Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 504014.2506 | 541163.3294 | -37149.0788 | -93669.2725 | 284372.2845 | -378041.557 |
Total P&L (%) | 504.0143 | 541.1633 | -37.1491 | -93.6693 | 284.3723 | -378.0416 |
Avg Daily Profit (%) | 0.2087 | 0.2241 | -0.0154 | -0.1142 | 0.0558 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -221859 | -164462 | -94442 | -791337 | -305617 | -503965 |
Profit Factor | 1.6823 | 2.1889 | 0.869 | 0.9393 | 1.4523 | 0.5864 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Losing Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Profitability (%) | 52.5862 | 53.4483 | 51.7241 | 52.5862 | 53.4483 | 51.7241 |
Ratio Avg Win / Avg Loss | 1.5168 | 1.9065 | 0.811 | 0.8469 | 1.2649 | 0.5473 |
Largest Winning Trade | 502094 | 502094 | 23030 | 450155 | 450155 | 108871 |
Largest Losing Trade | -94442 | -57889 | -94442 | -472289 | -139305 | -472289 |
Avg Bars in Trades | 39 | 67 | 11 | 39 | 67 | 11 |
Avg Bars in Winners | 23 | 34 | 13 | 23 | 34 | 13 |
Avg Bars in Losers | 56 | 106 | 8 | 56 | 106 | 8 |
Bars Traded | 4581 | 3943 | 638 | 4581 | 3943 | 638 |
Profit Streak | 47.525 | 0 | 73.525 | 47.525 | 0 | 73.525 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450093 | -167200 | -759774 | -579574 | -297041 | -759774 |
{ "trading_pair": "ZIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4830, "evaluation_days": 2415, "actual_first_datapoint_time": 1550534400000, "first_datapoint_time": 1556625600000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759149356290, "expiration_time": 1765406880000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 11, "offset": 245, "scalar": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 141, "offset": 0, "multiplier": 2.76434 } } }
{ "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": [ [ 504014.250636325, 541163.3294241603, -37149.0787878353, -93669.2725168778, 284372.2844941692, -378041.5570110473 ], [ 504.014251, 541.163329, -37.149079, -93.669273, 284.372284, -378.041557 ], [ 0.208702, 0.224084, -0.015383, -0.11421, 0.055769, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -221859, -164462, -94442, -791337, -305617, -503965 ], [ 1.682323, 2.188906, 0.868961, 0.939287, 1.452285, 0.586425 ], [ 116, 58, 58, 116, 58, 58 ], [ 61, 31, 30, 61, 31, 30 ], [ 55, 27, 28, 55, 27, 28 ], [ 52.586207, 53.448276, 51.724138, 52.586207, 53.448276, 51.724138 ], [ 1.516848, 1.906467, 0.81103, 0.846898, 1.264894, 0.54733 ], [ 502094, 502094, 23030, 450155, 450155, 108871 ], [ -94442, -57889, -94442, -472289, -139305, -472289 ], [ 39, 67, 11, 39, 67, 11 ], [ 23, 34, 13, 23, 34, 13 ], [ 56, 106, 8, 56, 106, 8 ], [ 4581, 3943, 638, 4581, 3943, 638 ], [ 47.524957, 0, 73.524957, 47.524957, 0, 73.524957 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 450093, -167200, -759774, -579574, -297041, -759774 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4830, "evaluation_days": 2415, "actual_first_datapoint_time": 1550534400000, "first_datapoint_time": 1556625600000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759149356290, "expiration_time": 1765406880000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 11, "offset": 245, "scalar": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 141, "offset": 0, "multiplier": 2.76434 } } }
# | 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) |
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