Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 766122.5914 | 681340.0111 | 84782.5804 | 465358.3122 | 325531.9402 | 139826.372 |
Total P&L (%) | 766.1226 | 681.34 | 84.7826 | 465.3583 | 325.5319 | 139.8264 |
Avg Daily Profit (%) | 0.316 | 0.281 | 0.035 | 0.0715 | 0.0597 | 0.0361 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114250 | -65299 | -96556 | -640910 | -476301 | -379445 |
Profit Factor | 2.7338 | 4.175 | 1.373 | 1.2146 | 1.303 | 1.1278 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 20 | 10 | 10 | 20 | 10 | 10 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 32.2581 | 32.2581 | 32.2581 | 32.2581 | 32.2581 | 32.2581 |
Ratio Avg Win / Avg Loss | 5.741 | 8.7674 | 2.8834 | 2.5506 | 2.7362 | 2.3684 |
Largest Winning Trade | 618321 | 618321 | 64176 | 745718 | 745718 | 283107 |
Largest Losing Trade | -33148 | -28853 | -33148 | -287170 | -167107 | -287170 |
Avg Bars in Trades | 74 | 48 | 100 | 74 | 48 | 100 |
Avg Bars in Winners | 176 | 100 | 252 | 176 | 100 | 252 |
Avg Bars in Losers | 26 | 24 | 27 | 26 | 24 | 27 |
Bars Traded | 4622 | 1517 | 3105 | 4622 | 1517 | 3105 |
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 | -151431 | 323301 | -151479 | -262510 | -118867 | -230459 |
{ "trading_pair": "ZIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4849, "evaluation_days": 2424.5, "actual_first_datapoint_time": 1550534400000, "first_datapoint_time": 1558699200000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759997296669, "expiration_time": 1766252304000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 7, "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": [ [ 766122.5914338093, 681340.0110676644, 84782.580366145, 465358.3122358327, 325531.9401921695, 139826.3720436631 ], [ 766.122591, 681.340011, 84.78258, 465.358312, 325.53194, 139.826372 ], [ 0.315992, 0.281023, 0.034969, 0.071475, 0.059749, 0.036086 ], [ 10, 10, 10, 10, 10, 10 ], [ -114250, -65299, -96556, -640910, -476301, -379445 ], [ 2.733829, 4.174958, 1.373049, 1.214592, 1.302955, 1.127807 ], [ 62, 31, 31, 62, 31, 31 ], [ 20, 10, 10, 20, 10, 10 ], [ 42, 21, 21, 42, 21, 21 ], [ 32.258065, 32.258065, 32.258065, 32.258065, 32.258065, 32.258065 ], [ 5.741042, 8.767411, 2.883403, 2.550644, 2.736206, 2.368394 ], [ 618321, 618321, 64176, 745718, 745718, 283107 ], [ -33148, -28853, -33148, -287170, -167107, -287170 ], [ 74, 48, 100, 74, 48, 100 ], [ 176, 100, 252, 176, 100, 252 ], [ 26, 24, 27, 26, 24, 27 ], [ 4622, 1517, 3105, 4622, 1517, 3105 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -151431, 323301, -151479, -262510, -118867, -230459 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4849, "evaluation_days": 2424.5, "actual_first_datapoint_time": 1550534400000, "first_datapoint_time": 1558699200000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759997296669, "expiration_time": 1766252304000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 7, "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) |
---|