Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 754193.3373 | 628393.6814 | 125799.6559 | 884829.6 | 590094.1033 | 294735.4967 |
Total P&L (%) | 754.1933 | 628.3937 | 125.7997 | 884.8296 | 590.0941 | 294.7355 |
Avg Daily Profit (%) | 0.3109 | 0.2591 | 0.0519 | 0.0943 | 0.0797 | 0.0566 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123226 | -106338 | -185342 | -1476084 | -1140382 | -1168222 |
Profit Factor | 1.4063 | 1.7032 | 1.1307 | 1.0634 | 1.0847 | 1.0422 |
Total Trades | 526 | 263 | 263 | 526 | 263 | 263 |
Winning Trades | 189 | 90 | 99 | 189 | 90 | 99 |
Losing Trades | 337 | 173 | 164 | 337 | 173 | 164 |
Profitability (%) | 35.9316 | 34.2205 | 37.6426 | 35.9316 | 34.2205 | 37.6426 |
Ratio Avg Win / Avg Loss | 2.5075 | 3.274 | 1.873 | 1.8962 | 2.0851 | 1.7265 |
Largest Winning Trade | 317562 | 317562 | 51347 | 620164 | 620164 | 375831 |
Largest Losing Trade | -28247 | -18564 | -28247 | -418325 | -344531 | -418325 |
Avg Bars in Trades | 9 | 9 | 8 | 9 | 9 | 8 |
Avg Bars in Winners | 15 | 16 | 14 | 15 | 16 | 14 |
Avg Bars in Losers | 5 | 5 | 5 | 5 | 5 | 5 |
Bars Traded | 4794 | 2527 | 2267 | 4794 | 2527 | 2267 |
Profit Streak | 0 | 0 | 20.1671 | 0 | 0 | 20.1671 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301881 | 242344 | -202495 | -218660 | -217417 | -293431 |
{ "trading_pair": "ZIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4851, "evaluation_days": 2425.5, "actual_first_datapoint_time": 1550534400000, "first_datapoint_time": 1552392000000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760068833774, "expiration_time": 1766341296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 6, "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": [ [ 754193.3372878644, 628393.6813571949, 125799.6559306697, 884829.5999770587, 590094.1033235701, 294735.4966534878 ], [ 754.193337, 628.393681, 125.799656, 884.8296, 590.094103, 294.735497 ], [ 0.310943, 0.259078, 0.051865, 0.094347, 0.079671, 0.056625 ], [ 10, 10, 10, 10, 10, 10 ], [ -123226, -106338, -185342, -1476084, -1140382, -1168222 ], [ 1.406266, 1.703216, 1.13066, 1.063449, 1.084726, 1.042221 ], [ 526, 263, 263, 526, 263, 263 ], [ 189, 90, 99, 189, 90, 99 ], [ 337, 173, 164, 337, 173, 164 ], [ 35.931559, 34.220532, 37.642586, 35.931559, 34.220532, 37.642586 ], [ 2.50747, 3.27396, 1.873013, 1.896203, 2.085084, 1.726508 ], [ 317562, 317562, 51347, 620164, 620164, 375831 ], [ -28247, -18564, -28247, -418325, -344531, -418325 ], [ 9, 9, 8, 9, 9, 8 ], [ 15, 16, 14, 15, 16, 14 ], [ 5, 5, 5, 5, 5, 5 ], [ 4794, 2527, 2267, 4794, 2527, 2267 ], [ 0, 0, 20.167057, 0, 0, 20.167058 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 301881, 242344, -202495, -218660, -217417, -293431 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4851, "evaluation_days": 2425.5, "actual_first_datapoint_time": 1550534400000, "first_datapoint_time": 1552392000000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760068833774, "expiration_time": 1766341296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 6, "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) |
---|