Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 742893.8537 | 672004.1386 | 70889.7151 | 241152.5746 | 54915.9614 | 186236.6132 |
Total P&L (%) | 742.8939 | 672.0041 | 70.8897 | 241.1526 | 54.916 | 186.2366 |
Avg Daily Profit (%) | 0.3083 | 0.2788 | 0.0294 | 0.0509 | 0.0182 | 0.0436 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106963 | -110165 | -85307 | -568492 | -590698 | -259930 |
Profit Factor | 2.3145 | 3.088 | 1.2914 | 1.1384 | 1.0538 | 1.2583 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 41.3793 | 38.6364 | 44.186 | 41.3793 | 38.6364 | 44.186 |
Ratio Avg Win / Avg Loss | 3.2789 | 4.9044 | 1.6312 | 1.6128 | 1.6737 | 1.5894 |
Largest Winning Trade | 495493 | 495493 | 64032 | 478603 | 478603 | 128289 |
Largest Losing Trade | -40869 | -40869 | -31248 | -210137 | -193240 | -210137 |
Avg Bars in Trades | 80 | 60 | 99 | 80 | 60 | 99 |
Avg Bars in Winners | 134 | 100 | 164 | 134 | 100 | 164 |
Avg Bars in Losers | 41 | 35 | 48 | 41 | 35 | 48 |
Bars Traded | 6962 | 2666 | 4296 | 6962 | 2666 | 4296 |
Profit Streak | 0 | 0 | 41.6921 | 0 | 0 | 41.6921 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369001 | 369021 | -153666 | -195167 | -334212 | -134894 |
{ "trading_pair": "ZIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7230, "evaluation_days": 2410, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1557648000000, "last_datapoint_time": 1758758400000, "evaluation_time": 1758789399707, "expiration_time": 1765005120000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 247, "offset": 0, "scalar": 5 } }, "second_band": { "type": "supertrend", "factors": { "length": 99, "offset": 0, "multiplier": 2.57905 } } }
{ "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": [ [ 742893.8537422912, 672004.1386062044, 70889.7151360872, 241152.574574195, 54915.9613841208, 186236.6131900746 ], [ 742.893854, 672.004139, 70.889715, 241.152575, 54.915961, 186.236613 ], [ 0.308255, 0.27884, 0.029415, 0.050932, 0.018164, 0.043646 ], [ 10, 10, 10, 10, 10, 10 ], [ -106963, -110165, -85307, -568492, -590698, -259930 ], [ 2.314513, 3.087951, 1.291369, 1.138423, 1.05378, 1.258297 ], [ 87, 44, 43, 87, 44, 43 ], [ 36, 17, 19, 36, 17, 19 ], [ 51, 27, 24, 51, 27, 24 ], [ 41.37931, 38.636364, 44.186047, 41.37931, 38.636364, 44.186047 ], [ 3.278894, 4.904393, 1.631203, 1.612766, 1.67365, 1.589427 ], [ 495493, 495493, 64032, 478603, 478603, 128289 ], [ -40869, -40869, -31248, -210137, -193240, -210137 ], [ 80, 60, 99, 80, 60, 99 ], [ 134, 100, 164, 134, 100, 164 ], [ 41, 35, 48, 41, 35, 48 ], [ 6962, 2666, 4296, 6962, 2666, 4296 ], [ 0, 0, 41.692126, 0, 0, 41.692126 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 369001, 369021, -153666, -195167, -334212, -134894 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7230, "evaluation_days": 2410, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1557648000000, "last_datapoint_time": 1758758400000, "evaluation_time": 1758789399707, "expiration_time": 1765005120000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 247, "offset": 0, "scalar": 5 } }, "second_band": { "type": "supertrend", "factors": { "length": 99, "offset": 0, "multiplier": 2.57905 } } }
# | 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) |
---|