Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 714958.7864 | 677327.8063 | 37630.9801 | 428993.6075 | 1095140.6879 | -666147.0805 |
Total P&L (%) | 714.9588 | 677.3278 | 37.631 | 428.9936 | 1095.1407 | -666.1471 |
Avg Daily Profit (%) | 0.3433 | 0.3252 | 0.0181 | 0.08 | 0.1192 | 0 |
Buy And Hold Return (%) | 105.5866 | 105.5866 | 105.5866 | 105.5866 | 105.5866 | 105.5866 |
Max Trade Drawdown | -197942 | -130094 | -177697 | -4017859 | -2724424 | -1846051 |
Profit Factor | 1.3259 | 1.6328 | 1.0335 | 1.0138 | 1.071 | 0.9577 |
Total Trades | 974 | 487 | 487 | 974 | 487 | 487 |
Winning Trades | 365 | 161 | 204 | 365 | 161 | 204 |
Losing Trades | 609 | 326 | 283 | 609 | 326 | 283 |
Profitability (%) | 37.4743 | 33.0595 | 41.8891 | 37.4743 | 33.0595 | 41.8891 |
Ratio Avg Win / Avg Loss | 2.2123 | 3.3062 | 1.4337 | 1.6915 | 2.1686 | 1.3286 |
Largest Winning Trade | 272972 | 272972 | 40657 | 1906945 | 1906945 | 528066 |
Largest Losing Trade | -26231 | -26231 | -24262 | -562796 | -561682 | -562796 |
Avg Bars in Trades | 25 | 33 | 17 | 25 | 33 | 17 |
Avg Bars in Winners | 38 | 61 | 20 | 38 | 61 | 20 |
Avg Bars in Losers | 17 | 19 | 15 | 17 | 19 | 15 |
Bars Traded | 24834 | 16162 | 8672 | 24834 | 16162 | 8672 |
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 | 394447 | 259605 | -519058 | -292060 | -179383 | -579998 |
{ "trading_pair": "ZIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579356000000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758887474576, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 88, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 6, "offset": 196, "std": 2.74306 } } }
{ "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": [ [ 714958.7863910634, 677327.8063008428, 37630.9800902197, 428993.6074572671, 1095140.687932108, -666147.0804748391 ], [ 714.958786, 677.327806, 37.63098, 428.993607, 1095.140688, -666.14708 ], [ 0.343318, 0.325247, 0.01807, 0.080023, 0.119199, 0 ], [ 105.586592, 105.586592, 105.586592, 105.586592, 105.586592, 105.586592 ], [ -197942, -130094, -177697, -4017859, -2724424, -1846051 ], [ 1.325902, 1.6328, 1.033497, 1.013761, 1.07099, 0.957701 ], [ 974, 487, 487, 974, 487, 487 ], [ 365, 161, 204, 365, 161, 204 ], [ 609, 326, 283, 609, 326, 283 ], [ 37.474333, 33.059548, 41.889117, 37.474333, 33.059548, 41.889117 ], [ 2.212259, 3.306166, 1.433724, 1.691453, 2.168589, 1.328575 ], [ 272972, 272972, 40657, 1906945, 1906945, 528066 ], [ -26231, -26231, -24262, -562796, -561682, -562796 ], [ 25, 33, 17, 25, 33, 17 ], [ 38, 61, 20, 38, 61, 20 ], [ 17, 19, 15, 17, 19, 15 ], [ 24834, 16162, 8672, 24834, 16162, 8672 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 394447, 259605, -519058, -292060, -179383, -579998 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579356000000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758887474576, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 88, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 6, "offset": 196, "std": 2.74306 } } }
# | 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) |
---|