Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 709387.5408 | 422070.0546 | 287317.4862 | 2783571.9201 | -884782.7638 | 3668354.6839 |
Total P&L (%) | 709.3875 | 422.0701 | 287.3175 | 2783.5719 | -884.7828 | 3668.3547 |
Avg Daily Profit (%) | 0.3892 | 0.2315 | 0.1576 | 0.1846 | 0 | 0.1993 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105460 | -110520 | -36761 | -3145580 | -3315196 | -1010099 |
Profit Factor | 2.1633 | 2.0018 | 2.5242 | 1.1978 | 0.9059 | 1.7856 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 55 | 19 | 36 | 55 | 19 | 36 |
Losing Trades | 65 | 41 | 24 | 65 | 41 | 24 |
Profitability (%) | 45.8333 | 31.6667 | 60 | 45.8333 | 31.6667 | 60 |
Ratio Avg Win / Avg Loss | 2.5566 | 4.3196 | 1.6828 | 1.4156 | 1.9548 | 1.1904 |
Largest Winning Trade | 253835 | 253835 | 65222 | 2039354 | 2039354 | 1497312 |
Largest Losing Trade | -29055 | -29055 | -26832 | -1180955 | -1180955 | -737093 |
Avg Bars in Trades | 87 | 102 | 73 | 87 | 102 | 73 |
Avg Bars in Winners | 115 | 162 | 90 | 115 | 162 | 90 |
Avg Bars in Losers | 64 | 74 | 48 | 64 | 74 | 48 |
Bars Traded | 10553 | 6120 | 4433 | 10553 | 6120 | 4433 |
Profit Streak | 0 | 0 | 37.4916 | 0 | 0 | 37.4916 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 448846 | -164893 | -155268 | 131923 | -754587 | -157032 |
{ "trading_pair": "FIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10937, "evaluation_days": 1822.83, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1605729600000, "last_datapoint_time": 1760256000000, "evaluation_time": 1760269677697, "expiration_time": 1764980784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 28, "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": [ [ 709387.5407617157, 422070.0545694923, 287317.4861922233, 2783571.920053075, -884782.763824804, 3668354.683877879 ], [ 709.387541, 422.070055, 287.317486, 2783.57192, -884.782764, 3668.354684 ], [ 0.389168, 0.231547, 0.157622, 0.184588, 0, 0.199297 ], [ 10, 10, 10, 10, 10, 10 ], [ -105460, -110520, -36761, -3145580, -3315196, -1010099 ], [ 2.163264, 2.00177, 2.524225, 1.197807, 0.905899, 1.785571 ], [ 120, 60, 60, 120, 60, 60 ], [ 55, 19, 36, 55, 19, 36 ], [ 65, 41, 24, 65, 41, 24 ], [ 45.833333, 31.666667, 60, 45.833333, 31.666667, 60 ], [ 2.556584, 4.319608, 1.682816, 1.41559, 1.954835, 1.190381 ], [ 253835, 253835, 65222, 2039354, 2039354, 1497312 ], [ -29055, -29055, -26832, -1180955, -1180955, -737093 ], [ 87, 102, 73, 87, 102, 73 ], [ 115, 162, 90, 115, 162, 90 ], [ 64, 74, 48, 64, 74, 48 ], [ 10553, 6120, 4433, 10553, 6120, 4433 ], [ 0, 0, 37.49164, 0, 0, 37.49164 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 448846, -164893, -155268, 131923, -754587, -157032 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10937, "evaluation_days": 1822.83, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1605729600000, "last_datapoint_time": 1760256000000, "evaluation_time": 1760269677697, "expiration_time": 1764980784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 28, "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) |
---|