Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1040412.0207 | 795086.9245 | 245325.0962 | 15914092.9296 | 3780074.4176 | 12134018.5121 |
Total P&L (%) | 1040.412 | 795.0869 | 245.3251 | 15914.0929 | 3780.0744 | 12134.0185 |
Avg Daily Profit (%) | 0.4313 | 0.3296 | 0.1017 | 0.2106 | 0.1518 | 0.1995 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80347 | -61318 | -62201 | -16937173 | -11516260 | -7295404 |
Profit Factor | 2.6267 | 3.4065 | 1.7935 | 1.2292 | 1.0993 | 1.3871 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
Losing Trades | 74 | 40 | 34 | 74 | 40 | 34 |
Profitability (%) | 39.8374 | 34.4262 | 45.1613 | 39.8374 | 34.4262 | 45.1613 |
Ratio Avg Win / Avg Loss | 3.9669 | 6.4885 | 2.1778 | 1.8564 | 2.0939 | 1.6843 |
Largest Winning Trade | 348447 | 348447 | 71054 | 8441042 | 8441042 | 7940645 |
Largest Losing Trade | -27819 | -27819 | -26808 | -7295404 | -4877820 | -7295404 |
Avg Bars in Trades | 57 | 51 | 62 | 57 | 51 | 62 |
Avg Bars in Winners | 99 | 87 | 108 | 99 | 87 | 108 |
Avg Bars in Losers | 28 | 32 | 24 | 28 | 32 | 24 |
Bars Traded | 7026 | 3133 | 3893 | 7026 | 3133 | 3893 |
Profit Streak | 29.8924 | 0 | 35.8924 | 29.8924 | 0 | 35.8924 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 429787 | -152354 | -209328 | 208998 | -270590 | -145758 |
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{ "first_band": { "type": "midprice", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 12, "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": [ [ 1040412.0206777034, 795086.9245173912, 245325.0961603126, 15914092.929636523, 3780074.4175530463, 12134018.512083476 ], [ 1040.412021, 795.086925, 245.325096, 15914.09293, 3780.074418, 12134.018512 ], [ 0.431289, 0.329593, 0.101696, 0.210643, 0.151771, 0.199459 ], [ 10, 10, 10, 10, 10, 10 ], [ -80347, -61318, -62201, -16937173, -11516260, -7295404 ], [ 2.626718, 3.406479, 1.793463, 1.229236, 1.099286, 1.387055 ], [ 123, 61, 62, 123, 61, 62 ], [ 49, 21, 28, 49, 21, 28 ], [ 74, 40, 34, 74, 40, 34 ], [ 39.837398, 34.42623, 45.16129, 39.837398, 34.42623, 45.16129 ], [ 3.966881, 6.488531, 2.177776, 1.856397, 2.093878, 1.684281 ], [ 348447, 348447, 71054, 8441042, 8441042, 7940645 ], [ -27819, -27819, -26808, -7295404, -4877820, -7295404 ], [ 57, 51, 62, 57, 51, 62 ], [ 99, 87, 108, 99, 87, 108 ], [ 28, 32, 24, 28, 32, 24 ], [ 7026, 3133, 3893, 7026, 3133, 3893 ], [ 29.892435, 0, 35.892435, 29.892435, 0, 35.892435 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 429787, -152354, -209328, 208998, -270590, -145758 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7237, "evaluation_days": 2412.33, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1552694400000, "last_datapoint_time": 1758960000000, "evaluation_time": 1758979506352, "expiration_time": 1765212768000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 12, "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) |
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