Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 958842.133 | 793205.2068 | 165636.9262 | 5194246.5456 | -1076888.6744 | 6271135.22 |
Total P&L (%) | 958.8421 | 793.2052 | 165.6369 | 5194.2465 | -1076.8887 | 6271.1352 |
Avg Daily Profit (%) | 0.4603 | 0.3808 | 0.0795 | 0.1907 | 0 | 0.1996 |
Buy And Hold Return (%) | 42.0981 | 42.0981 | 42.0981 | 42.0981 | 42.0981 | 42.0981 |
Max Trade Drawdown | -109780 | -98407 | -76088 | -8756356 | -7507689 | -4178045 |
Profit Factor | 2.3882 | 3.0905 | 1.5321 | 1.1383 | 0.9515 | 1.4084 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 54 | 20 | 34 | 54 | 20 | 34 |
Losing Trades | 82 | 48 | 34 | 82 | 48 | 34 |
Profitability (%) | 39.7059 | 29.4118 | 50 | 39.7059 | 29.4118 | 50 |
Ratio Avg Win / Avg Loss | 3.6265 | 7.4171 | 1.5321 | 1.7285 | 2.2837 | 1.4084 |
Largest Winning Trade | 308942 | 308942 | 50411 | 5177844 | 5177844 | 3905401 |
Largest Losing Trade | -25892 | -25892 | -23069 | -2493886 | -1936694 | -2493886 |
Avg Bars in Trades | 180 | 161 | 198 | 180 | 161 | 198 |
Avg Bars in Winners | 291 | 307 | 282 | 291 | 307 | 282 |
Avg Bars in Losers | 106 | 100 | 115 | 106 | 100 | 115 |
Bars Traded | 24487 | 10979 | 13508 | 24487 | 10979 | 13508 |
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 | 402064 | -104341 | -195641 | -63019 | -697828 | -100399 |
{ "trading_pair": "ZIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 2083.25, "actual_first_datapoint_time": 1579154400000, "first_datapoint_time": 1581040800000, "last_datapoint_time": 1759212000000, "evaluation_time": 1759214152741, "expiration_time": 1765691740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 249, "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": [ [ 958842.1329929226, 793205.2068074546, 165636.9261854683, 5194246.545616994, -1076888.6744169302, 6271135.220033924 ], [ 958.842133, 793.205207, 165.636926, 5194.246546, -1076.888674, 6271.13522 ], [ 0.460263, 0.380754, 0.079509, 0.190711, 0, 0.199616 ], [ 42.098093, 42.098093, 42.098093, 42.098093, 42.098093, 42.098093 ], [ -109780, -98407, -76088, -8756356, -7507689, -4178045 ], [ 2.388157, 3.090452, 1.532101, 1.138256, 0.951526, 1.408433 ], [ 136, 68, 68, 136, 68, 68 ], [ 54, 20, 34, 54, 20, 34 ], [ 82, 48, 34, 82, 48, 34 ], [ 39.705882, 29.411765, 50, 39.705882, 29.411765, 50 ], [ 3.626461, 7.417084, 1.532101, 1.728463, 2.283662, 1.408433 ], [ 308942, 308942, 50411, 5177844, 5177844, 3905401 ], [ -25892, -25892, -23069, -2493886, -1936694, -2493886 ], [ 180, 161, 198, 180, 161, 198 ], [ 291, 307, 282, 291, 307, 282 ], [ 106, 100, 115, 106, 100, 115 ], [ 24487, 10979, 13508, 24487, 10979, 13508 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 402064, -104341, -195641, -63019, -697828, -100399 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 2083.25, "actual_first_datapoint_time": 1579154400000, "first_datapoint_time": 1581040800000, "last_datapoint_time": 1759212000000, "evaluation_time": 1759214152741, "expiration_time": 1765691740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 249, "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) |
---|