Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 920229.9935 | 764464.7955 | 155765.1979 | 6527810.8262 | -1363148.2599 | 7890959.0861 |
Total P&L (%) | 920.23 | 764.4648 | 155.7652 | 6527.8108 | -1363.1483 | 7890.9591 |
Avg Daily Profit (%) | 0.4417 | 0.3669 | 0.0748 | 0.2015 | 0 | 0.2105 |
Buy And Hold Return (%) | 87.0107 | 87.0107 | 87.0107 | 87.0107 | 87.0107 | 87.0107 |
Max Trade Drawdown | -84654 | -67539 | -86138 | -9532053 | -7028238 | -4105515 |
Profit Factor | 2.8109 | 3.743 | 1.6789 | 1.2341 | 0.9199 | 1.7263 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 39.3258 | 35.5556 | 43.1818 | 39.3258 | 35.5556 | 43.1818 |
Ratio Avg Win / Avg Loss | 4.3369 | 6.7841 | 2.209 | 1.9041 | 1.6673 | 2.2715 |
Largest Winning Trade | 341162 | 341162 | 59373 | 5007492 | 5007492 | 4395387 |
Largest Losing Trade | -21449 | -21449 | -19792 | -1803595 | -1803595 | -1315765 |
Avg Bars in Trades | 278 | 246 | 310 | 278 | 246 | 310 |
Avg Bars in Winners | 517 | 455 | 569 | 517 | 455 | 569 |
Avg Bars in Losers | 122 | 130 | 113 | 122 | 130 | 113 |
Bars Traded | 24747 | 11078 | 13669 | 24747 | 11078 | 13669 |
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 | 415993 | 388312 | -100817 | 177462 | -583551 | 317033 |
{ "trading_pair": "ZIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579046400000, "first_datapoint_time": 1580292000000, "last_datapoint_time": 1759111200000, "evaluation_time": 1759116336339, "expiration_time": 1765591200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 60, "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": [ [ 920229.9934574118, 764464.7955203737, 155765.1979370378, 6527810.826228099, -1363148.2598651275, 7890959.0860932255 ], [ 920.229993, 764.464796, 155.765198, 6527.810826, -1363.14826, 7890.959086 ], [ 0.441711, 0.366944, 0.074767, 0.201508, 0, 0.210505 ], [ 87.010676, 87.010676, 87.010676, 87.010676, 87.010676, 87.010676 ], [ -84654, -67539, -86138, -9532053, -7028238, -4105515 ], [ 2.810948, 3.74297, 1.678868, 1.234117, 0.919901, 1.726313 ], [ 89, 45, 44, 89, 45, 44 ], [ 35, 16, 19, 35, 16, 19 ], [ 54, 29, 25, 54, 29, 25 ], [ 39.325843, 35.555556, 43.181818, 39.325843, 35.555556, 43.181818 ], [ 4.336891, 6.784133, 2.209036, 1.904066, 1.66732, 2.271464 ], [ 341162, 341162, 59373, 5007492, 5007492, 4395387 ], [ -21449, -21449, -19792, -1803595, -1803595, -1315765 ], [ 278, 246, 310, 278, 246, 310 ], [ 517, 455, 569, 517, 455, 569 ], [ 122, 130, 113, 122, 130, 113 ], [ 24747, 11078, 13669, 24747, 11078, 13669 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 415993, 388312, -100817, 177462, -583551, 317033 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579046400000, "first_datapoint_time": 1580292000000, "last_datapoint_time": 1759111200000, "evaluation_time": 1759116336339, "expiration_time": 1765591200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 60, "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) |
---|