Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1051916.8093 | 823066.684 | 228850.1253 | 7322822.1951 | 2415680.1726 | 4907142.0224 |
Total P&L (%) | 1051.9168 | 823.0667 | 228.8501 | 7322.8222 | 2415.6802 | 4907.142 |
Avg Daily Profit (%) | 0.4365 | 0.3415 | 0.095 | 0.1789 | 0.1339 | 0.1625 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98282 | -81830 | -127347 | -10090333 | -9213696 | -3851279 |
Profit Factor | 1.8926 | 2.2785 | 1.4279 | 1.1267 | 1.0731 | 1.1984 |
Total Trades | 281 | 141 | 140 | 281 | 141 | 140 |
Winning Trades | 101 | 43 | 58 | 101 | 43 | 58 |
Losing Trades | 180 | 98 | 82 | 180 | 98 | 82 |
Profitability (%) | 35.9431 | 30.4965 | 41.4286 | 35.9431 | 30.4965 | 41.4286 |
Ratio Avg Win / Avg Loss | 3.3729 | 5.193 | 2.0188 | 2.008 | 2.4456 | 1.6942 |
Largest Winning Trade | 406589 | 406589 | 35451 | 7379324 | 7379324 | 3172720 |
Largest Losing Trade | -24948 | -24948 | -22573 | -1778793 | -1778793 | -1186420 |
Avg Bars in Trades | 17 | 17 | 16 | 17 | 17 | 16 |
Avg Bars in Winners | 31 | 38 | 26 | 31 | 38 | 26 |
Avg Bars in Losers | 9 | 8 | 9 | 9 | 8 | 9 |
Bars Traded | 4779 | 2493 | 2286 | 4779 | 2493 | 2286 |
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 | 357583 | 219512 | -67456 | -75915 | -160371 | 117542 |
{ "trading_pair": "ZIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4820, "evaluation_days": 2410, "actual_first_datapoint_time": 1550534400000, "first_datapoint_time": 1551441600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758861163168, "expiration_time": 1764961920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ohlc4", "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": [ [ 1051916.8093150319, 823066.683970442, 228850.1253445899, 7322822.195058712, 2415680.1726314723, 4907142.022427237 ], [ 1051.916809, 823.066684, 228.850125, 7322.822195, 2415.680173, 4907.142022 ], [ 0.43648, 0.341521, 0.094959, 0.178879, 0.133912, 0.162516 ], [ 10, 10, 10, 10, 10, 10 ], [ -98282, -81830, -127347, -10090333, -9213696, -3851279 ], [ 1.892568, 2.278547, 1.427936, 1.126693, 1.073066, 1.198366 ], [ 281, 141, 140, 281, 141, 140 ], [ 101, 43, 58, 101, 43, 58 ], [ 180, 98, 82, 180, 98, 82 ], [ 35.94306, 30.496454, 41.428571, 35.94306, 30.496454, 41.428571 ], [ 3.372894, 5.192967, 2.018806, 2.007968, 2.445591, 1.694241 ], [ 406589, 406589, 35451, 7379324, 7379324, 3172720 ], [ -24948, -24948, -22573, -1778793, -1778793, -1186420 ], [ 17, 17, 16, 17, 17, 16 ], [ 31, 38, 26, 31, 38, 26 ], [ 9, 8, 9, 9, 8, 9 ], [ 4779, 2493, 2286, 4779, 2493, 2286 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 357583, 219512, -67456, -75915, -160371, 117542 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4820, "evaluation_days": 2410, "actual_first_datapoint_time": 1550534400000, "first_datapoint_time": 1551441600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758861163168, "expiration_time": 1764961920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ohlc4", "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) |
---|