Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 751916.9899 | 682232.1574 | 69684.8325 | 242613.2977 | -52722.1249 | 295335.4226 |
Total P&L (%) | 751.917 | 682.2322 | 69.6848 | 242.6133 | -52.7221 | 295.3354 |
Avg Daily Profit (%) | 0.3113 | 0.2824 | 0.0288 | 0.051 | -0.031 | 0.0569 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189231 | -126704 | -83870 | -3137541 | -2229779 | -1369296 |
Profit Factor | 2.2353 | 2.9705 | 1.2655 | 1.0425 | 0.9839 | 1.1208 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 50.6173 | 45 | 56.0976 | 50.6173 | 45 | 56.0976 |
Ratio Avg Win / Avg Loss | 2.1808 | 3.6306 | 0.9904 | 1.017 | 1.2025 | 0.8771 |
Largest Winning Trade | 482829 | 482829 | 56355 | 1023434 | 1023434 | 663288 |
Largest Losing Trade | -48178 | -44868 | -48178 | -1133191 | -815635 | -1133191 |
Avg Bars in Trades | 83 | 123 | 44 | 83 | 123 | 44 |
Avg Bars in Winners | 102 | 170 | 50 | 102 | 170 | 50 |
Avg Bars in Losers | 63 | 85 | 37 | 63 | 85 | 37 |
Bars Traded | 6767 | 4939 | 1828 | 6767 | 4939 | 1828 |
Profit Streak | 0 | 229.7885 | 0 | 0 | 229.7885 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -2954 | 499635 | -155332 | -314840 | -579647 | -205416 |
{ "trading_pair": "ZIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7247, "evaluation_days": 2415.67, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1554422400000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759258528226, "expiration_time": 1765509408000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 225, "offset": 0, "std": 3.77482 } } }
{ "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": [ [ 751916.9899002195, 682232.1574355458, 69684.8324646738, 242613.2977224388, -52722.124883578, 295335.4226060162 ], [ 751.91699, 682.232157, 69.684832, 242.613298, -52.722125, 295.335423 ], [ 0.311266, 0.282419, 0.028847, 0.05099, -0.031006, 0.056918 ], [ 10, 10, 10, 10, 10, 10 ], [ -189231, -126704, -83870, -3137541, -2229779, -1369296 ], [ 2.235318, 2.970526, 1.265502, 1.042458, 0.983873, 1.120788 ], [ 81, 40, 41, 81, 40, 41 ], [ 41, 18, 23, 41, 18, 23 ], [ 40, 22, 18, 40, 22, 18 ], [ 50.617284, 45, 56.097561, 50.617284, 45, 56.097561 ], [ 2.180798, 3.630643, 0.990393, 1.017032, 1.202511, 0.877139 ], [ 482829, 482829, 56355, 1023434, 1023434, 663288 ], [ -48178, -44868, -48178, -1133191, -815635, -1133191 ], [ 83, 123, 44, 83, 123, 44 ], [ 102, 170, 50, 102, 170, 50 ], [ 63, 85, 37, 63, 85, 37 ], [ 6767, 4939, 1828, 6767, 4939, 1828 ], [ 0, 229.788521, 0, 0, 229.788521, 0 ], [ 0, 4, 0, 0, 4, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -2954, 499635, -155332, -314840, -579647, -205416 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7247, "evaluation_days": 2415.67, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1554422400000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759258528226, "expiration_time": 1765509408000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 225, "offset": 0, "std": 3.77482 } } }
# | 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) |
---|