Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 789564.8738 | 670870.5832 | 118694.2907 | 2369874.8611 | 511892.4072 | 1857982.4539 |
Total P&L (%) | 789.5649 | 670.8706 | 118.6943 | 2369.8749 | 511.8924 | 1857.9825 |
Avg Daily Profit (%) | 0.3791 | 0.3221 | 0.057 | 0.1541 | 0.087 | 0.1429 |
Buy And Hold Return (%) | 125.7669 | 125.7669 | 125.7669 | 125.7669 | 125.7669 | 125.7669 |
Max Trade Drawdown | -84617 | -101988 | -162095 | -1269761 | -1495388 | -667406 |
Profit Factor | 1.7526 | 2.2401 | 1.2336 | 1.2365 | 1.0876 | 1.4447 |
Total Trades | 205 | 103 | 102 | 205 | 103 | 102 |
Winning Trades | 84 | 39 | 45 | 84 | 39 | 45 |
Losing Trades | 121 | 64 | 57 | 121 | 64 | 57 |
Profitability (%) | 40.9756 | 37.8641 | 44.1176 | 40.9756 | 37.8641 | 44.1176 |
Ratio Avg Win / Avg Loss | 2.5246 | 3.6761 | 1.5625 | 1.7811 | 1.7848 | 1.83 |
Largest Winning Trade | 248118 | 248118 | 40593 | 1508692 | 1508692 | 848541 |
Largest Losing Trade | -49531 | -29523 | -49531 | -400305 | -400305 | -388933 |
Avg Bars in Trades | 120 | 131 | 109 | 120 | 131 | 109 |
Avg Bars in Winners | 182 | 202 | 164 | 182 | 202 | 164 |
Avg Bars in Losers | 78 | 88 | 67 | 78 | 88 | 67 |
Bars Traded | 24760 | 13546 | 11214 | 24760 | 13546 | 11214 |
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 | 359064 | 260480 | -284370 | 216573 | -206582 | -2300 |
{ "trading_pair": "ZIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579968000000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758893266011, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 173, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 94, "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": [ [ 789564.8738120665, 670870.5831515621, 118694.2906605044, 2369874.861147732, 511892.4072373172, 1857982.4539104148 ], [ 789.564874, 670.870583, 118.694291, 2369.874861, 511.892407, 1857.982454 ], [ 0.379143, 0.322147, 0.056996, 0.154104, 0.087019, 0.142935 ], [ 125.766871, 125.766871, 125.766871, 125.766871, 125.766871, 125.766871 ], [ -84617, -101988, -162095, -1269761, -1495388, -667406 ], [ 1.752585, 2.240122, 1.233574, 1.236479, 1.087597, 1.444728 ], [ 205, 103, 102, 205, 103, 102 ], [ 84, 39, 45, 84, 39, 45 ], [ 121, 64, 57, 121, 64, 57 ], [ 40.97561, 37.864078, 44.117647, 40.97561, 37.864078, 44.117647 ], [ 2.524557, 3.676097, 1.562527, 1.781119, 1.784775, 1.829989 ], [ 248118, 248118, 40593, 1508692, 1508692, 848541 ], [ -49531, -29523, -49531, -400305, -400305, -388933 ], [ 120, 131, 109, 120, 131, 109 ], [ 182, 202, 164, 182, 202, 164 ], [ 78, 88, 67, 78, 88, 67 ], [ 24760, 13546, 11214, 24760, 13546, 11214 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 359064, 260480, -284370, 216573, -206582, -2300 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579968000000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758893266011, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 173, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 94, "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) |
---|