Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 745883.1558 | 497412.2559 | 248470.8999 | 1815887.2694 | -1045708.4941 | 2861595.7635 |
Total P&L (%) | 745.8832 | 497.4123 | 248.4709 | 1815.8873 | -1045.7085 | 2861.5958 |
Avg Daily Profit (%) | 0.4098 | 0.2733 | 0.1365 | 0.1623 | 0 | 0.1863 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77333 | -76076 | -43570 | -2671832 | -2807005 | -1625490 |
Profit Factor | 2.8425 | 2.9036 | 2.7313 | 1.1639 | 0.8446 | 1.6572 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 39 | 23 | 16 | 39 | 23 | 16 |
Profitability (%) | 45.8333 | 36.1111 | 55.5556 | 45.8333 | 36.1111 | 55.5556 |
Ratio Avg Win / Avg Loss | 3.3593 | 5.1372 | 2.185 | 1.3755 | 1.4943 | 1.3258 |
Largest Winning Trade | 500848 | 500848 | 64183 | 1406711 | 1030423 | 1406711 |
Largest Losing Trade | -27090 | -27090 | -23593 | -988280 | -988280 | -841190 |
Avg Bars in Trades | 73 | 68 | 79 | 73 | 68 | 79 |
Avg Bars in Winners | 121 | 130 | 116 | 121 | 130 | 116 |
Avg Bars in Losers | 32 | 32 | 32 | 32 | 32 | 32 |
Bars Traded | 5302 | 2453 | 2849 | 5302 | 2453 | 2849 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -70141 | 301964 | -4879 | -117971 | -584514 | 383990 |
{ "trading_pair": "FIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5461, "evaluation_days": 1820.33, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1605254400000, "last_datapoint_time": 1760025600000, "evaluation_time": 1760057809956, "expiration_time": 1764743904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 87, "offset": 0, "a": 0.75916 } }, "second_band": { "type": "zlma", "factors": { "length": 29, "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": [ [ 745883.1558354524, 497412.2559143293, 248470.8999211232, 1815887.2693609775, -1045708.4940919098, 2861595.763452888 ], [ 745.883156, 497.412256, 248.4709, 1815.887269, -1045.708494, 2861.595763 ], [ 0.409752, 0.273254, 0.136498, 0.162342, 0, 0.186311 ], [ 10, 10, 10, 10, 10, 10 ], [ -77333, -76076, -43570, -2671832, -2807005, -1625490 ], [ 2.84252, 2.903624, 2.731271, 1.163853, 0.844581, 1.657213 ], [ 72, 36, 36, 72, 36, 36 ], [ 33, 13, 20, 33, 13, 20 ], [ 39, 23, 16, 39, 23, 16 ], [ 45.833333, 36.111111, 55.555556, 45.833333, 36.111111, 55.555556 ], [ 3.359341, 5.137181, 2.185017, 1.375462, 1.494258, 1.32577 ], [ 500848, 500848, 64183, 1406711, 1030423, 1406711 ], [ -27090, -27090, -23593, -988280, -988280, -841190 ], [ 73, 68, 79, 73, 68, 79 ], [ 121, 130, 116, 121, 130, 116 ], [ 32, 32, 32, 32, 32, 32 ], [ 5302, 2453, 2849, 5302, 2453, 2849 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -70141, 301964, -4879, -117971, -584514, 383990 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5461, "evaluation_days": 1820.33, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1605254400000, "last_datapoint_time": 1760025600000, "evaluation_time": 1760057809956, "expiration_time": 1764743904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 87, "offset": 0, "a": 0.75916 } }, "second_band": { "type": "zlma", "factors": { "length": 29, "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) |
---|