Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 872578.7117 | 819366.1826 | 53212.5291 | 191759.513 | 56136.6462 | 135622.8668 |
Total P&L (%) | 872.5787 | 819.3662 | 53.2125 | 191.7595 | 56.1366 | 135.6229 |
Avg Daily Profit (%) | 0.3621 | 0.34 | 0.0221 | 0.0444 | 0.0185 | 0.0356 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133892 | -70436 | -160262 | -358759 | -297304 | -225249 |
Profit Factor | 2.2253 | 3.1955 | 1.157 | 1.1161 | 1.0637 | 1.1759 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Losing Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Profitability (%) | 38.7387 | 41.0714 | 36.3636 | 38.7387 | 41.0714 | 36.3636 |
Ratio Avg Win / Avg Loss | 3.519 | 4.5849 | 2.0247 | 1.765 | 1.5262 | 2.0579 |
Largest Winning Trade | 696031 | 696031 | 66724 | 290896 | 290896 | 177689 |
Largest Losing Trade | -36180 | -36180 | -29466 | -98032 | -95056 | -98032 |
Avg Bars in Trades | 41 | 31 | 52 | 41 | 31 | 52 |
Avg Bars in Winners | 70 | 43 | 101 | 70 | 43 | 101 |
Avg Bars in Losers | 23 | 23 | 23 | 23 | 23 | 23 |
Bars Traded | 4622 | 1751 | 2871 | 4622 | 1751 | 2871 |
Profit Streak | 44.0022 | 44.0022 | 44.5022 | 44.0022 | 44.0022 | 44.5022 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401174 | -166765 | -395424 | -227804 | -500521 | -355495 |
{ "trading_pair": "ZIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4820, "evaluation_days": 2410, "actual_first_datapoint_time": 1550534400000, "first_datapoint_time": 1556841600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758931386893, "expiration_time": 1764961920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 87, "offset": 0, "multiplier": 1.47146 } } }
{ "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": [ [ 872578.7116673277, 819366.1825996223, 53212.5290677056, 191759.5129584259, 56136.6462040979, 135622.8667543281 ], [ 872.578712, 819.366183, 53.212529, 191.759513, 56.136646, 135.622867 ], [ 0.362066, 0.339986, 0.02208, 0.04444, 0.01849, 0.035569 ], [ 10, 10, 10, 10, 10, 10 ], [ -133892, -70436, -160262, -358759, -297304, -225249 ], [ 2.225279, 3.195507, 1.156994, 1.116072, 1.063708, 1.175925 ], [ 111, 56, 55, 111, 56, 55 ], [ 43, 23, 20, 43, 23, 20 ], [ 68, 33, 35, 68, 33, 35 ], [ 38.738739, 41.071429, 36.363636, 38.738739, 41.071429, 36.363636 ], [ 3.519046, 4.584858, 2.02474, 1.764952, 1.52619, 2.057868 ], [ 696031, 696031, 66724, 290896, 290896, 177689 ], [ -36180, -36180, -29466, -98032, -95056, -98032 ], [ 41, 31, 52, 41, 31, 52 ], [ 70, 43, 101, 70, 43, 101 ], [ 23, 23, 23, 23, 23, 23 ], [ 4622, 1751, 2871, 4622, 1751, 2871 ], [ 44.002163, 44.002163, 44.502163, 44.002163, 44.002163, 44.502163 ], [ 6, 3, 3, 6, 3, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 401174, -166765, -395424, -227804, -500521, -355495 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4820, "evaluation_days": 2410, "actual_first_datapoint_time": 1550534400000, "first_datapoint_time": 1556841600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758931386893, "expiration_time": 1764961920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 87, "offset": 0, "multiplier": 1.47146 } } }
# | 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) |
---|