Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 953424.9942 | 730589.0548 | 222835.9394 | 10751111.5485 | 2530575.0249 | 8220536.5236 |
Total P&L (%) | 953.425 | 730.5891 | 222.8359 | 10751.1115 | 2530.575 | 8220.5365 |
Avg Daily Profit (%) | 0.3939 | 0.3018 | 0.0921 | 0.1938 | 0.1352 | 0.1828 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121471 | -49619 | -127849 | -5109354 | -3522684 | -1860489 |
Profit Factor | 3.1261 | 4.5994 | 1.9078 | 1.7795 | 1.3302 | 2.3413 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 51.087 | 47.8261 | 54.3478 | 51.087 | 47.8261 | 54.3478 |
Ratio Avg Win / Avg Loss | 2.993 | 5.0176 | 1.6025 | 1.7038 | 1.4511 | 1.9667 |
Largest Winning Trade | 356992 | 356992 | 72908 | 4372282 | 2756421 | 4372282 |
Largest Losing Trade | -41859 | -24487 | -41859 | -1543562 | -1543562 | -1253220 |
Avg Bars in Trades | 152 | 130 | 174 | 152 | 130 | 174 |
Avg Bars in Winners | 239 | 201 | 272 | 239 | 201 | 272 |
Avg Bars in Losers | 62 | 66 | 57 | 62 | 66 | 57 |
Bars Traded | 14055 | 6024 | 8031 | 14055 | 6024 | 8031 |
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 | 577956 | 562943 | -65806 | 422848 | -12667 | 467527 |
{ "trading_pair": "ZIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14524, "evaluation_days": 2420.67, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1554609600000, "last_datapoint_time": 1759766400000, "evaluation_time": 1759772736546, "expiration_time": 1766040768000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 145, "offset": 136 } }, "second_band": { "type": "midprice", "factors": { "length": 33, "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": [ [ 953424.9941543611, 730589.0547741628, 222835.9393801981, 10751111.548475329, 2530575.0249014953, 8220536.523573833 ], [ 953.424994, 730.589055, 222.835939, 10751.111548, 2530.575025, 8220.536524 ], [ 0.393868, 0.301813, 0.092055, 0.193806, 0.135169, 0.182815 ], [ 10, 10, 10, 10, 10, 10 ], [ -121471, -49619, -127849, -5109354, -3522684, -1860489 ], [ 3.126065, 4.599435, 1.907784, 1.779498, 1.330214, 2.34127 ], [ 92, 46, 46, 92, 46, 46 ], [ 47, 22, 25, 47, 22, 25 ], [ 45, 24, 21, 45, 24, 21 ], [ 51.086957, 47.826087, 54.347826, 51.086957, 47.826087, 54.347826 ], [ 2.993041, 5.017565, 1.602538, 1.703774, 1.451143, 1.966667 ], [ 356992, 356992, 72908, 4372282, 2756421, 4372282 ], [ -41859, -24487, -41859, -1543562, -1543562, -1253220 ], [ 152, 130, 174, 152, 130, 174 ], [ 239, 201, 272, 239, 201, 272 ], [ 62, 66, 57, 62, 66, 57 ], [ 14055, 6024, 8031, 14055, 6024, 8031 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 577956, 562943, -65806, 422848, -12667, 467527 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14524, "evaluation_days": 2420.67, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1554609600000, "last_datapoint_time": 1759766400000, "evaluation_time": 1759772736546, "expiration_time": 1766040768000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 145, "offset": 136 } }, "second_band": { "type": "midprice", "factors": { "length": 33, "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) |
---|