Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 607708.3136 | 541697.8432 | 66010.4703 | 193228.7929 | 489104.206 | -295875.4131 |
Total P&L (%) | 607.7083 | 541.6978 | 66.0105 | 193.2288 | 489.1042 | -295.8754 |
Avg Daily Profit (%) | 0.2523 | 0.2249 | 0.0274 | 0.0447 | 0.0737 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151331 | -100934 | -162085 | -650205 | -328645 | -656959 |
Profit Factor | 1.7587 | 2.2394 | 1.1814 | 1.092 | 1.4859 | 0.7295 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Losing Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Profitability (%) | 46.2185 | 45.7627 | 46.6667 | 46.2185 | 45.7627 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.0465 | 2.6541 | 1.3502 | 1.2707 | 1.761 | 0.8337 |
Largest Winning Trade | 287855 | 287855 | 66517 | 366327 | 366327 | 92824 |
Largest Losing Trade | -52744 | -52744 | -33307 | -252700 | -150760 | -252700 |
Avg Bars in Trades | 117 | 106 | 129 | 117 | 106 | 129 |
Avg Bars in Winners | 171 | 149 | 192 | 171 | 149 | 192 |
Avg Bars in Losers | 71 | 69 | 74 | 71 | 69 | 74 |
Bars Traded | 14033 | 6254 | 7779 | 14033 | 6254 | 7779 |
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 | 383931 | -165815 | -347995 | -253726 | -270591 | -751254 |
{ "trading_pair": "ZIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14451, "evaluation_days": 2408.5, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1553472000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758872370299, "expiration_time": 1764958032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 202, "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": [ [ 607708.313556761, 541697.8432378373, 66010.4703189238, 193228.7928652142, 489104.2059877982, -295875.413122584 ], [ 607.708314, 541.697843, 66.01047, 193.228793, 489.104206, -295.875413 ], [ 0.252318, 0.224911, 0.027407, 0.044676, 0.073659, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -151331, -100934, -162085, -650205, -328645, -656959 ], [ 1.758718, 2.239385, 1.181398, 1.091994, 1.485881, 0.729504 ], [ 119, 59, 60, 119, 59, 60 ], [ 55, 27, 28, 55, 27, 28 ], [ 64, 32, 32, 64, 32, 32 ], [ 46.218487, 45.762712, 46.666667, 46.218487, 45.762712, 46.666667 ], [ 2.046508, 2.654086, 1.35017, 1.270683, 1.761044, 0.833719 ], [ 287855, 287855, 66517, 366327, 366327, 92824 ], [ -52744, -52744, -33307, -252700, -150760, -252700 ], [ 117, 106, 129, 117, 106, 129 ], [ 171, 149, 192, 171, 149, 192 ], [ 71, 69, 74, 71, 69, 74 ], [ 14033, 6254, 7779, 14033, 6254, 7779 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 383931, -165815, -347995, -253726, -270591, -751254 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14451, "evaluation_days": 2408.5, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1553472000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758872370299, "expiration_time": 1764958032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 202, "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) |
---|