Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 587967.8071 | 622018.9144 | -34051.1073 | 83844.6775 | 775884.445 | -692039.7675 |
Total P&L (%) | 587.9678 | 622.0189 | -34.0511 | 83.8447 | 775.8844 | -692.0398 |
Avg Daily Profit (%) | 0.2341 | 0.2476 | -0.0136 | 0.0242 | 0.0864 | 0 |
Buy And Hold Return (%) | 239.9161 | 239.9161 | 239.9161 | 239.9161 | 239.9161 | 239.9161 |
Max Trade Drawdown | -165503 | -60721 | -152670 | -1156847 | -523555 | -1214873 |
Profit Factor | 1.8747 | 3.4025 | 0.9176 | 1.0187 | 1.4579 | 0.7525 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 47.561 | 48.7805 | 46.3415 | 47.561 | 48.7805 | 46.3415 |
Ratio Avg Win / Avg Loss | 2.067 | 3.5726 | 1.0625 | 1.1232 | 1.5308 | 0.8713 |
Largest Winning Trade | 272655 | 272655 | 60250 | 549745 | 549745 | 363630 |
Largest Losing Trade | -66468 | -32583 | -66468 | -572737 | -319411 | -572737 |
Avg Bars in Trades | 118 | 125 | 110 | 118 | 125 | 110 |
Avg Bars in Winners | 149 | 142 | 157 | 149 | 142 | 157 |
Avg Bars in Losers | 89 | 110 | 70 | 89 | 110 | 70 |
Bars Traded | 9710 | 5160 | 4550 | 9710 | 5160 | 4550 |
Profit Streak | 137.0023 | 137.0023 | 232.5023 | 137.0023 | 137.0023 | 232.5023 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -371 | 417951 | -579525 | -534617 | -77756 | -581192 |
{ "trading_pair": "ETC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10047, "evaluation_days": 2511.75, "actual_first_datapoint_time": 1543104000000, "first_datapoint_time": 1547618400000, "last_datapoint_time": 1760119200000, "evaluation_time": 1760141000513, "expiration_time": 1766629656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 107, "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": [ [ 587967.8071154873, 622018.9143811944, -34051.1072657071, 83844.6775068257, 775884.4450013862, -692039.7674945608 ], [ 587.967807, 622.018914, -34.051107, 83.844678, 775.884445, -692.039767 ], [ 0.234087, 0.247644, -0.013557, 0.024246, 0.086434, 0 ], [ 239.916134, 239.916134, 239.916134, 239.916134, 239.916134, 239.916134 ], [ -165503, -60721, -152670, -1156847, -523555, -1214873 ], [ 1.874685, 3.402451, 0.917611, 1.018673, 1.457937, 0.752484 ], [ 82, 41, 41, 82, 41, 41 ], [ 39, 20, 19, 39, 20, 19 ], [ 43, 21, 22, 43, 21, 22 ], [ 47.560976, 48.780488, 46.341463, 47.560976, 48.780488, 46.341463 ], [ 2.066961, 3.572574, 1.062496, 1.123152, 1.530834, 0.871297 ], [ 272655, 272655, 60250, 549745, 549745, 363630 ], [ -66468, -32583, -66468, -572737, -319411, -572737 ], [ 118, 125, 110, 118, 125, 110 ], [ 149, 142, 157, 149, 142, 157 ], [ 89, 110, 70, 89, 110, 70 ], [ 9710, 5160, 4550, 9710, 5160, 4550 ], [ 137.002321, 137.002321, 232.502321, 137.002321, 137.002321, 232.502321 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -371, 417951, -579525, -534617, -77756, -581192 ] ] }
{ "trading_pair": "ETC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10047, "evaluation_days": 2511.75, "actual_first_datapoint_time": 1543104000000, "first_datapoint_time": 1547618400000, "last_datapoint_time": 1760119200000, "evaluation_time": 1760141000513, "expiration_time": 1766629656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 107, "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) |
---|