Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 753000.6112 | 650861.5799 | 102139.0313 | 606144.4058 | 496238.1399 | 109906.2659 |
Total P&L (%) | 753.0006 | 650.8616 | 102.139 | 606.1444 | 496.2381 | 109.9063 |
Avg Daily Profit (%) | 0.3119 | 0.2696 | 0.0423 | 0.081 | 0.074 | 0.0307 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102330 | -96958 | -94215 | -1554067 | -1857371 | -959260 |
Profit Factor | 1.8994 | 2.4179 | 1.2701 | 1.069 | 1.0995 | 1.0289 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Losing Trades | 84 | 45 | 39 | 84 | 45 | 39 |
Profitability (%) | 38.2353 | 33.8235 | 42.6471 | 38.2353 | 33.8235 | 42.6471 |
Ratio Avg Win / Avg Loss | 3.0682 | 4.7306 | 1.708 | 1.7268 | 2.1513 | 1.3837 |
Largest Winning Trade | 304475 | 304475 | 60787 | 1231275 | 1231275 | 705020 |
Largest Losing Trade | -29777 | -28836 | -29777 | -616440 | -616440 | -447933 |
Avg Bars in Trades | 34 | 28 | 40 | 34 | 28 | 40 |
Avg Bars in Winners | 58 | 46 | 67 | 58 | 46 | 67 |
Avg Bars in Losers | 19 | 18 | 20 | 19 | 18 | 20 |
Bars Traded | 4677 | 1912 | 2765 | 4677 | 1912 | 2765 |
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 | 301877 | -102231 | -247697 | -232157 | -319556 | -452906 |
{ "trading_pair": "ZIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4828, "evaluation_days": 2414, "actual_first_datapoint_time": 1550534400000, "first_datapoint_time": 1555156800000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759101071495, "expiration_time": 1765317888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 80, "offset": 16 } }, "second_band": { "type": "zlma", "factors": { "length": 108, "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": [ [ 753000.6111540878, 650861.5798744919, 102139.031279596, 606144.4058079668, 496238.1398917126, 109906.2659162534 ], [ 753.000611, 650.86158, 102.139031, 606.144406, 496.23814, 109.906266 ], [ 0.311931, 0.26962, 0.042311, 0.081004, 0.07399, 0.030721 ], [ 10, 10, 10, 10, 10, 10 ], [ -102330, -96958, -94215, -1554067, -1857371, -959260 ], [ 1.899363, 2.41785, 1.270058, 1.068962, 1.099531, 1.028894 ], [ 136, 68, 68, 136, 68, 68 ], [ 52, 23, 29, 52, 23, 29 ], [ 84, 45, 39, 84, 45, 39 ], [ 38.235294, 33.823529, 42.647059, 38.235294, 33.823529, 42.647059 ], [ 3.068201, 4.730576, 1.708008, 1.726784, 2.151257, 1.383684 ], [ 304475, 304475, 60787, 1231275, 1231275, 705020 ], [ -29777, -28836, -29777, -616440, -616440, -447933 ], [ 34, 28, 40, 34, 28, 40 ], [ 58, 46, 67, 58, 46, 67 ], [ 19, 18, 20, 19, 18, 20 ], [ 4677, 1912, 2765, 4677, 1912, 2765 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 301877, -102231, -247697, -232157, -319556, -452906 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4828, "evaluation_days": 2414, "actual_first_datapoint_time": 1550534400000, "first_datapoint_time": 1555156800000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759101071495, "expiration_time": 1765317888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 80, "offset": 16 } }, "second_band": { "type": "zlma", "factors": { "length": 108, "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) |
---|