Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 829534.4722 | 703670.927 | 125863.5452 | 1029330.0873 | 290129.4457 | 739200.6416 |
Total P&L (%) | 829.5345 | 703.6709 | 125.8635 | 1029.3301 | 290.1294 | 739.2006 |
Avg Daily Profit (%) | 0.3437 | 0.2916 | 0.0522 | 0.1005 | 0.0564 | 0.0882 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108952 | -48812 | -105266 | -353375 | -417571 | -183683 |
Profit Factor | 2.5592 | 3.612 | 1.4792 | 1.4399 | 1.2318 | 1.6794 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 50.7042 | 48.5714 | 52.7778 | 50.7042 | 48.5714 | 52.7778 |
Ratio Avg Win / Avg Loss | 2.4881 | 3.8245 | 1.3235 | 1.3999 | 1.3042 | 1.5026 |
Largest Winning Trade | 468382 | 468382 | 45811 | 333259 | 311147 | 333259 |
Largest Losing Trade | -38489 | -36088 | -38489 | -237030 | -237030 | -183683 |
Avg Bars in Trades | 126 | 185 | 69 | 126 | 185 | 69 |
Avg Bars in Winners | 162 | 233 | 99 | 162 | 233 | 99 |
Avg Bars in Losers | 89 | 139 | 37 | 89 | 139 | 37 |
Bars Traded | 9005 | 6489 | 2516 | 9005 | 6489 | 2516 |
Profit Streak | 0 | 105.3063 | 0 | 0 | 105.3063 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -77041 | 561362 | -121735 | -148645 | -117916 | -71276 |
{ "trading_pair": "ZIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9654, "evaluation_days": 2413.5, "actual_first_datapoint_time": 1550556000000, "first_datapoint_time": 1555416000000, "last_datapoint_time": 1759082400000, "evaluation_time": 1759087260588, "expiration_time": 1765338192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 70, "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": [ [ 829534.4722003841, 703670.9269936604, 125863.5452067234, 1029330.0872938565, 290129.4456690248, 739200.6416248316 ], [ 829.534472, 703.670927, 125.863545, 1029.330087, 290.129446, 739.200642 ], [ 0.343706, 0.291556, 0.05215, 0.100494, 0.05642, 0.08818 ], [ 10, 10, 10, 10, 10, 10 ], [ -108952, -48812, -105266, -353375, -417571, -183683 ], [ 2.559152, 3.612022, 1.479215, 1.43992, 1.231773, 1.679393 ], [ 71, 35, 36, 71, 35, 36 ], [ 36, 17, 19, 36, 17, 19 ], [ 35, 18, 17, 35, 18, 17 ], [ 50.704225, 48.571429, 52.777778, 50.704225, 48.571429, 52.777778 ], [ 2.488064, 3.824494, 1.323508, 1.399922, 1.304231, 1.502615 ], [ 468382, 468382, 45811, 333259, 311147, 333259 ], [ -38489, -36088, -38489, -237030, -237030, -183683 ], [ 126, 185, 69, 126, 185, 69 ], [ 162, 233, 99, 162, 233, 99 ], [ 89, 139, 37, 89, 139, 37 ], [ 9005, 6489, 2516, 9005, 6489, 2516 ], [ 0, 105.306257, 0, 0, 105.306257, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -77041, 561362, -121735, -148645, -117916, -71276 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9654, "evaluation_days": 2413.5, "actual_first_datapoint_time": 1550556000000, "first_datapoint_time": 1555416000000, "last_datapoint_time": 1759082400000, "evaluation_time": 1759087260588, "expiration_time": 1765338192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 70, "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) |
---|