Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 552023.5549 | 468912.1338 | 83111.421 | 243627.8513 | -117375.2239 | 361003.0752 |
Total P&L (%) | 552.0236 | 468.9121 | 83.1114 | 243.6279 | -117.3752 | 361.0031 |
Avg Daily Profit (%) | 0.229 | 0.1945 | 0.0345 | 0.0512 | 0 | 0.0634 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131016 | -104676 | -147766 | -1156835 | -890108 | -527617 |
Profit Factor | 1.5311 | 1.8356 | 1.1738 | 1.0495 | 0.9591 | 1.1762 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 67 | 29 | 38 | 67 | 29 | 38 |
Losing Trades | 91 | 50 | 41 | 91 | 50 | 41 |
Profitability (%) | 42.4051 | 36.7089 | 48.1013 | 42.4051 | 36.7089 | 48.1013 |
Ratio Avg Win / Avg Loss | 2.0796 | 3.1649 | 1.2665 | 1.4255 | 1.6537 | 1.2691 |
Largest Winning Trade | 210489 | 210489 | 57403 | 646239 | 646239 | 547206 |
Largest Losing Trade | -45076 | -32696 | -45076 | -451552 | -451552 | -223361 |
Avg Bars in Trades | 44 | 45 | 44 | 44 | 45 | 44 |
Avg Bars in Winners | 65 | 72 | 60 | 65 | 72 | 60 |
Avg Bars in Losers | 29 | 29 | 29 | 29 | 29 | 29 |
Bars Traded | 7071 | 3581 | 3489 | 7071 | 3581 | 3489 |
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 | 315629 | -21069 | -203876 | -292693 | -610127 | -162650 |
{ "trading_pair": "ZIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7231, "evaluation_days": 2410.33, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1553587200000, "last_datapoint_time": 1758787200000, "evaluation_time": 1758806149598, "expiration_time": 1765034784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 45, "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": [ [ 552023.554866262, 468912.1338433212, 83111.4210229406, 243627.8512973206, -117375.2238783236, 361003.0751756446 ], [ 552.023555, 468.912134, 83.111421, 243.627851, -117.375224, 361.003075 ], [ 0.229024, 0.194543, 0.034481, 0.051226, 0, 0.063424 ], [ 10, 10, 10, 10, 10, 10 ], [ -131016, -104676, -147766, -1156835, -890108, -527617 ], [ 1.531126, 1.835639, 1.173799, 1.049513, 0.959126, 1.176195 ], [ 158, 79, 79, 158, 79, 79 ], [ 67, 29, 38, 67, 29, 38 ], [ 91, 50, 41, 91, 50, 41 ], [ 42.405063, 36.708861, 48.101266, 42.405063, 36.708861, 48.101266 ], [ 2.079589, 3.164895, 1.266467, 1.425458, 1.653665, 1.269053 ], [ 210489, 210489, 57403, 646239, 646239, 547206 ], [ -45076, -32696, -45076, -451552, -451552, -223361 ], [ 44, 45, 44, 44, 45, 44 ], [ 65, 72, 60, 65, 72, 60 ], [ 29, 29, 29, 29, 29, 29 ], [ 7071, 3581, 3489, 7071, 3581, 3489 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 315629, -21069, -203876, -292693, -610127, -162650 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7231, "evaluation_days": 2410.33, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1553587200000, "last_datapoint_time": 1758787200000, "evaluation_time": 1758806149598, "expiration_time": 1765034784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 45, "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) |
---|