Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 757530.5256 | 750227.9388 | 7302.5868 | 17776.1228 | 356043.1153 | -338266.9925 |
Total P&L (%) | 757.5305 | 750.2279 | 7.3026 | 17.7761 | 356.0431 | -338.267 |
Avg Daily Profit (%) | 0.3144 | 0.3114 | 0.003 | 0.0068 | 0.063 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149857 | -142221 | -119536 | -776735 | -527828 | -459369 |
Profit Factor | 2.335 | 4.0172 | 1.0229 | 1.0112 | 1.5185 | 0.6249 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 23 | 10 | 13 | 23 | 10 | 13 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 36.5079 | 32.2581 | 40.625 | 36.5079 | 32.2581 | 40.625 |
Ratio Avg Win / Avg Loss | 4.0609 | 8.436 | 1.495 | 1.7586 | 3.1889 | 0.9133 |
Largest Winning Trade | 746089 | 746089 | 71112 | 788788 | 788788 | 114449 |
Largest Losing Trade | -39832 | -38522 | -39832 | -250152 | -250152 | -245144 |
Avg Bars in Trades | 147 | 116 | 178 | 147 | 116 | 178 |
Avg Bars in Winners | 282 | 229 | 322 | 282 | 229 | 322 |
Avg Bars in Losers | 70 | 62 | 79 | 70 | 62 | 79 |
Bars Traded | 9318 | 3610 | 5708 | 9318 | 3610 | 5708 |
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 | -143062 | 328480 | -553549 | -555752 | -113211 | -584456 |
{ "trading_pair": "ZIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9637, "evaluation_days": 2409.25, "actual_first_datapoint_time": 1550556000000, "first_datapoint_time": 1555588800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758913024098, "expiration_time": 1764959976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 234, "offset": 0, "scalar": 5 } }, "second_band": { "type": "t3", "factors": { "length": 23, "offset": 0, "a": 0.66577 } } }
{ "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": [ [ 757530.5256407311, 750227.9388009273, 7302.5868398034, 17776.1227530629, 356043.1152869466, -338266.9925338833 ], [ 757.530526, 750.227939, 7.302587, 17.776123, 356.043115, -338.266993 ], [ 0.314426, 0.311395, 0.003031, 0.006791, 0.063003, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -149857, -142221, -119536, -776735, -527828, -459369 ], [ 2.335009, 4.017153, 1.022908, 1.011192, 1.51854, 0.624865 ], [ 63, 31, 32, 63, 31, 32 ], [ 23, 10, 13, 23, 10, 13 ], [ 40, 21, 19, 40, 21, 19 ], [ 36.507937, 32.258065, 40.625, 36.507937, 32.258065, 40.625 ], [ 4.060885, 8.436021, 1.495019, 1.758594, 3.188934, 0.913265 ], [ 746089, 746089, 71112, 788788, 788788, 114449 ], [ -39832, -38522, -39832, -250152, -250152, -245144 ], [ 147, 116, 178, 147, 116, 178 ], [ 282, 229, 322, 282, 229, 322 ], [ 70, 62, 79, 70, 62, 79 ], [ 9318, 3610, 5708, 9318, 3610, 5708 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -143062, 328480, -553549, -555752, -113211, -584456 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9637, "evaluation_days": 2409.25, "actual_first_datapoint_time": 1550556000000, "first_datapoint_time": 1555588800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758913024098, "expiration_time": 1764959976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 234, "offset": 0, "scalar": 5 } }, "second_band": { "type": "t3", "factors": { "length": 23, "offset": 0, "a": 0.66577 } } }
# | 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) |
---|