Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 499627.8553 | 309694.9496 | 189932.9057 | 1126233.9059 | 518848.6563 | 607385.2496 |
Total P&L (%) | 499.6279 | 309.695 | 189.9329 | 1126.2339 | 518.8487 | 607.3853 |
Avg Daily Profit (%) | 0.2752 | 0.1706 | 0.1046 | 0.1381 | 0.1004 | 0.1078 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99724 | -30360 | -91743 | -1065441 | -296790 | -1037234 |
Profit Factor | 2.3197 | 3.9043 | 1.6984 | 1.2858 | 1.4626 | 1.2155 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 40.2985 | 41.1765 | 39.3939 | 40.2985 | 41.1765 | 39.3939 |
Ratio Avg Win / Avg Loss | 3.4366 | 5.5775 | 2.6129 | 1.9049 | 2.0894 | 1.87 |
Largest Winning Trade | 219774 | 219774 | 71235 | 562467 | 260526 | 562467 |
Largest Losing Trade | -36998 | -11595 | -36998 | -445611 | -149054 | -445611 |
Avg Bars in Trades | 300 | 64 | 544 | 300 | 64 | 544 |
Avg Bars in Winners | 628 | 112 | 1184 | 628 | 112 | 1184 |
Avg Bars in Losers | 79 | 30 | 127 | 79 | 30 | 127 |
Bars Traded | 20136 | 2180 | 17956 | 20136 | 2180 | 17956 |
Profit Streak | 0 | 0 | 79.6953 | 0 | 0 | 79.6953 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -112369 | 392842 | -53708 | -132146 | -59738 | -51563 |
{ "trading_pair": "FIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21789, "evaluation_days": 1815.75, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1604347200000, "last_datapoint_time": 1759694400000, "evaluation_time": 1759696872723, "expiration_time": 1765342108800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 219, "offset": 0, "scalar": 5 } }, "second_band": { "type": "zlma", "factors": { "length": 62, "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": [ [ 499627.8552637895, 309694.9495510398, 189932.9057127495, 1126233.9058949181, 518848.6563445234, 607385.2495503952 ], [ 499.627855, 309.69495, 189.932906, 1126.233906, 518.848656, 607.38525 ], [ 0.275163, 0.17056, 0.104603, 0.138139, 0.100433, 0.107804 ], [ 10, 10, 10, 10, 10, 10 ], [ -99724, -30360, -91743, -1065441, -296790, -1037234 ], [ 2.319705, 3.904282, 1.698394, 1.285835, 1.46259, 1.215497 ], [ 67, 34, 33, 67, 34, 33 ], [ 27, 14, 13, 27, 14, 13 ], [ 40, 20, 20, 40, 20, 20 ], [ 40.298507, 41.176471, 39.393939, 40.298507, 41.176471, 39.393939 ], [ 3.4366, 5.577546, 2.612914, 1.904941, 2.089415, 1.869995 ], [ 219774, 219774, 71235, 562467, 260526, 562467 ], [ -36998, -11595, -36998, -445611, -149054, -445611 ], [ 300, 64, 544, 300, 64, 544 ], [ 628, 112, 1184, 628, 112, 1184 ], [ 79, 30, 127, 79, 30, 127 ], [ 20136, 2180, 17956, 20136, 2180, 17956 ], [ 0, 0, 79.695286, 0, 0, 79.695286 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -112369, 392842, -53708, -132146, -59738, -51563 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21789, "evaluation_days": 1815.75, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1604347200000, "last_datapoint_time": 1759694400000, "evaluation_time": 1759696872723, "expiration_time": 1765342108800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 219, "offset": 0, "scalar": 5 } }, "second_band": { "type": "zlma", "factors": { "length": 62, "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) |
---|