Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 558420.2758 | 559352.5392 | -932.2634 | -61178.4746 | 1447171.8508 | -1508350.3254 |
Total P&L (%) | 558.4203 | 559.3525 | -0.9323 | -61.1785 | 1447.1719 | -1508.3503 |
Avg Daily Profit (%) | 0.2317 | 0.2321 | -0.0004 | -0.0393 | 0.1137 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -272615 | -107614 | -179450 | -1586048 | -89229 | -1629969 |
Profit Factor | 1.7692 | 2.6362 | 0.9976 | 0.9714 | 5.8435 | 0.1789 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 42.1875 | 40.625 | 43.75 | 42.1875 | 40.625 | 43.75 |
Ratio Avg Win / Avg Loss | 2.4245 | 3.853 | 1.2826 | 1.3311 | 8.5405 | 0.23 |
Largest Winning Trade | 338814 | 338814 | 69800 | 1074116 | 1074116 | 106809 |
Largest Losing Trade | -86583 | -48858 | -86583 | -1388213 | -63072 | -1388213 |
Avg Bars in Trades | 108 | 99 | 117 | 108 | 99 | 117 |
Avg Bars in Winners | 145 | 124 | 164 | 145 | 124 | 164 |
Avg Bars in Losers | 80 | 81 | 80 | 80 | 81 | 80 |
Bars Traded | 6919 | 3174 | 3745 | 6919 | 3174 | 3745 |
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 | -135152 | 347828 | -581574 | -725927 | -36031 | -583240 |
{ "trading_pair": "ZIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7230, "evaluation_days": 2410, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1556265600000, "last_datapoint_time": 1758758400000, "evaluation_time": 1758789398576, "expiration_time": 1765005120000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 155, "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": [ [ 558420.2757631172, 559352.5392128765, -932.2634497588, -61178.4745924945, 1447171.8508392011, -1508350.325431695 ], [ 558.420276, 559.352539, -0.932263, -61.178475, 1447.171851, -1508.350325 ], [ 0.23171, 0.232096, -0.000387, -0.039254, 0.113717, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -272615, -107614, -179450, -1586048, -89229, -1629969 ], [ 1.769198, 2.636238, 0.997573, 0.971354, 5.843504, 0.178855 ], [ 64, 32, 32, 64, 32, 32 ], [ 27, 13, 14, 27, 13, 14 ], [ 37, 19, 18, 37, 19, 18 ], [ 42.1875, 40.625, 43.75, 42.1875, 40.625, 43.75 ], [ 2.424456, 3.852964, 1.282594, 1.331115, 8.540507, 0.229956 ], [ 338814, 338814, 69800, 1074116, 1074116, 106809 ], [ -86583, -48858, -86583, -1388213, -63072, -1388213 ], [ 108, 99, 117, 108, 99, 117 ], [ 145, 124, 164, 145, 124, 164 ], [ 80, 81, 80, 80, 81, 80 ], [ 6919, 3174, 3745, 6919, 3174, 3745 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -135152, 347828, -581574, -725927, -36031, -583240 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7230, "evaluation_days": 2410, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1556265600000, "last_datapoint_time": 1758758400000, "evaluation_time": 1758789398576, "expiration_time": 1765005120000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 155, "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) |
---|