Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 772216.1519 | 658970.0506 | 113246.1013 | 2793259.2875 | 136368.1072 | 2656891.1803 |
Total P&L (%) | 772.2162 | 658.9701 | 113.2461 | 2793.2593 | 136.3681 | 2656.8912 |
Avg Daily Profit (%) | 0.3707 | 0.3163 | 0.0544 | 0.1616 | 0.0413 | 0.1593 |
Buy And Hold Return (%) | 121.7039 | 121.7039 | 121.7039 | 121.7039 | 121.7039 | 121.7039 |
Max Trade Drawdown | -95017 | -86828 | -163996 | -5747739 | -5570373 | -3039215 |
Profit Factor | 1.385 | 1.659 | 1.1126 | 1.0525 | 1.0049 | 1.1036 |
Total Trades | 845 | 423 | 422 | 845 | 423 | 422 |
Winning Trades | 295 | 156 | 139 | 295 | 156 | 139 |
Losing Trades | 550 | 267 | 283 | 550 | 267 | 283 |
Profitability (%) | 34.9112 | 36.8794 | 32.9384 | 34.9112 | 36.8794 | 32.9384 |
Ratio Avg Win / Avg Loss | 2.5823 | 2.8394 | 2.2652 | 1.9622 | 1.72 | 2.2468 |
Largest Winning Trade | 266313 | 266313 | 42161 | 2115383 | 2115383 | 1113599 |
Largest Losing Trade | -23041 | -22348 | -23041 | -873792 | -873792 | -563872 |
Avg Bars in Trades | 29 | 30 | 28 | 29 | 30 | 28 |
Avg Bars in Winners | 55 | 55 | 54 | 55 | 55 | 54 |
Avg Bars in Losers | 15 | 15 | 16 | 15 | 15 | 16 |
Bars Traded | 24927 | 12735 | 12192 | 24927 | 12735 | 12192 |
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 | 345519 | 276117 | -386354 | -155184 | -483460 | -102512 |
{ "trading_pair": "ZIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579658400000, "first_datapoint_time": 1579939200000, "last_datapoint_time": 1759723200000, "evaluation_time": 1759727209258, "expiration_time": 1766203200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 244, "offset": 0, "std": 2.22348 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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": [ [ 772216.1518543338, 658970.0505800757, 113246.101274258, 2793259.2875219416, 136368.1071856433, 2656891.1803362938 ], [ 772.216152, 658.970051, 113.246101, 2793.259288, 136.368107, 2656.89118 ], [ 0.370664, 0.316306, 0.054358, 0.161649, 0.041299, 0.159328 ], [ 121.703854, 121.703854, 121.703854, 121.703854, 121.703854, 121.703854 ], [ -95017, -86828, -163996, -5747739, -5570373, -3039215 ], [ 1.385032, 1.658988, 1.112614, 1.052453, 1.004941, 1.103564 ], [ 845, 423, 422, 845, 423, 422 ], [ 295, 156, 139, 295, 156, 139 ], [ 550, 267, 283, 550, 267, 283 ], [ 34.911243, 36.879433, 32.938389, 34.911243, 36.879433, 32.938389 ], [ 2.582263, 2.839421, 2.265249, 1.962201, 1.719996, 2.246824 ], [ 266313, 266313, 42161, 2115383, 2115383, 1113599 ], [ -23041, -22348, -23041, -873792, -873792, -563872 ], [ 29, 30, 28, 29, 30, 28 ], [ 55, 55, 54, 55, 55, 54 ], [ 15, 15, 16, 15, 15, 16 ], [ 24927, 12735, 12192, 24927, 12735, 12192 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 345519, 276117, -386354, -155184, -483460, -102512 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579658400000, "first_datapoint_time": 1579939200000, "last_datapoint_time": 1759723200000, "evaluation_time": 1759727209258, "expiration_time": 1766203200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 244, "offset": 0, "std": 2.22348 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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) |
---|