Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1166175.4262 | 985580.4607 | 180594.9656 | 1616696.427 | 1519051.5841 | 97644.8429 |
Total P&L (%) | 1166.1754 | 985.5805 | 180.595 | 1616.6964 | 1519.0516 | 97.6448 |
Avg Daily Profit (%) | 0.5039 | 0.4259 | 0.078 | 0.1229 | 0.1204 | 0.0294 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156299 | -121089 | -210130 | -5393871 | -3997126 | -1614557 |
Profit Factor | 1.7034 | 2.2466 | 1.2082 | 1.0987 | 1.1847 | 1.012 |
Total Trades | 390 | 195 | 195 | 390 | 195 | 195 |
Winning Trades | 194 | 83 | 111 | 194 | 83 | 111 |
Losing Trades | 196 | 112 | 84 | 196 | 112 | 84 |
Profitability (%) | 49.7436 | 42.5641 | 56.9231 | 49.7436 | 42.5641 | 56.9231 |
Ratio Avg Win / Avg Loss | 1.721 | 3.0316 | 0.9143 | 1.11 | 1.5986 | 0.7658 |
Largest Winning Trade | 510481 | 510481 | 62210 | 3607131 | 3607131 | 872680 |
Largest Losing Trade | -56666 | -41189 | -56666 | -1076056 | -1076056 | -981951 |
Avg Bars in Trades | 35 | 32 | 38 | 35 | 32 | 38 |
Avg Bars in Winners | 45 | 43 | 46 | 45 | 43 | 46 |
Avg Bars in Losers | 25 | 23 | 27 | 25 | 23 | 27 |
Bars Traded | 13814 | 6302 | 7512 | 13814 | 6302 | 7512 |
Profit Streak | 11.7323 | 11.7323 | 12.2323 | 11.7323 | 11.7323 | 12.2323 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 608048 | 448050 | -88923 | -137474 | -49915 | -360602 |
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13886, "evaluation_days": 2314.33, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1560297600000, "last_datapoint_time": 1759334400000, "evaluation_time": 1759340069650, "expiration_time": 1765333152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 24, "offset": 42 } }, "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": [ [ 1166175.42623696, 985580.460676359, 180594.965560602, 1616696.4270318395, 1519051.5841272797, 97644.8429045615 ], [ 1166.175426, 985.580461, 180.594966, 1616.696427, 1519.051584, 97.644843 ], [ 0.503893, 0.42586, 0.078033, 0.122918, 0.120385, 0.029443 ], [ 10, 10, 10, 10, 10, 10 ], [ -156299, -121089, -210130, -5393871, -3997126, -1614557 ], [ 1.703415, 2.246611, 1.208234, 1.098659, 1.184705, 1.011962 ], [ 390, 195, 195, 390, 195, 195 ], [ 194, 83, 111, 194, 83, 111 ], [ 196, 112, 84, 196, 112, 84 ], [ 49.74359, 42.564103, 56.923077, 49.74359, 42.564103, 56.923077 ], [ 1.720975, 3.031572, 0.914339, 1.109985, 1.598639, 0.765809 ], [ 510481, 510481, 62210, 3607131, 3607131, 872680 ], [ -56666, -41189, -56666, -1076056, -1076056, -981951 ], [ 35, 32, 38, 35, 32, 38 ], [ 45, 43, 46, 45, 43, 46 ], [ 25, 23, 27, 25, 23, 27 ], [ 13814, 6302, 7512, 13814, 6302, 7512 ], [ 11.732287, 11.732287, 12.232287, 11.732288, 11.732288, 12.232288 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 608048, 448050, -88923, -137474, -49915, -360602 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13886, "evaluation_days": 2314.33, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1560297600000, "last_datapoint_time": 1759334400000, "evaluation_time": 1759340069650, "expiration_time": 1765333152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 24, "offset": 42 } }, "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) |
---|