Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 771983.963 | 640086.137 | 131897.826 | 1731878.2572 | 3322326.0594 | -1590447.8022 |
Total P&L (%) | 771.984 | 640.0861 | 131.8978 | 1731.8783 | 3322.3261 | -1590.4478 |
Avg Daily Profit (%) | 0.3203 | 0.2656 | 0.0547 | 0.1207 | 0.1467 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151761 | -116601 | -133941 | -6742814 | -4205786 | -3918626 |
Profit Factor | 1.8049 | 2.4314 | 1.2577 | 1.0723 | 1.2931 | 0.8739 |
Total Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Winning Trades | 75 | 40 | 35 | 75 | 40 | 35 |
Losing Trades | 86 | 41 | 45 | 86 | 41 | 45 |
Profitability (%) | 46.5839 | 49.3827 | 43.75 | 46.5839 | 49.3827 | 43.75 |
Ratio Avg Win / Avg Loss | 2.0696 | 2.4922 | 1.617 | 1.2296 | 1.3254 | 1.1236 |
Largest Winning Trade | 277351 | 277351 | 71659 | 2934934 | 2934934 | 2682189 |
Largest Losing Trade | -44665 | -40764 | -44665 | -3041926 | -2575813 | -3041926 |
Avg Bars in Trades | 29 | 25 | 33 | 29 | 25 | 33 |
Avg Bars in Winners | 40 | 30 | 50 | 40 | 30 | 50 |
Avg Bars in Losers | 20 | 19 | 21 | 20 | 19 | 21 |
Bars Traded | 4769 | 2053 | 2716 | 4769 | 2053 | 2716 |
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 | 442176 | 47184 | -140786 | -172608 | -8667 | -601000 |
{ "trading_pair": "ZIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4820, "evaluation_days": 2410, "actual_first_datapoint_time": 1550534400000, "first_datapoint_time": 1552305600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759043953476, "expiration_time": 1764961920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 17, "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": [ [ 771983.9630177135, 640086.1370467766, 131897.8259709371, 1731878.2571810812, 3322326.0594046074, -1590447.8022235243 ], [ 771.983963, 640.086137, 131.897826, 1731.878257, 3322.326059, -1590.447802 ], [ 0.320325, 0.265596, 0.054729, 0.120734, 0.146701, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -151761, -116601, -133941, -6742814, -4205786, -3918626 ], [ 1.804904, 2.43137, 1.257655, 1.072306, 1.293051, 0.873924 ], [ 161, 81, 80, 161, 81, 80 ], [ 75, 40, 35, 75, 40, 35 ], [ 86, 41, 45, 86, 41, 45 ], [ 46.583851, 49.382716, 43.75, 46.583851, 49.382716, 43.75 ], [ 2.069623, 2.492154, 1.616985, 1.229578, 1.325377, 1.123617 ], [ 277351, 277351, 71659, 2934934, 2934934, 2682189 ], [ -44665, -40764, -44665, -3041926, -2575813, -3041926 ], [ 29, 25, 33, 29, 25, 33 ], [ 40, 30, 50, 40, 30, 50 ], [ 20, 19, 21, 20, 19, 21 ], [ 4769, 2053, 2716, 4769, 2053, 2716 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 442176, 47184, -140786, -172608, -8667, -601000 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4820, "evaluation_days": 2410, "actual_first_datapoint_time": 1550534400000, "first_datapoint_time": 1552305600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759043953476, "expiration_time": 1764961920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 17, "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) |
---|