Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 352412.3092 | 232659.2758 | 119753.0334 | 217106.8005 | 19359.2693 | 197747.5312 |
Total P&L (%) | 352.4123 | 232.6593 | 119.753 | 217.1068 | 19.3593 | 197.7475 |
Avg Daily Profit (%) | 0.1692 | 0.1117 | 0.0575 | 0.0554 | 0.0085 | 0.0524 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140241 | -118435 | -62498 | -698448 | -586271 | -309072 |
Profit Factor | 1.4033 | 1.517 | 1.2826 | 1.0775 | 1.0128 | 1.153 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 111 | 54 | 57 | 111 | 54 | 57 |
Losing Trades | 89 | 46 | 43 | 89 | 46 | 43 |
Profitability (%) | 55.5 | 54 | 57 | 55.5 | 54 | 57 |
Ratio Avg Win / Avg Loss | 1.1252 | 1.2922 | 0.9676 | 0.8639 | 0.8628 | 0.8698 |
Largest Winning Trade | 106822 | 106822 | 44714 | 235604 | 235604 | 230298 |
Largest Losing Trade | -37694 | -27119 | -37694 | -172753 | -172753 | -123388 |
Avg Bars in Trades | 121 | 103 | 140 | 121 | 103 | 140 |
Avg Bars in Winners | 136 | 101 | 169 | 136 | 101 | 169 |
Avg Bars in Losers | 103 | 104 | 102 | 103 | 104 | 102 |
Bars Traded | 24387 | 10304 | 14083 | 24387 | 10304 | 14083 |
Profit Streak | 0 | 0 | 50.0437 | 0 | 0 | 50.0437 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353982 | -42262 | -116668 | -254124 | -396646 | -175723 |
{ "trading_pair": "XTZ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579356000000, "first_datapoint_time": 1581048000000, "last_datapoint_time": 1759420800000, "evaluation_time": 1759424572945, "expiration_time": 1765900800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 236, "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": [ [ 352412.3092093072, 232659.275788363, 119753.0334209445, 217106.8004865904, 19359.2692756941, 197747.5312108958 ], [ 352.412309, 232.659276, 119.753033, 217.1068, 19.359269, 197.747531 ], [ 0.169158, 0.111677, 0.057482, 0.055411, 0.008495, 0.052385 ], [ 10, 10, 10, 10, 10, 10 ], [ -140241, -118435, -62498, -698448, -586271, -309072 ], [ 1.403331, 1.516975, 1.282626, 1.077486, 1.012829, 1.15295 ], [ 200, 100, 100, 200, 100, 100 ], [ 111, 54, 57, 111, 54, 57 ], [ 89, 46, 43, 89, 46, 43 ], [ 55.5, 54, 57, 55.5, 54, 57 ], [ 1.125193, 1.292238, 0.967595, 0.86393, 0.86278, 0.869769 ], [ 106822, 106822, 44714, 235604, 235604, 230298 ], [ -37694, -27119, -37694, -172753, -172753, -123388 ], [ 121, 103, 140, 121, 103, 140 ], [ 136, 101, 169, 136, 101, 169 ], [ 103, 104, 102, 103, 104, 102 ], [ 24387, 10304, 14083, 24387, 10304, 14083 ], [ 0, 0, 50.043668, 0, 0, 50.043668 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 353982, -42262, -116668, -254124, -396646, -175723 ] ] }
{ "trading_pair": "XTZ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579356000000, "first_datapoint_time": 1581048000000, "last_datapoint_time": 1759420800000, "evaluation_time": 1759424572945, "expiration_time": 1765900800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 236, "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) |
---|