Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1935286.2868 | 1951403.4297 | -16117.143 | 118974.1899 | 1454982.3745 | -1336008.1846 |
Total P&L (%) | 1935.2863 | 1951.4034 | -16.1171 | 118.9742 | 1454.9824 | -1336.0082 |
Avg Daily Profit (%) | 0.8338 | 0.8407 | -0.0069 | 0.0338 | 0.1183 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150258 | -123988 | -115492 | -3537765 | -1855585 | -2405062 |
Profit Factor | 2.8393 | 4.9284 | 0.971 | 1.0138 | 1.4391 | 0.7488 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 93 | 50 | 43 | 93 | 50 | 43 |
Profitability (%) | 39.2157 | 35.0649 | 43.4211 | 39.2157 | 35.0649 | 43.4211 |
Ratio Avg Win / Avg Loss | 4.4009 | 9.1266 | 1.2652 | 1.5714 | 2.6651 | 0.9757 |
Largest Winning Trade | 1854467 | 1854467 | 81336 | 957867 | 957867 | 798804 |
Largest Losing Trade | -61689 | -25827 | -61689 | -2062316 | -388447 | -2062316 |
Avg Bars in Trades | 84 | 71 | 97 | 84 | 71 | 97 |
Avg Bars in Winners | 137 | 127 | 144 | 137 | 127 | 144 |
Avg Bars in Losers | 50 | 40 | 61 | 50 | 40 | 61 |
Bars Traded | 12893 | 5485 | 7408 | 12893 | 5485 | 7408 |
Profit Streak | 28.0126 | 42.1793 | 28.0126 | 28.0126 | 42.1793 | 28.0126 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 600763 | -25835 | -630587 | -353958 | -79405 | -632254 |
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13927, "evaluation_days": 2321.17, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1562256000000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759925889536, "expiration_time": 1765941264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 202, "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": [ [ 1935286.2867660513, 1951403.4297329816, -16117.1429669319, 118974.1898924423, 1454982.3744700872, -1336008.184577646 ], [ 1935.286287, 1951.40343, -16.117143, 118.97419, 1454.982374, -1336.008185 ], [ 0.833755, 0.840698, -0.006944, 0.033772, 0.118288, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -150258, -123988, -115492, -3537765, -1855585, -2405062 ], [ 2.839294, 4.928389, 0.970983, 1.013784, 1.439148, 0.74879 ], [ 153, 77, 76, 153, 77, 76 ], [ 60, 27, 33, 60, 27, 33 ], [ 93, 50, 43, 93, 50, 43 ], [ 39.215686, 35.064935, 43.421053, 39.215686, 35.064935, 43.421053 ], [ 4.400906, 9.126647, 1.265221, 1.571365, 2.665089, 0.975697 ], [ 1854467, 1854467, 81336, 957867, 957867, 798804 ], [ -61689, -25827, -61689, -2062316, -388447, -2062316 ], [ 84, 71, 97, 84, 71, 97 ], [ 137, 127, 144, 137, 127, 144 ], [ 50, 40, 61, 50, 40, 61 ], [ 12893, 5485, 7408, 12893, 5485, 7408 ], [ 28.01261, 42.179277, 28.01261, 28.01261, 42.179277, 28.01261 ], [ 3, 2, 1, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 600763, -25835, -630587, -353958, -79405, -632254 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13927, "evaluation_days": 2321.17, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1562256000000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759925889536, "expiration_time": 1765941264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 202, "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) |
---|