Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 782807.3425 | 644398.3363 | 138409.0062 | 1827418.7491 | -809381.3201 | 2636800.0692 |
Total P&L (%) | 782.8073 | 644.3983 | 138.409 | 1827.4187 | -809.3813 | 2636.8001 |
Avg Daily Profit (%) | 0.3242 | 0.2669 | 0.0573 | 0.1226 | 0 | 0.1371 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113018 | -84066 | -91838 | -5331909 | -4142398 | -2400634 |
Profit Factor | 2.3489 | 3.1741 | 1.4875 | 1.1397 | 0.8943 | 1.4859 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 33 | 12 | 21 | 33 | 12 | 21 |
Losing Trades | 55 | 32 | 23 | 55 | 32 | 23 |
Profitability (%) | 37.5 | 27.2727 | 47.7273 | 37.5 | 27.2727 | 47.7273 |
Ratio Avg Win / Avg Loss | 3.9149 | 8.4642 | 1.6292 | 1.8995 | 2.3848 | 1.6274 |
Largest Winning Trade | 269346 | 269346 | 70854 | 1934015 | 1934015 | 1628269 |
Largest Losing Trade | -36832 | -24014 | -36832 | -923840 | -923840 | -717522 |
Avg Bars in Trades | 159 | 137 | 182 | 159 | 137 | 182 |
Avg Bars in Winners | 300 | 313 | 292 | 300 | 313 | 292 |
Avg Bars in Losers | 75 | 71 | 81 | 75 | 71 | 81 |
Bars Traded | 14059 | 6040 | 8019 | 14059 | 6040 | 8019 |
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 | 322079 | -5064 | -114864 | -99315 | -597739 | -8021 |
{ "trading_pair": "ZIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14488, "evaluation_days": 2414.67, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1553256000000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759261358057, "expiration_time": 1765506816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 13, "offset": 0, "a": 0.64422 } } }
{ "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": [ [ 782807.3424521543, 644398.3362868149, 138409.006165339, 1827418.7491232452, -809381.3200779891, 2636800.069201234 ], [ 782.807342, 644.398336, 138.409006, 1827.418749, -809.38132, 2636.800069 ], [ 0.324188, 0.266868, 0.05732, 0.122608, 0, 0.137147 ], [ 10, 10, 10, 10, 10, 10 ], [ -113018, -84066, -91838, -5331909, -4142398, -2400634 ], [ 2.348949, 3.174076, 1.487513, 1.139672, 0.894289, 1.485855 ], [ 88, 44, 44, 88, 44, 44 ], [ 33, 12, 21, 33, 12, 21 ], [ 55, 32, 23, 55, 32, 23 ], [ 37.5, 27.272727, 47.727273, 37.5, 27.272727, 47.727273 ], [ 3.914915, 8.464202, 1.629181, 1.899453, 2.384769, 1.627365 ], [ 269346, 269346, 70854, 1934015, 1934015, 1628269 ], [ -36832, -24014, -36832, -923840, -923840, -717522 ], [ 159, 137, 182, 159, 137, 182 ], [ 300, 313, 292, 300, 313, 292 ], [ 75, 71, 81, 75, 71, 81 ], [ 14059, 6040, 8019, 14059, 6040, 8019 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 322079, -5064, -114864, -99315, -597739, -8021 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14488, "evaluation_days": 2414.67, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1553256000000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759261358057, "expiration_time": 1765506816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 13, "offset": 0, "a": 0.64422 } } }
# | 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) |
---|