Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 998319.811 | 893894.6636 | 104425.1474 | 565833.5849 | 829470.1288 | -263636.5439 |
Total P&L (%) | 998.3198 | 893.8947 | 104.4251 | 565.8336 | 829.4701 | -263.6365 |
Avg Daily Profit (%) | 0.4114 | 0.3684 | 0.043 | 0.0782 | 0.0919 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158764 | -100330 | -164386 | -3186547 | -2640949 | -2203609 |
Profit Factor | 1.99 | 2.6154 | 1.2295 | 1.0398 | 1.1055 | 0.9586 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 108 | 56 | 52 | 108 | 56 | 52 |
Profitability (%) | 35.7143 | 33.3333 | 38.0952 | 35.7143 | 33.3333 | 38.0952 |
Ratio Avg Win / Avg Loss | 3.5819 | 5.2308 | 1.9979 | 1.8716 | 2.211 | 1.5577 |
Largest Winning Trade | 580695 | 580695 | 56367 | 1376266 | 1376266 | 950237 |
Largest Losing Trade | -51461 | -51461 | -50383 | -1086260 | -1086260 | -749029 |
Avg Bars in Trades | 42 | 44 | 39 | 42 | 44 | 39 |
Avg Bars in Winners | 74 | 79 | 70 | 74 | 79 | 70 |
Avg Bars in Losers | 23 | 27 | 20 | 23 | 27 | 20 |
Bars Traded | 7077 | 3770 | 3307 | 7077 | 3770 | 3307 |
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 | 322195 | 275537 | -139625 | -268530 | -180015 | -582959 |
{ "trading_pair": "ZIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7280, "evaluation_days": 2426.67, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1555516800000, "last_datapoint_time": 1760198400000, "evaluation_time": 1760215123367, "expiration_time": 1766488320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 173, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 27, "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": [ [ 998319.8110396827, 893894.6636193164, 104425.1474203679, 565833.5849112496, 829470.1288446872, -263636.5439334374 ], [ 998.319811, 893.894664, 104.425147, 565.833585, 829.470129, -263.636544 ], [ 0.411395, 0.368363, 0.043032, 0.078157, 0.091915, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -158764, -100330, -164386, -3186547, -2640949, -2203609 ], [ 1.989962, 2.615422, 1.22946, 1.039765, 1.105498, 0.958594 ], [ 168, 84, 84, 168, 84, 84 ], [ 60, 28, 32, 60, 28, 32 ], [ 108, 56, 52, 108, 56, 52 ], [ 35.714286, 33.333333, 38.095238, 35.714286, 33.333333, 38.095238 ], [ 3.581932, 5.230844, 1.997872, 1.871576, 2.210995, 1.557715 ], [ 580695, 580695, 56367, 1376266, 1376266, 950237 ], [ -51461, -51461, -50383, -1086260, -1086260, -749029 ], [ 42, 44, 39, 42, 44, 39 ], [ 74, 79, 70, 74, 79, 70 ], [ 23, 27, 20, 23, 27, 20 ], [ 7077, 3770, 3307, 7077, 3770, 3307 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 322195, 275537, -139625, -268530, -180015, -582959 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7280, "evaluation_days": 2426.67, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1555516800000, "last_datapoint_time": 1760198400000, "evaluation_time": 1760215123367, "expiration_time": 1766488320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 173, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 27, "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) |
---|