Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 961768.0331 | 852690.3379 | 109077.6951 | 1806414.7849 | 1370131.4336 | 436283.3512 |
Total P&L (%) | 961.768 | 852.6903 | 109.0777 | 1806.4148 | 1370.1314 | 436.2834 |
Avg Daily Profit (%) | 0.4153 | 0.3682 | 0.0471 | 0.1274 | 0.1161 | 0.0726 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121680 | -159328 | -225904 | -982003 | -486887 | -1129763 |
Profit Factor | 2.0667 | 3.0506 | 1.2245 | 1.411 | 1.6575 | 1.1887 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 82 | 39 | 43 | 82 | 39 | 43 |
Losing Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Profitability (%) | 56.1644 | 53.4247 | 58.9041 | 56.1644 | 53.4247 | 58.9041 |
Ratio Avg Win / Avg Loss | 1.613 | 2.6595 | 0.8543 | 1.1012 | 1.445 | 0.8293 |
Largest Winning Trade | 267521 | 267521 | 62954 | 532801 | 532801 | 427020 |
Largest Losing Trade | -72762 | -56448 | -72762 | -505864 | -379799 | -505864 |
Avg Bars in Trades | 59 | 68 | 51 | 59 | 68 | 51 |
Avg Bars in Winners | 74 | 80 | 70 | 74 | 80 | 70 |
Avg Bars in Losers | 40 | 54 | 25 | 40 | 54 | 25 |
Bars Traded | 8737 | 4967 | 3770 | 8737 | 4967 | 3770 |
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 | 539727 | -55933 | -202572 | -20608 | -106745 | -181184 |
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9263, "evaluation_days": 2315.75, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1564596000000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759426043259, "expiration_time": 1765408824000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 244, "offset": 0 } }, "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": [ [ 961768.0330731343, 852690.3379372703, 109077.6951358635, 1806414.7848774306, 1370131.4336294874, 436283.3512479427 ], [ 961.768033, 852.690338, 109.077695, 1806.414785, 1370.131434, 436.283351 ], [ 0.415316, 0.368213, 0.047103, 0.127375, 0.116139, 0.072551 ], [ 10, 10, 10, 10, 10, 10 ], [ -121680, -159328, -225904, -982003, -486887, -1129763 ], [ 2.066716, 3.050611, 1.224535, 1.410958, 1.657457, 1.188734 ], [ 146, 73, 73, 146, 73, 73 ], [ 82, 39, 43, 82, 39, 43 ], [ 64, 34, 30, 64, 34, 30 ], [ 56.164384, 53.424658, 58.90411, 56.164384, 53.424658, 58.90411 ], [ 1.613047, 2.659507, 0.854327, 1.101236, 1.444962, 0.829349 ], [ 267521, 267521, 62954, 532801, 532801, 427020 ], [ -72762, -56448, -72762, -505864, -379799, -505864 ], [ 59, 68, 51, 59, 68, 51 ], [ 74, 80, 70, 74, 80, 70 ], [ 40, 54, 25, 40, 54, 25 ], [ 8737, 4967, 3770, 8737, 4967, 3770 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 539727, -55933, -202572, -20608, -106745, -181184 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9263, "evaluation_days": 2315.75, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1564596000000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759426043259, "expiration_time": 1765408824000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 244, "offset": 0 } }, "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) |
---|