Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 672986.8938 | 562510.3054 | 110476.5885 | 710356.8443 | 332694.9312 | 377661.913 |
Total P&L (%) | 672.9869 | 562.5103 | 110.4766 | 710.3568 | 332.6949 | 377.6619 |
Avg Daily Profit (%) | 0.2788 | 0.233 | 0.0458 | 0.0867 | 0.0607 | 0.0648 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90897 | -66916 | -131519 | -823150 | -929438 | -757961 |
Profit Factor | 2.259 | 3.0298 | 1.4292 | 1.1806 | 1.1542 | 1.2127 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 45 | 36.6667 | 53.3333 | 45 | 36.6667 | 53.3333 |
Ratio Avg Win / Avg Loss | 2.761 | 5.2334 | 1.2505 | 1.443 | 1.9937 | 1.0611 |
Largest Winning Trade | 316034 | 316034 | 65783 | 502314 | 450367 | 502314 |
Largest Losing Trade | -47815 | -35918 | -47815 | -374364 | -278578 | -374364 |
Avg Bars in Trades | 78 | 66 | 89 | 78 | 66 | 89 |
Avg Bars in Winners | 121 | 111 | 128 | 121 | 111 | 128 |
Avg Bars in Losers | 42 | 40 | 45 | 42 | 40 | 45 |
Bars Traded | 4688 | 1993 | 2695 | 4688 | 1993 | 2695 |
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 | -162433 | 319496 | -130528 | -274066 | -166869 | -106472 |
{ "trading_pair": "ZIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4828, "evaluation_days": 2414, "actual_first_datapoint_time": 1550534400000, "first_datapoint_time": 1554379200000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759101071609, "expiration_time": 1765317888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 46, "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": [ [ 672986.893836837, 562510.3053624938, 110476.5884743434, 710356.8442572629, 332694.9312463674, 377661.9130108948 ], [ 672.986894, 562.510305, 110.476588, 710.356844, 332.694931, 377.661913 ], [ 0.278785, 0.23302, 0.045765, 0.086711, 0.0607, 0.064799 ], [ 10, 10, 10, 10, 10, 10 ], [ -90897, -66916, -131519, -823150, -929438, -757961 ], [ 2.259024, 3.02984, 1.429185, 1.180618, 1.154229, 1.212673 ], [ 60, 30, 30, 60, 30, 30 ], [ 27, 11, 16, 27, 11, 16 ], [ 33, 19, 14, 33, 19, 14 ], [ 45, 36.666667, 53.333333, 45, 36.666667, 53.333333 ], [ 2.761029, 5.23336, 1.250537, 1.442977, 1.993669, 1.061089 ], [ 316034, 316034, 65783, 502314, 450367, 502314 ], [ -47815, -35918, -47815, -374364, -278578, -374364 ], [ 78, 66, 89, 78, 66, 89 ], [ 121, 111, 128, 121, 111, 128 ], [ 42, 40, 45, 42, 40, 45 ], [ 4688, 1993, 2695, 4688, 1993, 2695 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -162433, 319496, -130528, -274066, -166869, -106472 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4828, "evaluation_days": 2414, "actual_first_datapoint_time": 1550534400000, "first_datapoint_time": 1554379200000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759101071609, "expiration_time": 1765317888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 46, "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) |
---|