Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1044208.0589 | 927517.1224 | 116690.9365 | 666906.9855 | 1821292.2251 | -1154385.2396 |
Total P&L (%) | 1044.2081 | 927.5171 | 116.6909 | 666.907 | 1821.2922 | -1154.3852 |
Avg Daily Profit (%) | 0.4329 | 0.3845 | 0.0484 | 0.0845 | 0.1226 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111540 | -94544 | -65648 | -3052355 | -1741304 | -2130805 |
Profit Factor | 2.948 | 4.264 | 1.4633 | 1.0933 | 1.5703 | 0.7079 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 49.2537 | 44.1176 | 54.5455 | 49.2537 | 44.1176 | 54.5455 |
Ratio Avg Win / Avg Loss | 3.0373 | 5.401 | 1.2194 | 1.1265 | 1.989 | 0.5899 |
Largest Winning Trade | 749242 | 749242 | 70444 | 3297041 | 3297041 | 424607 |
Largest Losing Trade | -56974 | -38716 | -56974 | -2129201 | -622515 | -2129201 |
Avg Bars in Trades | 106 | 88 | 124 | 106 | 88 | 124 |
Avg Bars in Winners | 151 | 137 | 163 | 151 | 137 | 163 |
Avg Bars in Losers | 62 | 50 | 77 | 62 | 50 | 77 |
Bars Traded | 7131 | 3015 | 4116 | 7131 | 3015 | 4116 |
Profit Streak | 0 | 0 | 25.2541 | 0 | 0 | 25.2541 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -105631 | 524355 | -126111 | -318879 | -28365 | -579670 |
{ "trading_pair": "ZIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7236, "evaluation_days": 2412, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1553040000000, "last_datapoint_time": 1758931200000, "evaluation_time": 1758953151043, "expiration_time": 1765183104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 87, "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": [ [ 1044208.0589372334, 927517.1224444933, 116690.9364927402, 666906.9854561568, 1821292.225073643, -1154385.2396174849 ], [ 1044.208059, 927.517122, 116.690936, 666.906985, 1821.292225, -1154.38524 ], [ 0.432922, 0.384543, 0.048379, 0.084497, 0.122612, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -111540, -94544, -65648, -3052355, -1741304, -2130805 ], [ 2.948015, 4.263967, 1.463301, 1.093332, 1.570285, 0.707889 ], [ 67, 34, 33, 67, 34, 33 ], [ 33, 15, 18, 33, 15, 18 ], [ 34, 19, 15, 34, 19, 15 ], [ 49.253731, 44.117647, 54.545455, 49.253731, 44.117647, 54.545455 ], [ 3.037349, 5.401025, 1.219418, 1.126463, 1.989028, 0.589907 ], [ 749242, 749242, 70444, 3297041, 3297041, 424607 ], [ -56974, -38716, -56974, -2129201, -622515, -2129201 ], [ 106, 88, 124, 106, 88, 124 ], [ 151, 137, 163, 151, 137, 163 ], [ 62, 50, 77, 62, 50, 77 ], [ 7131, 3015, 4116, 7131, 3015, 4116 ], [ 0, 0, 25.254063, 0, 0, 25.254063 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -105631, 524355, -126111, -318879, -28365, -579670 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7236, "evaluation_days": 2412, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1553040000000, "last_datapoint_time": 1758931200000, "evaluation_time": 1758953151043, "expiration_time": 1765183104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 87, "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) |
---|