Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 669995.6098 | 573088.5152 | 96907.0946 | 469193.0132 | -230017.3943 | 699210.4075 |
Total P&L (%) | 669.9956 | 573.0885 | 96.9071 | 469.193 | -230.0174 | 699.2104 |
Avg Daily Profit (%) | 0.2761 | 0.2361 | 0.0399 | 0.0717 | 0 | 0.0857 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160056 | -116335 | -249374 | -2575298 | -2227008 | -1301962 |
Profit Factor | 1.3008 | 1.5204 | 1.0861 | 1.0228 | 0.9784 | 1.0701 |
Total Trades | 840 | 420 | 420 | 840 | 420 | 420 |
Winning Trades | 290 | 135 | 155 | 290 | 135 | 155 |
Losing Trades | 550 | 285 | 265 | 550 | 285 | 265 |
Profitability (%) | 34.5238 | 32.1429 | 36.9048 | 34.5238 | 32.1429 | 36.9048 |
Ratio Avg Win / Avg Loss | 2.467 | 3.2097 | 1.8568 | 1.9397 | 2.0655 | 1.8296 |
Largest Winning Trade | 278514 | 278514 | 40404 | 1147489 | 1147489 | 496758 |
Largest Losing Trade | -23041 | -22348 | -23041 | -362205 | -362205 | -243389 |
Avg Bars in Trades | 17 | 18 | 15 | 17 | 18 | 15 |
Avg Bars in Winners | 32 | 37 | 28 | 32 | 37 | 28 |
Avg Bars in Losers | 9 | 9 | 8 | 9 | 9 | 8 |
Bars Traded | 14492 | 7800 | 6691 | 14492 | 7800 | 6691 |
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 | 307238 | 211010 | -267494 | -292959 | -583027 | -223611 |
{ "trading_pair": "ZIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14561, "evaluation_days": 2426.83, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1551211200000, "last_datapoint_time": 1760299200000, "evaluation_time": 1760302530880, "expiration_time": 1766589552000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 46, "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": [ [ 669995.6097609653, 573088.5151791457, 96907.0945818201, 469193.0131508239, -230017.3943027693, 699210.4074535953 ], [ 669.99561, 573.088515, 96.907095, 469.193013, -230.017394, 699.210407 ], [ 0.276079, 0.236147, 0.039932, 0.071685, 0, 0.085682 ], [ 10, 10, 10, 10, 10, 10 ], [ -160056, -116335, -249374, -2575298, -2227008, -1301962 ], [ 1.300793, 1.520365, 1.086055, 1.02276, 0.978386, 1.070115 ], [ 840, 420, 420, 840, 420, 420 ], [ 290, 135, 155, 290, 135, 155 ], [ 550, 285, 265, 550, 285, 265 ], [ 34.52381, 32.142857, 36.904762, 34.52381, 32.142857, 36.904762 ], [ 2.467021, 3.209659, 1.856803, 1.939718, 2.065482, 1.829552 ], [ 278514, 278514, 40404, 1147489, 1147489, 496758 ], [ -23041, -22348, -23041, -362205, -362205, -243389 ], [ 17, 18, 15, 17, 18, 15 ], [ 32, 37, 28, 32, 37, 28 ], [ 9, 9, 8, 9, 9, 8 ], [ 14492, 7800, 6691, 14492, 7800, 6691 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 307238, 211010, -267494, -292959, -583027, -223611 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14561, "evaluation_days": 2426.83, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1551211200000, "last_datapoint_time": 1760299200000, "evaluation_time": 1760302530880, "expiration_time": 1766589552000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 46, "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) |
---|