Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 665399.2269 | 690989.3823 | -25590.1554 | 75216.639 | 312409.6954 | -237193.0565 |
Total P&L (%) | 665.3992 | 690.9894 | -25.5902 | 75.2166 | 312.4097 | -237.1931 |
Avg Daily Profit (%) | 0.3195 | 0.3318 | -0.0123 | 0.0269 | 0.0681 | 0 |
Buy And Hold Return (%) | 116.4706 | 116.4706 | 116.4706 | 116.4706 | 116.4706 | 116.4706 |
Max Trade Drawdown | -166753 | -150924 | -44603 | -3967738 | -3846782 | -315588 |
Profit Factor | 2.0392 | 2.3762 | 0.8149 | 1.0116 | 1.0548 | 0.693 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 66 | 36 | 30 | 66 | 36 | 30 |
Losing Trades | 57 | 25 | 32 | 57 | 25 | 32 |
Profitability (%) | 53.6585 | 59.0164 | 48.3871 | 53.6585 | 59.0164 | 48.3871 |
Ratio Avg Win / Avg Loss | 1.7611 | 1.6502 | 0.8692 | 0.8737 | 0.7325 | 0.7392 |
Largest Winning Trade | 475640 | 475640 | 15385 | 3408263 | 3408263 | 113234 |
Largest Losing Trade | -63203 | -63203 | -20823 | -2529769 | -2529769 | -122221 |
Avg Bars in Trades | 191 | 375 | 10 | 191 | 375 | 10 |
Avg Bars in Winners | 159 | 281 | 13 | 159 | 281 | 13 |
Avg Bars in Losers | 229 | 511 | 8 | 229 | 511 | 8 |
Bars Traded | 23607 | 22930 | 677 | 23607 | 22930 | 677 |
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 | 463596 | -147532 | -735307 | -531277 | -427854 | -735307 |
{ "trading_pair": "ZIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579543200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758910552176, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 48, "offset": 4, "scalar": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 114, "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": [ [ 665399.2268727794, 690989.3823030883, -25590.1554303086, 75216.6389648941, 312409.6954435544, -237193.0564786606 ], [ 665.399227, 690.989382, -25.590155, 75.216639, 312.409695, -237.193056 ], [ 0.319519, 0.331808, -0.012288, 0.026935, 0.068059, 0 ], [ 116.470588, 116.470588, 116.470588, 116.470588, 116.470588, 116.470588 ], [ -166753, -150924, -44603, -3967738, -3846782, -315588 ], [ 2.039171, 2.376222, 0.814867, 1.011624, 1.054823, 0.692963 ], [ 123, 61, 62, 123, 61, 62 ], [ 66, 36, 30, 66, 36, 30 ], [ 57, 25, 32, 57, 25, 32 ], [ 53.658537, 59.016393, 48.387097, 53.658537, 59.016393, 48.387097 ], [ 1.761102, 1.650154, 0.869192, 0.873675, 0.732516, 0.73916 ], [ 475640, 475640, 15385, 3408263, 3408263, 113234 ], [ -63203, -63203, -20823, -2529769, -2529769, -122221 ], [ 191, 375, 10, 191, 375, 10 ], [ 159, 281, 13, 159, 281, 13 ], [ 229, 511, 8, 229, 511, 8 ], [ 23607, 22930, 677, 23607, 22930, 677 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 463596, -147532, -735307, -531277, -427854, -735307 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579543200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758910552176, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 48, "offset": 4, "scalar": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 114, "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) |
---|