Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 896789.3809 | 683599.0598 | 213190.3211 | 8288949.0889 | 247539.6912 | 8041409.3977 |
Total P&L (%) | 896.7894 | 683.5991 | 213.1903 | 8288.9491 | 247.5397 | 8041.4094 |
Avg Daily Profit (%) | 0.371 | 0.2828 | 0.0882 | 0.1834 | 0.0516 | 0.1822 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111767 | -57683 | -113465 | -8101625 | -5045784 | -3279476 |
Profit Factor | 2.413 | 3.0082 | 1.7245 | 1.3678 | 1.017 | 2.0053 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 50 | 21 | 29 | 50 | 21 | 29 |
Losing Trades | 92 | 50 | 42 | 92 | 50 | 42 |
Profitability (%) | 35.2113 | 29.5775 | 40.8451 | 35.2113 | 29.5775 | 40.8451 |
Ratio Avg Win / Avg Loss | 4.44 | 7.1623 | 2.4976 | 2.5167 | 2.4215 | 2.9043 |
Largest Winning Trade | 349100 | 349100 | 69233 | 5056496 | 4537054 | 5056496 |
Largest Losing Trade | -19987 | -19987 | -18410 | -1651912 | -1651912 | -1234199 |
Avg Bars in Trades | 66 | 51 | 81 | 66 | 51 | 81 |
Avg Bars in Winners | 139 | 111 | 160 | 139 | 111 | 160 |
Avg Bars in Losers | 26 | 26 | 26 | 26 | 26 | 26 |
Bars Traded | 9423 | 3635 | 5788 | 9423 | 3635 | 5788 |
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 | 313975 | -82106 | -162449 | 148676 | -421356 | -78822 |
{ "trading_pair": "ZIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9668, "evaluation_days": 2417, "actual_first_datapoint_time": 1550556000000, "first_datapoint_time": 1553860800000, "last_datapoint_time": 1759384800000, "evaluation_time": 1759403019613, "expiration_time": 1765649664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 32, "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": [ [ 896789.380903525, 683599.0598178317, 213190.3210856935, 8288949.088916589, 247539.6911835382, 8041409.397733055 ], [ 896.789381, 683.59906, 213.190321, 8288.949089, 247.539691, 8041.409398 ], [ 0.371034, 0.28283, 0.088205, 0.183432, 0.051553, 0.182191 ], [ 10, 10, 10, 10, 10, 10 ], [ -111767, -57683, -113465, -8101625, -5045784, -3279476 ], [ 2.41302, 3.008152, 1.724522, 1.367761, 1.017024, 2.005337 ], [ 142, 71, 71, 142, 71, 71 ], [ 50, 21, 29, 50, 21, 29 ], [ 92, 50, 42, 92, 50, 42 ], [ 35.211268, 29.577465, 40.84507, 35.211268, 29.577465, 40.84507 ], [ 4.439957, 7.162268, 2.497584, 2.516681, 2.421487, 2.904282 ], [ 349100, 349100, 69233, 5056496, 4537054, 5056496 ], [ -19987, -19987, -18410, -1651912, -1651912, -1234199 ], [ 66, 51, 81, 66, 51, 81 ], [ 139, 111, 160, 139, 111, 160 ], [ 26, 26, 26, 26, 26, 26 ], [ 9423, 3635, 5788, 9423, 3635, 5788 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 313975, -82106, -162449, 148676, -421356, -78822 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9668, "evaluation_days": 2417, "actual_first_datapoint_time": 1550556000000, "first_datapoint_time": 1553860800000, "last_datapoint_time": 1759384800000, "evaluation_time": 1759403019613, "expiration_time": 1765649664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 32, "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) |
---|