Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 848492.3126 | 669665.3995 | 178826.9131 | 2461320.1601 | 959815.2968 | 1501504.8633 |
Total P&L (%) | 848.4923 | 669.6654 | 178.8269 | 2461.3202 | 959.8153 | 1501.5049 |
Avg Daily Profit (%) | 0.3515 | 0.2774 | 0.0741 | 0.1345 | 0.0979 | 0.115 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115699 | -96097 | -154714 | -2864329 | -2363470 | -1467626 |
Profit Factor | 1.9837 | 2.5274 | 1.4217 | 1.1845 | 1.1329 | 1.2455 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 68 | 27 | 41 | 68 | 27 | 41 |
Losing Trades | 83 | 49 | 34 | 83 | 49 | 34 |
Profitability (%) | 45.0331 | 35.5263 | 54.6667 | 45.0331 | 35.5263 | 54.6667 |
Ratio Avg Win / Avg Loss | 2.4213 | 4.5868 | 1.1789 | 1.4458 | 2.056 | 1.0328 |
Largest Winning Trade | 279871 | 279871 | 51359 | 1525219 | 1525219 | 996885 |
Largest Losing Trade | -41211 | -23954 | -41211 | -679723 | -679723 | -586922 |
Avg Bars in Trades | 94 | 84 | 105 | 94 | 84 | 105 |
Avg Bars in Winners | 145 | 150 | 141 | 145 | 150 | 141 |
Avg Bars in Losers | 53 | 47 | 61 | 53 | 47 | 61 |
Bars Traded | 14289 | 6403 | 7886 | 14289 | 6403 | 7886 |
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 | 430614 | -41569 | -149269 | -31810 | -190240 | -95414 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 37, "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": [ [ 848492.3125967873, 669665.3995399353, 178826.9130568524, 2461320.1601109803, 959815.2967727487, 1501504.8633382316 ], [ 848.492313, 669.6654, 178.826913, 2461.32016, 959.815297, 1501.504863 ], [ 0.351536, 0.277447, 0.074089, 0.134454, 0.097852, 0.114975 ], [ 10, 10, 10, 10, 10, 10 ], [ -115699, -96097, -154714, -2864329, -2363470, -1467626 ], [ 1.983735, 2.527435, 1.421665, 1.184522, 1.132893, 1.245487 ], [ 151, 76, 75, 151, 76, 75 ], [ 68, 27, 41, 68, 27, 41 ], [ 83, 49, 34, 83, 49, 34 ], [ 45.033113, 35.526316, 54.666667, 45.033113, 35.526316, 54.666667 ], [ 2.421323, 4.586827, 1.178942, 1.445814, 2.055991, 1.032843 ], [ 279871, 279871, 51359, 1525219, 1525219, 996885 ], [ -41211, -23954, -41211, -679723, -679723, -586922 ], [ 94, 84, 105, 94, 84, 105 ], [ 145, 150, 141, 145, 150, 141 ], [ 53, 47, 61, 53, 47, 61 ], [ 14289, 6403, 7886, 14289, 6403, 7886 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 430614, -41569, -149269, -31810, -190240, -95414 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14482, "evaluation_days": 2413.67, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1552248000000, "last_datapoint_time": 1759161600000, "evaluation_time": 1759172530510, "expiration_time": 1765417824000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 37, "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) |
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