Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 706806.4178 | 634114.8573 | 72691.5605 | 375616.4514 | 661988.5677 | -286372.1164 |
Total P&L (%) | 706.8064 | 634.1149 | 72.6916 | 375.6165 | 661.9886 | -286.3721 |
Avg Daily Profit (%) | 0.2934 | 0.2632 | 0.0302 | 0.0647 | 0.0843 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161288 | -58557 | -155343 | -862152 | -619431 | -958401 |
Profit Factor | 2.083 | 3.082 | 1.2089 | 1.1092 | 1.4285 | 0.8487 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 38.6667 | 35.1351 | 42.1053 | 38.6667 | 35.1351 | 42.1053 |
Ratio Avg Win / Avg Loss | 3.3041 | 5.6899 | 1.6622 | 1.7595 | 2.6371 | 1.167 |
Largest Winning Trade | 288376 | 288376 | 70533 | 503164 | 503164 | 427418 |
Largest Losing Trade | -62964 | -41378 | -62964 | -388273 | -260752 | -388273 |
Avg Bars in Trades | 124 | 109 | 139 | 124 | 109 | 139 |
Avg Bars in Winners | 212 | 184 | 234 | 212 | 184 | 234 |
Avg Bars in Losers | 69 | 68 | 70 | 69 | 68 | 70 |
Bars Traded | 9332 | 4033 | 5299 | 9332 | 4033 | 5299 |
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 | -52888 | 312875 | -154996 | -271409 | -83750 | -582168 |
{ "trading_pair": "ZIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9637, "evaluation_days": 2409.25, "actual_first_datapoint_time": 1550556000000, "first_datapoint_time": 1554228000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758911104587, "expiration_time": 1764959976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 160, "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": [ [ 706806.4177979403, 634114.8573326988, 72691.5604652413, 375616.4513784815, 661988.567735317, -286372.1163568365 ], [ 706.806418, 634.114857, 72.69156, 375.616451, 661.988568, -286.372116 ], [ 0.293372, 0.2632, 0.030172, 0.064748, 0.084326, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -161288, -58557, -155343, -862152, -619431, -958401 ], [ 2.083042, 3.082045, 1.208855, 1.109243, 1.428452, 0.848742 ], [ 75, 37, 38, 75, 37, 38 ], [ 29, 13, 16, 29, 13, 16 ], [ 46, 24, 22, 46, 24, 22 ], [ 38.666667, 35.135135, 42.105263, 38.666667, 35.135135, 42.105263 ], [ 3.304136, 5.689929, 1.662175, 1.75949, 2.637141, 1.16702 ], [ 288376, 288376, 70533, 503164, 503164, 427418 ], [ -62964, -41378, -62964, -388273, -260752, -388273 ], [ 124, 109, 139, 124, 109, 139 ], [ 212, 184, 234, 212, 184, 234 ], [ 69, 68, 70, 69, 68, 70 ], [ 9332, 4033, 5299, 9332, 4033, 5299 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -52888, 312875, -154996, -271409, -83750, -582168 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9637, "evaluation_days": 2409.25, "actual_first_datapoint_time": 1550556000000, "first_datapoint_time": 1554228000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758911104587, "expiration_time": 1764959976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 160, "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) |
---|