Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 876046.1648 | 517877.2461 | 358168.9186 | 15800231.9736 | 3750154.5544 | 12050077.4192 |
Total P&L (%) | 876.0462 | 517.8772 | 358.1689 | 15800.232 | 3750.1546 | 12050.0774 |
Avg Daily Profit (%) | 0.4836 | 0.2859 | 0.1977 | 0.2802 | 0.2018 | 0.2653 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64887 | -78424 | -39205 | -18546673 | -16541736 | -7292064 |
Profit Factor | 2.2269 | 2.2747 | 2.1639 | 1.1918 | 1.088 | 1.3033 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 78 | 34 | 44 | 78 | 34 | 44 |
Losing Trades | 128 | 69 | 59 | 128 | 69 | 59 |
Profitability (%) | 37.8641 | 33.0097 | 42.7184 | 37.8641 | 33.0097 | 42.7184 |
Ratio Avg Win / Avg Loss | 3.6545 | 4.6163 | 2.9016 | 1.9558 | 2.208 | 1.7475 |
Largest Winning Trade | 303465 | 303465 | 52296 | 10635872 | 10635872 | 8672085 |
Largest Losing Trade | -28464 | -28464 | -21591 | -5025350 | -3894519 | -5025350 |
Avg Bars in Trades | 25 | 28 | 22 | 25 | 28 | 22 |
Avg Bars in Winners | 42 | 46 | 38 | 42 | 46 | 38 |
Avg Bars in Losers | 15 | 19 | 9 | 15 | 19 | 9 |
Bars Traded | 5244 | 2957 | 2287 | 5244 | 2957 | 2287 |
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 | 408127 | 233748 | 319843 | -3026 | -121190 | 251185 |
{ "trading_pair": "FIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5434, "evaluation_days": 1811.33, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1605340800000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759266774591, "expiration_time": 1763942976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 90, "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": [ [ 876046.1647551262, 517877.2461452038, 358168.9186099227, 15800231.97363946, 3750154.554414305, 12050077.419225153 ], [ 876.046165, 517.877246, 358.168919, 15800.231974, 3750.154554, 12050.077419 ], [ 0.483648, 0.28591, 0.197738, 0.280237, 0.201751, 0.265346 ], [ 10, 10, 10, 10, 10, 10 ], [ -64887, -78424, -39205, -18546673, -16541736, -7292064 ], [ 2.226932, 2.27469, 2.16388, 1.191845, 1.087984, 1.303251 ], [ 206, 103, 103, 206, 103, 103 ], [ 78, 34, 44, 78, 34, 44 ], [ 128, 69, 59, 128, 69, 59 ], [ 37.864078, 33.009709, 42.718447, 37.864078, 33.009709, 42.718447 ], [ 3.654452, 4.616283, 2.901567, 1.955848, 2.207968, 1.747541 ], [ 303465, 303465, 52296, 10635872, 10635872, 8672085 ], [ -28464, -28464, -21591, -5025350, -3894519, -5025350 ], [ 25, 28, 22, 25, 28, 22 ], [ 42, 46, 38, 42, 46, 38 ], [ 15, 19, 9, 15, 19, 9 ], [ 5244, 2957, 2287, 5244, 2957, 2287 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 408127, 233748, 319843, -3026, -121190, 251185 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5434, "evaluation_days": 1811.33, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1605340800000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759266774591, "expiration_time": 1763942976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 90, "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) |
---|