Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 945450.2476 | 769182.1906 | 176268.057 | 2160767.2877 | 943120.4682 | 1217646.8195 |
Total P&L (%) | 945.4502 | 769.1822 | 176.2681 | 2160.7673 | 943.1205 | 1217.6468 |
Avg Daily Profit (%) | 0.3908 | 0.3179 | 0.0729 | 0.129 | 0.097 | 0.1066 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139285 | -85826 | -162654 | -1827068 | -2162905 | -2047276 |
Profit Factor | 2.3334 | 3.0256 | 1.5353 | 1.2027 | 1.1498 | 1.279 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 50 | 45.6522 | 54.3478 | 50 | 45.6522 | 54.3478 |
Ratio Avg Win / Avg Loss | 2.3334 | 3.602 | 1.2896 | 1.2027 | 1.3688 | 1.0744 |
Largest Winning Trade | 431297 | 431297 | 56670 | 1136077 | 1136077 | 788286 |
Largest Losing Trade | -51221 | -51221 | -42043 | -1135850 | -1135850 | -704451 |
Avg Bars in Trades | 51 | 55 | 46 | 51 | 55 | 46 |
Avg Bars in Winners | 61 | 60 | 62 | 61 | 60 | 62 |
Avg Bars in Losers | 40 | 51 | 27 | 40 | 51 | 27 |
Bars Traded | 4700 | 2571 | 2129 | 4700 | 2571 | 2129 |
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 | 516863 | 475480 | -93510 | -20701 | -120465 | -49628 |
{ "trading_pair": "ZIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4839, "evaluation_days": 2419.5, "actual_first_datapoint_time": 1550534400000, "first_datapoint_time": 1554508800000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759564799187, "expiration_time": 1765807344000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 49, "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": [ [ 945450.2476286693, 769182.1906416094, 176268.0569870597, 2160767.287703833, 943120.4681713097, 1217646.8195325234 ], [ 945.450248, 769.182191, 176.268057, 2160.767288, 943.120468, 1217.64682 ], [ 0.390763, 0.31791, 0.072853, 0.128965, 0.09696, 0.106626 ], [ 10, 10, 10, 10, 10, 10 ], [ -139285, -85826, -162654, -1827068, -2162905, -2047276 ], [ 2.333445, 3.025638, 1.535274, 1.202702, 1.149808, 1.279001 ], [ 92, 46, 46, 92, 46, 46 ], [ 46, 21, 25, 46, 21, 25 ], [ 46, 25, 21, 46, 25, 21 ], [ 50, 45.652174, 54.347826, 50, 45.652174, 54.347826 ], [ 2.333445, 3.60195, 1.28963, 1.202702, 1.368819, 1.074361 ], [ 431297, 431297, 56670, 1136077, 1136077, 788286 ], [ -51221, -51221, -42043, -1135850, -1135850, -704451 ], [ 51, 55, 46, 51, 55, 46 ], [ 61, 60, 62, 61, 60, 62 ], [ 40, 51, 27, 40, 51, 27 ], [ 4700, 2571, 2129, 4700, 2571, 2129 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 516863, 475480, -93510, -20701, -120465, -49628 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4839, "evaluation_days": 2419.5, "actual_first_datapoint_time": 1550534400000, "first_datapoint_time": 1554508800000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759564799187, "expiration_time": 1765807344000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 49, "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) |
---|