Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 629974.0675 | 544129.725 | 85844.3424 | 326183.7956 | 1079195.6731 | -753011.8774 |
Total P&L (%) | 629.9741 | 544.1297 | 85.8443 | 326.1838 | 1079.1957 | -753.0119 |
Avg Daily Profit (%) | 0.2616 | 0.2259 | 0.0356 | 0.0602 | 0.1025 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168405 | -124733 | -144385 | -1292708 | -668266 | -1215792 |
Profit Factor | 1.415 | 1.6624 | 1.1232 | 1.0533 | 1.3695 | 0.7646 |
Total Trades | 361 | 181 | 180 | 361 | 181 | 180 |
Winning Trades | 161 | 82 | 79 | 161 | 82 | 79 |
Losing Trades | 200 | 99 | 101 | 200 | 99 | 101 |
Profitability (%) | 44.5983 | 45.3039 | 43.8889 | 44.5983 | 45.3039 | 43.8889 |
Ratio Avg Win / Avg Loss | 1.7577 | 2.007 | 1.436 | 1.3085 | 1.6535 | 0.9775 |
Largest Winning Trade | 229477 | 229477 | 53574 | 635121 | 635121 | 187430 |
Largest Losing Trade | -29636 | -24763 | -29636 | -376129 | -179578 | -376129 |
Avg Bars in Trades | 39 | 37 | 41 | 39 | 37 | 41 |
Avg Bars in Winners | 52 | 47 | 58 | 52 | 47 | 58 |
Avg Bars in Losers | 28 | 29 | 27 | 28 | 29 | 27 |
Bars Traded | 14267 | 6819 | 7448 | 14267 | 6819 | 7448 |
Profit Streak | 0 | 0 | 7.3191 | 0 | 0 | 7.3191 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368932 | 359066 | -231580 | -274629 | -55538 | -582086 |
{ "trading_pair": "ZIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14451, "evaluation_days": 2408.5, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1552737600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758872371418, "expiration_time": 1764958032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 210, "offset": 0, "multiplier": 2.55257 } } }
{ "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": [ [ 629974.0674515328, 544129.7250307892, 85844.3424207437, 326183.7956291004, 1079195.673055838, -753011.8774267375 ], [ 629.974067, 544.129725, 85.844342, 326.183796, 1079.195673, -753.011877 ], [ 0.261563, 0.225921, 0.035642, 0.060209, 0.102499, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -168405, -124733, -144385, -1292708, -668266, -1215792 ], [ 1.414961, 1.662393, 1.123217, 1.053308, 1.369538, 0.764574 ], [ 361, 181, 180, 361, 181, 180 ], [ 161, 82, 79, 161, 82, 79 ], [ 200, 99, 101, 200, 99, 101 ], [ 44.598338, 45.303867, 43.888889, 44.598338, 45.303867, 43.888889 ], [ 1.757715, 2.007035, 1.436011, 1.308457, 1.653466, 0.977493 ], [ 229477, 229477, 53574, 635121, 635121, 187430 ], [ -29636, -24763, -29636, -376129, -179578, -376129 ], [ 39, 37, 41, 39, 37, 41 ], [ 52, 47, 58, 52, 47, 58 ], [ 28, 29, 27, 28, 29, 27 ], [ 14267, 6819, 7448, 14267, 6819, 7448 ], [ 0, 0, 7.319113, 0, 0, 7.319114 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 368932, 359066, -231580, -274629, -55538, -582086 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14451, "evaluation_days": 2408.5, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1552737600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758872371418, "expiration_time": 1764958032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 210, "offset": 0, "multiplier": 2.55257 } } }
# | 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) |
---|