Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 329188.514 | 215978.2627 | 113210.2513 | -40302.3456 | -41899.3812 | 1597.0356 |
Total P&L (%) | 329.1885 | 215.9783 | 113.2103 | -40.3023 | -41.8994 | 1.597 |
Avg Daily Profit (%) | 0.2141 | 0.1405 | 0.0736 | -0.0335 | -0.0353 | 0.001 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -197394 | -204502 | -74415 | -472510 | -364352 | -178179 |
Profit Factor | 1.216 | 1.2843 | 1.1481 | 0.9799 | 0.9598 | 1.0017 |
Total Trades | 474 | 237 | 237 | 474 | 237 | 237 |
Winning Trades | 211 | 98 | 113 | 211 | 98 | 113 |
Losing Trades | 263 | 139 | 124 | 263 | 139 | 124 |
Profitability (%) | 44.5148 | 41.3502 | 47.6793 | 44.5148 | 41.3502 | 47.6793 |
Ratio Avg Win / Avg Loss | 1.5156 | 1.8215 | 1.2599 | 1.2214 | 1.3613 | 1.0992 |
Largest Winning Trade | 315782 | 315782 | 49558 | 309304 | 309304 | 97873 |
Largest Losing Trade | -32484 | -24455 | -32484 | -63257 | -63257 | -59463 |
Avg Bars in Trades | 38 | 37 | 39 | 38 | 37 | 39 |
Avg Bars in Winners | 51 | 54 | 49 | 51 | 54 | 49 |
Avg Bars in Losers | 27 | 26 | 29 | 27 | 26 | 29 |
Bars Traded | 18192 | 8926 | 9266 | 18192 | 8926 | 9266 |
Profit Streak | 0 | 0 | 9.2834 | 0 | 0 | 9.2834 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315617 | -7078 | -151795 | -578767 | -581790 | -575468 |
{ "trading_pair": "C98_USDT", "interval": "2h", "packets": 25000, "actual_packets": 18449, "evaluation_days": 1537.42, "actual_first_datapoint_time": 1627041600000, "first_datapoint_time": 1628172000000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759884488736, "expiration_time": 1764663580800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 143, "offset": 15 } }, "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": [ [ 329188.5140316021, 215978.2626900079, 113210.2513415945, -40302.3456270485, -41899.3812456856, 1597.0356186372 ], [ 329.188514, 215.978263, 113.210251, -40.302346, -41.899381, 1.597036 ], [ 0.214117, 0.140481, 0.073637, -0.033549, -0.035312, 0.001031 ], [ 10, 10, 10, 10, 10, 10 ], [ -197394, -204502, -74415, -472510, -364352, -178179 ], [ 1.215969, 1.284253, 1.148097, 0.979921, 0.959776, 1.001654 ], [ 474, 237, 237, 474, 237, 237 ], [ 211, 98, 113, 211, 98, 113 ], [ 263, 139, 124, 263, 139, 124 ], [ 44.514768, 41.350211, 47.679325, 44.514768, 41.350211, 47.679325 ], [ 1.515639, 1.821543, 1.259859, 1.221418, 1.361315, 1.09916 ], [ 315782, 315782, 49558, 309304, 309304, 97873 ], [ -32484, -24455, -32484, -63257, -63257, -59463 ], [ 38, 37, 39, 38, 37, 39 ], [ 51, 54, 49, 51, 54, 49 ], [ 27, 26, 29, 27, 26, 29 ], [ 18192, 8926, 9266, 18192, 8926, 9266 ], [ 0, 0, 9.283434, 0, 0, 9.283434 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 315617, -7078, -151795, -578767, -581790, -575468 ] ] }
{ "trading_pair": "C98_USDT", "interval": "2h", "packets": 25000, "actual_packets": 18449, "evaluation_days": 1537.42, "actual_first_datapoint_time": 1627041600000, "first_datapoint_time": 1628172000000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759884488736, "expiration_time": 1764663580800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 143, "offset": 15 } }, "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) |
---|