Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 642061.7426 | 512121.2382 | 129940.5044 | 2918414.3679 | 4161434.441 | -1243020.0731 |
Total P&L (%) | 642.0617 | 512.1212 | 129.9405 | 2918.4144 | 4161.4344 | -1243.0201 |
Avg Daily Profit (%) | 0.3082 | 0.2458 | 0.0624 | 0.1637 | 0.1803 | 0 |
Buy And Hold Return (%) | 69.6128 | 69.6128 | 69.6128 | 69.6128 | 69.6128 | 69.6128 |
Max Trade Drawdown | -159448 | -91517 | -88035 | -11452398 | -4872573 | -8351483 |
Profit Factor | 1.4981 | 1.7647 | 1.2098 | 1.082 | 1.2602 | 0.9365 |
Total Trades | 501 | 251 | 250 | 501 | 251 | 250 |
Winning Trades | 172 | 85 | 87 | 172 | 85 | 87 |
Losing Trades | 329 | 166 | 163 | 329 | 166 | 163 |
Profitability (%) | 34.3313 | 33.8645 | 34.8 | 34.3313 | 33.8645 | 34.8 |
Ratio Avg Win / Avg Loss | 2.8655 | 3.4463 | 2.2666 | 2.0697 | 2.461 | 1.7547 |
Largest Winning Trade | 178763 | 178763 | 33135 | 1687299 | 1687299 | 1530370 |
Largest Losing Trade | -21275 | -21275 | -18473 | -1739478 | -1111631 | -1739478 |
Avg Bars in Trades | 49 | 51 | 47 | 49 | 51 | 47 |
Avg Bars in Winners | 93 | 95 | 92 | 93 | 95 | 92 |
Avg Bars in Losers | 25 | 28 | 23 | 25 | 28 | 23 |
Bars Traded | 24645 | 12808 | 11837 | 24645 | 12808 | 11837 |
Profit Streak | 9.9957 | 10.7457 | 0 | 9.9957 | 10.7457 | 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 | 308015 | 248575 | -121936 | -124282 | 142200 | -583158 |
{ "trading_pair": "ETC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579874400000, "first_datapoint_time": 1581400800000, "last_datapoint_time": 1759939200000, "evaluation_time": 1759946029123, "expiration_time": 1766419200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 22, "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": [ [ 642061.7426178764, 512121.2382337989, 129940.5043840774, 2918414.3678890076, 4161434.441023308, -1243020.0731342959 ], [ 642.061743, 512.121238, 129.940504, 2918.414368, 4161.434441, -1243.020073 ], [ 0.30819, 0.245819, 0.062372, 0.163685, 0.180268, 0 ], [ 69.612769, 69.612769, 69.612769, 69.612769, 69.612769, 69.612769 ], [ -159448, -91517, -88035, -11452398, -4872573, -8351483 ], [ 1.49805, 1.764689, 1.209771, 1.082016, 1.260166, 0.936542 ], [ 501, 251, 250, 501, 251, 250 ], [ 172, 85, 87, 172, 85, 87 ], [ 329, 166, 163, 329, 166, 163 ], [ 34.331337, 33.864542, 34.8, 34.331337, 33.864542, 34.8 ], [ 2.865457, 3.446334, 2.266583, 2.06967, 2.461031, 1.754671 ], [ 178763, 178763, 33135, 1687299, 1687299, 1530370 ], [ -21275, -21275, -18473, -1739478, -1111631, -1739478 ], [ 49, 51, 47, 49, 51, 47 ], [ 93, 95, 92, 93, 95, 92 ], [ 25, 28, 23, 25, 28, 23 ], [ 24645, 12808, 11837, 24645, 12808, 11837 ], [ 9.995707, 10.745707, 0, 9.995707, 10.745707, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 308015, 248575, -121936, -124282, 142200, -583158 ] ] }
{ "trading_pair": "ETC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579874400000, "first_datapoint_time": 1581400800000, "last_datapoint_time": 1759939200000, "evaluation_time": 1759946029123, "expiration_time": 1766419200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 22, "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) |
---|