Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 671139.2151 | 604015.9061 | 67123.309 | 265359.2031 | 168162.7444 | 97196.4588 |
Total P&L (%) | 671.1392 | 604.0159 | 67.1233 | 265.3592 | 168.1627 | 97.1965 |
Avg Daily Profit (%) | 0.2787 | 0.2508 | 0.0279 | 0.0538 | 0.041 | 0.0282 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146178 | -79702 | -173256 | -397780 | -394351 | -437674 |
Profit Factor | 1.9572 | 2.627 | 1.2034 | 1.1196 | 1.1392 | 1.0963 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 40.2299 | 39.5349 | 40.9091 | 40.2299 | 39.5349 | 40.9091 |
Ratio Avg Win / Avg Loss | 2.9078 | 4.0177 | 1.7383 | 1.6635 | 1.7423 | 1.5835 |
Largest Winning Trade | 285979 | 285979 | 67877 | 253536 | 253536 | 201554 |
Largest Losing Trade | -43294 | -43034 | -43294 | -163056 | -163056 | -133951 |
Avg Bars in Trades | 161 | 143 | 178 | 161 | 143 | 178 |
Avg Bars in Winners | 243 | 208 | 277 | 243 | 208 | 277 |
Avg Bars in Losers | 105 | 100 | 110 | 105 | 100 | 110 |
Bars Traded | 14029 | 6155 | 7874 | 14029 | 6155 | 7874 |
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 | 318974 | 340670 | -158711 | -212431 | -208524 | -272210 |
{ "trading_pair": "ZIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14451, "evaluation_days": 2408.5, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1553256000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758794628292, "expiration_time": 1764958032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 77, "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": [ [ 671139.2150519665, 604015.906071161, 67123.3089808053, 265359.2031444634, 168162.7443503519, 97196.4587941114 ], [ 671.139215, 604.015906, 67.123309, 265.359203, 168.162744, 97.196459 ], [ 0.278654, 0.250785, 0.027869, 0.053812, 0.040964, 0.028197 ], [ 10, 10, 10, 10, 10, 10 ], [ -146178, -79702, -173256, -397780, -394351, -437674 ], [ 1.957152, 2.626967, 1.203447, 1.119644, 1.13918, 1.096266 ], [ 87, 43, 44, 87, 43, 44 ], [ 35, 17, 18, 35, 17, 18 ], [ 52, 26, 26, 52, 26, 26 ], [ 40.229885, 39.534884, 40.909091, 40.229885, 39.534884, 40.909091 ], [ 2.907769, 4.017715, 1.738312, 1.663471, 1.742275, 1.583495 ], [ 285979, 285979, 67877, 253536, 253536, 201554 ], [ -43294, -43034, -43294, -163056, -163056, -133951 ], [ 161, 143, 178, 161, 143, 178 ], [ 243, 208, 277, 243, 208, 277 ], [ 105, 100, 110, 105, 100, 110 ], [ 14029, 6155, 7874, 14029, 6155, 7874 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 318974, 340670, -158711, -212431, -208524, -272210 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14451, "evaluation_days": 2408.5, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1553256000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758794628292, "expiration_time": 1764958032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 77, "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) |
---|