Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 830414.1569 | 659371.1281 | 171043.0288 | 3101626.8828 | 157681.4665 | 2943945.4163 |
Total P&L (%) | 830.4142 | 659.3711 | 171.043 | 3101.6269 | 157.6815 | 2943.9454 |
Avg Daily Profit (%) | 0.3428 | 0.2722 | 0.0706 | 0.1432 | 0.0391 | 0.1411 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72009 | -70666 | -90247 | -2013083 | -1898191 | -622324 |
Profit Factor | 2.7328 | 3.5739 | 1.7668 | 1.3917 | 1.0316 | 2.0074 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 28 | 10 | 18 | 28 | 10 | 18 |
Losing Trades | 34 | 21 | 13 | 34 | 21 | 13 |
Profitability (%) | 45.1613 | 32.2581 | 58.0645 | 45.1613 | 32.2581 | 58.0645 |
Ratio Avg Win / Avg Loss | 3.3184 | 7.5051 | 1.2761 | 1.6899 | 2.1663 | 1.4498 |
Largest Winning Trade | 319636 | 319636 | 72721 | 1480879 | 1168664 | 1480879 |
Largest Losing Trade | -36968 | -24169 | -36968 | -905987 | -905987 | -622324 |
Avg Bars in Trades | 226 | 190 | 262 | 226 | 190 | 262 |
Avg Bars in Winners | 365 | 348 | 374 | 365 | 348 | 374 |
Avg Bars in Losers | 112 | 115 | 108 | 112 | 115 | 108 |
Bars Traded | 14059 | 5914 | 8145 | 14059 | 5914 | 8145 |
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 | -145908 | 304719 | -95413 | -160085 | -332338 | -534 |
{ "trading_pair": "ZIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14534, "evaluation_days": 2422.33, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1553904000000, "last_datapoint_time": 1759910400000, "evaluation_time": 1759914228500, "expiration_time": 1766189088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 32, "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": [ [ 830414.1568786595, 659371.1280567585, 171043.0288219009, 3101626.882776116, 157681.4665070907, 2943945.4162690258 ], [ 830.414157, 659.371128, 171.043029, 3101.626883, 157.681467, 2943.945416 ], [ 0.342816, 0.272205, 0.070611, 0.143198, 0.039084, 0.14111 ], [ 10, 10, 10, 10, 10, 10 ], [ -72009, -70666, -90247, -2013083, -1898191, -622324 ], [ 2.732813, 3.573863, 1.766839, 1.391654, 1.031556, 2.007365 ], [ 62, 31, 31, 62, 31, 31 ], [ 28, 10, 18, 28, 10, 18 ], [ 34, 21, 13, 34, 21, 13 ], [ 45.16129, 32.258065, 58.064516, 45.16129, 32.258065, 58.064516 ], [ 3.318416, 7.505112, 1.276051, 1.689865, 2.166267, 1.449764 ], [ 319636, 319636, 72721, 1480879, 1168664, 1480879 ], [ -36968, -24169, -36968, -905987, -905987, -622324 ], [ 226, 190, 262, 226, 190, 262 ], [ 365, 348, 374, 365, 348, 374 ], [ 112, 115, 108, 112, 115, 108 ], [ 14059, 5914, 8145, 14059, 5914, 8145 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -145908, 304719, -95413, -160085, -332338, -534 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14534, "evaluation_days": 2422.33, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1553904000000, "last_datapoint_time": 1759910400000, "evaluation_time": 1759914228500, "expiration_time": 1766189088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 32, "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) |
---|