Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 714239.1585 | 605838.7746 | 108400.3839 | 615700.3413 | -201807.5433 | 817507.8846 |
Total P&L (%) | 714.2392 | 605.8388 | 108.4004 | 615.7003 | -201.8075 | 817.5079 |
Avg Daily Profit (%) | 0.2963 | 0.2514 | 0.045 | 0.0817 | 0 | 0.092 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156749 | -66010 | -155218 | -1203242 | -1105336 | -655611 |
Profit Factor | 1.9559 | 2.6221 | 1.2901 | 1.1331 | 0.9218 | 1.3992 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 54 | 22 | 32 | 54 | 22 | 32 |
Losing Trades | 70 | 40 | 30 | 70 | 40 | 30 |
Profitability (%) | 43.5484 | 35.4839 | 51.6129 | 43.5484 | 35.4839 | 51.6129 |
Ratio Avg Win / Avg Loss | 2.5355 | 4.7675 | 1.2095 | 1.4688 | 1.6759 | 1.3118 |
Largest Winning Trade | 272189 | 272189 | 66453 | 632454 | 632454 | 545686 |
Largest Losing Trade | -47796 | -29173 | -47796 | -305896 | -305896 | -301057 |
Avg Bars in Trades | 56 | 46 | 67 | 56 | 46 | 67 |
Avg Bars in Winners | 86 | 81 | 90 | 86 | 81 | 90 |
Avg Bars in Losers | 33 | 27 | 42 | 33 | 27 | 42 |
Bars Traded | 7056 | 2878 | 4178 | 7056 | 2878 | 4178 |
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 | 374260 | -146625 | -286790 | -159817 | -738103 | -223003 |
{ "trading_pair": "ZIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7231, "evaluation_days": 2410.33, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1553904000000, "last_datapoint_time": 1758787200000, "evaluation_time": 1758806146985, "expiration_time": 1765034784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 714239.1585464636, 605838.7746333305, 108400.3839131334, 615700.341287402, -201807.5433146647, 817507.8846020662 ], [ 714.239159, 605.838775, 108.400384, 615.700341, -201.807543, 817.507885 ], [ 0.296324, 0.251351, 0.044973, 0.081686, 0, 0.092 ], [ 10, 10, 10, 10, 10, 10 ], [ -156749, -66010, -155218, -1203242, -1105336, -655611 ], [ 1.955921, 2.622122, 1.290082, 1.133059, 0.921768, 1.399242 ], [ 124, 62, 62, 124, 62, 62 ], [ 54, 22, 32, 54, 22, 32 ], [ 70, 40, 30, 70, 40, 30 ], [ 43.548387, 35.483871, 51.612903, 43.548387, 35.483871, 51.612903 ], [ 2.535453, 4.767494, 1.209452, 1.468781, 1.675942, 1.311789 ], [ 272189, 272189, 66453, 632454, 632454, 545686 ], [ -47796, -29173, -47796, -305896, -305896, -301057 ], [ 56, 46, 67, 56, 46, 67 ], [ 86, 81, 90, 86, 81, 90 ], [ 33, 27, 42, 33, 27, 42 ], [ 7056, 2878, 4178, 7056, 2878, 4178 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 374260, -146625, -286790, -159817, -738103, -223003 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7231, "evaluation_days": 2410.33, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1553904000000, "last_datapoint_time": 1758787200000, "evaluation_time": 1758806146985, "expiration_time": 1765034784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|