Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 991493.3769 | 728263.9918 | 263229.3851 | 25836336.5676 | 4898658.5645 | 20937678.0031 |
Total P&L (%) | 991.4934 | 728.264 | 263.2294 | 25836.3366 | 4898.6586 | 20937.678 |
Avg Daily Profit (%) | 0.4111 | 0.302 | 0.1091 | 0.2307 | 0.1623 | 0.222 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75840 | -76202 | -82510 | -17973399 | -10527706 | -8523561 |
Profit Factor | 2.8174 | 3.5151 | 2.0282 | 1.5696 | 1.1932 | 2.047 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 73 | 40 | 33 | 73 | 40 | 33 |
Profitability (%) | 37.069 | 31.0345 | 43.1034 | 37.069 | 31.0345 | 43.1034 |
Ratio Avg Win / Avg Loss | 4.783 | 7.8113 | 2.6773 | 2.6647 | 2.6515 | 2.7021 |
Largest Winning Trade | 285778 | 285778 | 69181 | 14508450 | 12745404 | 14508450 |
Largest Losing Trade | -21937 | -21937 | -15187 | -4836510 | -3078297 | -4836510 |
Avg Bars in Trades | 60 | 45 | 76 | 60 | 45 | 76 |
Avg Bars in Winners | 121 | 90 | 143 | 121 | 90 | 143 |
Avg Bars in Losers | 25 | 24 | 26 | 25 | 24 | 26 |
Bars Traded | 7066 | 2613 | 4453 | 7066 | 2613 | 4453 |
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 | 377970 | -172093 | -226158 | 231207 | -186918 | -170620 |
{ "trading_pair": "ZIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7235, "evaluation_days": 2411.67, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1554595200000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758912898509, "expiration_time": 1765153440000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.09884, "nc": 0.1 } } }
{ "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": [ [ 991493.3768887827, 728263.9917646945, 263229.3851240877, 25836336.567644473, 4898658.564520737, 20937678.003123734 ], [ 991.493377, 728.263992, 263.229385, 25836.336568, 4898.658565, 20937.678003 ], [ 0.411123, 0.301975, 0.109148, 0.230738, 0.162333, 0.222039 ], [ 10, 10, 10, 10, 10, 10 ], [ -75840, -76202, -82510, -17973399, -10527706, -8523561 ], [ 2.817391, 3.515079, 2.028242, 1.569628, 1.193173, 2.047013 ], [ 116, 58, 58, 116, 58, 58 ], [ 43, 18, 25, 43, 18, 25 ], [ 73, 40, 33, 73, 40, 33 ], [ 37.068966, 31.034483, 43.103448, 37.068966, 31.034483, 43.103448 ], [ 4.783013, 7.811287, 2.677279, 2.664718, 2.651495, 2.702057 ], [ 285778, 285778, 69181, 14508450, 12745404, 14508450 ], [ -21937, -21937, -15187, -4836510, -3078297, -4836510 ], [ 60, 45, 76, 60, 45, 76 ], [ 121, 90, 143, 121, 90, 143 ], [ 25, 24, 26, 25, 24, 26 ], [ 7066, 2613, 4453, 7066, 2613, 4453 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 377970, -172093, -226158, 231207, -186918, -170620 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7235, "evaluation_days": 2411.67, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1554595200000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758912898509, "expiration_time": 1765153440000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.09884, "nc": 0.1 } } }
# | 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) |
---|