Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -896215.1959 | 51942.48 | -948157.6759 | 664534.0537 | -4993129.2148 | 5657663.2685 |
Total P&L (%) | -896.2152 | 51.9425 | -948.1577 | 664.5341 | -4993.1292 | 5657.6633 |
Avg Daily Profit (%) | -0.3699 | 0.0214 | -0.3913 | 0.084 | 0 | 0.1674 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1103822 | -147591 | -1125129 | -9625445 | -8687042 | -1110780 |
Profit Factor | 0.4055 | 1.181 | 0.2231 | 1.0542 | 0.5086 | 3.706 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 32 | 15 | 17 | 32 | 14 | 18 |
Losing Trades | 34 | 18 | 16 | 34 | 19 | 15 |
Profitability (%) | 48.4848 | 45.4545 | 51.5152 | 48.4848 | 42.4242 | 54.5455 |
Ratio Avg Win / Avg Loss | 0.4308 | 1.4172 | 0.2099 | 1.1201 | 0.6902 | 3.0883 |
Largest Winning Trade | 99082 | 99082 | 60535 | 3878597 | 3188790 | 3878597 |
Largest Losing Trade | -950098 | -68180 | -950098 | -6793260 | -6793260 | -415890 |
Avg Bars in Trades | 70 | 90 | 51 | 70 | 90 | 51 |
Avg Bars in Winners | 52 | 70 | 37 | 61 | 70 | 54 |
Avg Bars in Losers | 88 | 106 | 66 | 79 | 104 | 47 |
Bars Traded | 4685 | 2978 | 1707 | 4685 | 2978 | 1707 |
Profit Streak | 14.3739 | 0 | 37.8739 | 14.3739 | 0 | 37.8739 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -709274 | -188686 | -579617 | -369764 | -583748 | 581709 |
{ "trading_pair": "ZIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4846, "evaluation_days": 2423, "actual_first_datapoint_time": 1550534400000, "first_datapoint_time": 1554379200000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759870706613, "expiration_time": 1766118816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 28, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 90, "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": [ [ -896215.1958692742, 51942.4799942411, -948157.6758635152, 664534.0537442385, -4993129.214780036, 5657663.268524275 ], [ -896.215196, 51.94248, -948.157676, 664.534054, -4993.129215, 5657.663269 ], [ -0.369878, 0.021437, -0.391316, 0.083985, 0, 0.167417 ], [ 10, 10, 10, 10, 10, 10 ], [ -1103822, -147591, -1125129, -9625445, -8687042, -1110780 ], [ 0.405455, 1.180964, 0.223053, 1.054244, 0.508554, 3.705997 ], [ 66, 33, 33, 66, 33, 33 ], [ 32, 15, 17, 32, 14, 18 ], [ 34, 18, 16, 34, 19, 15 ], [ 48.484848, 45.454545, 51.515152, 48.484848, 42.424242, 54.545455 ], [ 0.430796, 1.417156, 0.209932, 1.120134, 0.69018, 3.088331 ], [ 99082, 99082, 60535, 3878597, 3188790, 3878597 ], [ -950098, -68180, -950098, -6793260, -6793260, -415890 ], [ 70, 90, 51, 70, 90, 51 ], [ 52, 70, 37, 61, 70, 54 ], [ 88, 106, 66, 79, 104, 47 ], [ 4685, 2978, 1707, 4685, 2978, 1707 ], [ 14.373919, 0, 37.873919, 14.373919, 0, 37.873919 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -709274, -188686, -579617, -369764, -583748, 581709 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4846, "evaluation_days": 2423, "actual_first_datapoint_time": 1550534400000, "first_datapoint_time": 1554379200000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759870706613, "expiration_time": 1766118816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 28, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 90, "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) |
---|