Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 627901.3887 | 769483.9194 | -141582.5307 | -96407.0435 | 1983.2138 | -98390.2573 |
Total P&L (%) | 627.9014 | 769.4839 | -141.5825 | -96.407 | 1.9832 | -98.3903 |
Avg Daily Profit (%) | 0.2602 | 0.3188 | -0.0587 | -0.1377 | 0.0008 | -0.1709 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -290425 | -203763 | -180083 | -274757 | -191245 | -116506 |
Profit Factor | 1.405 | 1.9235 | 0.8025 | 0.885 | 1.0044 | 0.7448 |
Total Trades | 545 | 272 | 273 | 545 | 272 | 273 |
Winning Trades | 211 | 93 | 118 | 211 | 93 | 118 |
Losing Trades | 334 | 179 | 155 | 334 | 179 | 155 |
Profitability (%) | 38.7156 | 34.1912 | 43.2234 | 38.7156 | 34.1912 | 43.2234 |
Ratio Avg Win / Avg Loss | 2.2241 | 3.7023 | 1.0542 | 1.4009 | 1.9332 | 0.9784 |
Largest Winning Trade | 833625 | 833625 | 19962 | 248536 | 248536 | 36522 |
Largest Losing Trade | -46476 | -46476 | -29616 | -37710 | -37583 | -37710 |
Avg Bars in Trades | 25 | 40 | 11 | 25 | 40 | 11 |
Avg Bars in Winners | 39 | 76 | 9 | 39 | 76 | 9 |
Avg Bars in Losers | 17 | 21 | 12 | 17 | 21 | 12 |
Bars Traded | 14079 | 11041 | 3038 | 14079 | 11041 | 3038 |
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 | 328539 | 267322 | -580596 | -580374 | -577378 | -582263 |
{ "trading_pair": "ZIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14480, "evaluation_days": 2413.33, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1553486400000, "last_datapoint_time": 1759132800000, "evaluation_time": 1759138244950, "expiration_time": 1765388160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 203, "offset": 0, "scalar": 2 } }, "second_band": { "type": "bbu", "factors": { "length": 6, "offset": 0, "std": 4.938 } } }
{ "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": [ [ 627901.3887429617, 769483.9194192371, -141582.5306762767, -96407.0434759803, 1983.2138443604, -98390.2573203406 ], [ 627.901389, 769.483919, -141.582531, -96.407043, 1.983214, -98.390257 ], [ 0.26018, 0.318847, -0.058667, -0.137731, 0.000814, -0.170949 ], [ 10, 10, 10, 10, 10, 10 ], [ -290425, -203763, -180083, -274757, -191245, -116506 ], [ 1.405045, 1.923542, 0.802538, 0.885028, 1.004379, 0.74484 ], [ 545, 272, 273, 545, 272, 273 ], [ 211, 93, 118, 211, 93, 118 ], [ 334, 179, 155, 334, 179, 155 ], [ 38.715596, 34.191176, 43.223443, 38.715596, 34.191176, 43.223443 ], [ 2.2241, 3.702302, 1.054182, 1.400945, 1.933159, 0.978391 ], [ 833625, 833625, 19962, 248536, 248536, 36522 ], [ -46476, -46476, -29616, -37710, -37583, -37710 ], [ 25, 40, 11, 25, 40, 11 ], [ 39, 76, 9, 39, 76, 9 ], [ 17, 21, 12, 17, 21, 12 ], [ 14079, 11041, 3038, 14079, 11041, 3038 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 328539, 267322, -580596, -580374, -577378, -582263 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14480, "evaluation_days": 2413.33, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1553486400000, "last_datapoint_time": 1759132800000, "evaluation_time": 1759138244950, "expiration_time": 1765388160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 203, "offset": 0, "scalar": 2 } }, "second_band": { "type": "bbu", "factors": { "length": 6, "offset": 0, "std": 4.938 } } }
# | 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) |
---|