Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 490353.858 | 367979.8275 | 122374.0305 | 422398.4991 | -221747.3676 | 644145.8667 |
Total P&L (%) | 490.3539 | 367.9798 | 122.374 | 422.3985 | -221.7474 | 644.1459 |
Avg Daily Profit (%) | 0.2652 | 0.1991 | 0.0662 | 0.0895 | 0 | 0.1086 |
Buy And Hold Return (%) | 53.96 | 53.96 | 53.96 | 53.96 | 53.96 | 53.96 |
Max Trade Drawdown | -96327 | -80130 | -84900 | -606118 | -794912 | -360302 |
Profit Factor | 1.8469 | 2.066 | 1.5234 | 1.1194 | 0.9079 | 1.5696 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 72 | 39 | 33 | 72 | 39 | 33 |
Profitability (%) | 42.8571 | 38.0952 | 47.619 | 42.8571 | 38.0952 | 47.619 |
Ratio Avg Win / Avg Loss | 2.4625 | 3.3572 | 1.6757 | 1.4925 | 1.4753 | 1.7266 |
Largest Winning Trade | 259940 | 259940 | 51950 | 340310 | 340310 | 282411 |
Largest Losing Trade | -42202 | -42202 | -29960 | -379203 | -379203 | -152159 |
Avg Bars in Trades | 40 | 46 | 35 | 40 | 46 | 35 |
Avg Bars in Winners | 62 | 74 | 52 | 62 | 74 | 52 |
Avg Bars in Losers | 24 | 28 | 19 | 24 | 28 | 19 |
Bars Traded | 5131 | 2911 | 2220 | 5131 | 2911 | 2220 |
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 | 332634 | -140167 | -254694 | -165162 | -730699 | -192317 |
{ "trading_pair": "EGLD_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5546, "evaluation_days": 1848.67, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1605081600000, "last_datapoint_time": 1758787200000, "evaluation_time": 1758816618943, "expiration_time": 1763578944000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 23, "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": [ [ 490353.8580037885, 367979.8274988027, 122374.0305049861, 422398.4991386728, -221747.3676055969, 644145.8667442698 ], [ 490.353858, 367.979827, 122.374031, 422.398499, -221.747368, 644.145867 ], [ 0.265247, 0.199051, 0.066196, 0.08947, 0, 0.108627 ], [ 53.96003, 53.96003, 53.96003, 53.96003, 53.96003, 53.96003 ], [ -96327, -80130, -84900, -606118, -794912, -360302 ], [ 1.84688, 2.065977, 1.523395, 1.119383, 0.907887, 1.569618 ], [ 126, 63, 63, 126, 63, 63 ], [ 54, 24, 30, 54, 24, 30 ], [ 72, 39, 33, 72, 39, 33 ], [ 42.857143, 38.095238, 47.619048, 42.857143, 38.095238, 47.619048 ], [ 2.462506, 3.357213, 1.675734, 1.492511, 1.475316, 1.726579 ], [ 259940, 259940, 51950, 340310, 340310, 282411 ], [ -42202, -42202, -29960, -379203, -379203, -152159 ], [ 40, 46, 35, 40, 46, 35 ], [ 62, 74, 52, 62, 74, 52 ], [ 24, 28, 19, 24, 28, 19 ], [ 5131, 2911, 2220, 5131, 2911, 2220 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 332634, -140167, -254694, -165162, -730699, -192317 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5546, "evaluation_days": 1848.67, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1605081600000, "last_datapoint_time": 1758787200000, "evaluation_time": 1758816618943, "expiration_time": 1763578944000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 23, "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) |
---|