Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 401549.1493 | 204112.6905 | 197436.4587 | 374542.1581 | 265874.7333 | 108667.4248 |
Total P&L (%) | 401.5491 | 204.1127 | 197.4365 | 374.5422 | 265.8747 | 108.6674 |
Avg Daily Profit (%) | 0.2224 | 0.1131 | 0.1094 | 0.0863 | 0.0719 | 0.0408 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91241 | -92406 | -88431 | -685453 | -568953 | -388279 |
Profit Factor | 1.2422 | 1.2397 | 1.2447 | 1.07 | 1.0933 | 1.0435 |
Total Trades | 560 | 280 | 280 | 560 | 280 | 280 |
Winning Trades | 240 | 109 | 131 | 240 | 109 | 131 |
Losing Trades | 320 | 171 | 149 | 320 | 171 | 149 |
Profitability (%) | 42.8571 | 38.9286 | 46.7857 | 42.8571 | 38.9286 | 46.7857 |
Ratio Avg Win / Avg Loss | 1.6562 | 1.9449 | 1.4158 | 1.4267 | 1.7152 | 1.1868 |
Largest Winning Trade | 55500 | 55500 | 37137 | 159826 | 159826 | 133855 |
Largest Losing Trade | -31052 | -31052 | -23665 | -148619 | -148619 | -110654 |
Avg Bars in Trades | 12 | 11 | 14 | 12 | 11 | 14 |
Avg Bars in Winners | 16 | 13 | 18 | 16 | 13 | 18 |
Avg Bars in Losers | 9 | 9 | 10 | 9 | 9 | 10 |
Bars Traded | 7088 | 3144 | 3944 | 7088 | 3144 | 3944 |
Profit Streak | 19.1767 | 23.6767 | 19.1767 | 19.1767 | 23.6767 | 19.1767 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 381612 | -43310 | -46234 | -219295 | -215798 | -310176 |
{ "trading_pair": "FIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7221, "evaluation_days": 1805.25, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1603756800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758860065078, "expiration_time": 1763394408000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 47, "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": [ [ 401549.149263882, 204112.6905143538, 197436.4587495286, 374542.1580989235, 265874.7332682178, 108667.4248307054 ], [ 401.549149, 204.112691, 197.436459, 374.542158, 265.874733, 108.667425 ], [ 0.222434, 0.113066, 0.109368, 0.086296, 0.071879, 0.040755 ], [ 10, 10, 10, 10, 10, 10 ], [ -91241, -92406, -88431, -685453, -568953, -388279 ], [ 1.242174, 1.239745, 1.244738, 1.070028, 1.093337, 1.043468 ], [ 560, 280, 280, 560, 280, 280 ], [ 240, 109, 131, 240, 109, 131 ], [ 320, 171, 149, 320, 171, 149 ], [ 42.857143, 38.928571, 46.785714, 42.857143, 38.928571, 46.785714 ], [ 1.656232, 1.944921, 1.41577, 1.426704, 1.715235, 1.186846 ], [ 55500, 55500, 37137, 159826, 159826, 133855 ], [ -31052, -31052, -23665, -148619, -148619, -110654 ], [ 12, 11, 14, 12, 11, 14 ], [ 16, 13, 18, 16, 13, 18 ], [ 9, 9, 10, 9, 9, 10 ], [ 7088, 3144, 3944, 7088, 3144, 3944 ], [ 19.176679, 23.676679, 19.176679, 19.176679, 23.676679, 19.176679 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 381612, -43310, -46234, -219295, -215798, -310176 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7221, "evaluation_days": 1805.25, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1603756800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758860065078, "expiration_time": 1763394408000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 47, "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) |
---|