Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 737047.751 | 688956.8376 | 48090.9134 | 344945.1462 | 563700.4218 | -218755.2755 |
Total P&L (%) | 737.0478 | 688.9568 | 48.0909 | 344.9451 | 563.7004 | -218.7553 |
Avg Daily Profit (%) | 0.3539 | 0.3308 | 0.0231 | 0.0717 | 0.0909 | 0 |
Buy And Hold Return (%) | 51.9463 | 51.9463 | 51.9463 | 51.9463 | 51.9463 | 51.9463 |
Max Trade Drawdown | -128492 | -104065 | -152901 | -483835 | -392287 | -502756 |
Profit Factor | 1.8408 | 2.5934 | 1.1083 | 1.1216 | 1.4286 | 0.8562 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Losing Trades | 93 | 48 | 45 | 93 | 48 | 45 |
Profitability (%) | 39.6104 | 37.6623 | 41.5584 | 39.6104 | 37.6623 | 41.5584 |
Ratio Avg Win / Avg Loss | 2.8065 | 4.2926 | 1.5585 | 1.71 | 2.3645 | 1.204 |
Largest Winning Trade | 318636 | 318636 | 41920 | 401592 | 401592 | 136144 |
Largest Losing Trade | -44688 | -33744 | -44688 | -265934 | -165410 | -265934 |
Avg Bars in Trades | 158 | 156 | 161 | 158 | 156 | 161 |
Avg Bars in Winners | 237 | 239 | 235 | 237 | 239 | 235 |
Avg Bars in Losers | 106 | 105 | 108 | 106 | 105 | 108 |
Bars Traded | 24423 | 12026 | 12397 | 24423 | 12026 | 12397 |
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 | 346048 | -32655 | -473372 | -186336 | -115950 | -624352 |
{ "trading_pair": "ZIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24994, "evaluation_days": 2082.83, "actual_first_datapoint_time": 1579478400000, "first_datapoint_time": 1581026400000, "last_datapoint_time": 1759500000000, "evaluation_time": 1759508040010, "expiration_time": 1765978444800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 114, "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": [ [ 737047.7509531126, 688956.837555112, 48090.9133980009, 344945.1462490728, 563700.4217660251, -218755.2755169522 ], [ 737.047751, 688.956838, 48.090913, 344.945146, 563.700422, -218.755276 ], [ 0.353868, 0.330779, 0.023089, 0.071696, 0.090911, 0 ], [ 51.946309, 51.946309, 51.946309, 51.946309, 51.946309, 51.946309 ], [ -128492, -104065, -152901, -483835, -392287, -502756 ], [ 1.840811, 2.593449, 1.108258, 1.121604, 1.428569, 0.856207 ], [ 154, 77, 77, 154, 77, 77 ], [ 61, 29, 32, 61, 29, 32 ], [ 93, 48, 45, 93, 48, 45 ], [ 39.61039, 37.662338, 41.558442, 39.61039, 37.662338, 41.558442 ], [ 2.806482, 4.292604, 1.558488, 1.709986, 2.364528, 1.204042 ], [ 318636, 318636, 41920, 401592, 401592, 136144 ], [ -44688, -33744, -44688, -265934, -165410, -265934 ], [ 158, 156, 161, 158, 156, 161 ], [ 237, 239, 235, 237, 239, 235 ], [ 106, 105, 108, 106, 105, 108 ], [ 24423, 12026, 12397, 24423, 12026, 12397 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 346048, -32655, -473372, -186336, -115950, -624352 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24994, "evaluation_days": 2082.83, "actual_first_datapoint_time": 1579478400000, "first_datapoint_time": 1581026400000, "last_datapoint_time": 1759500000000, "evaluation_time": 1759508040010, "expiration_time": 1765978444800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 114, "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) |
---|