1561795200000, "last_datapoint_time": 1759219200000, "evaluation_time": 1759229347125, "expiration_time": 1765301760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 184 } }, "second_band": { "type": "zlma", "factors": { "length": 141, "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) |
---|