Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 871421.6772 | 723493.1134 | 147928.5639 | 1930454.4851 | 468869.8915 | 1461584.5936 |
Total P&L (%) | 871.4217 | 723.4931 | 147.9286 | 1930.4545 | 468.8699 | 1461.5846 |
Avg Daily Profit (%) | 0.359 | 0.298 | 0.0609 | 0.1241 | 0.0716 | 0.1133 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120049 | -69975 | -130131 | -664631 | -567523 | -222535 |
Profit Factor | 2.3502 | 3.2237 | 1.4622 | 1.6777 | 1.29 | 2.1864 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 41 | 16 | 25 | 41 | 16 | 25 |
Losing Trades | 71 | 40 | 31 | 71 | 40 | 31 |
Profitability (%) | 36.6071 | 28.5714 | 44.6429 | 36.6071 | 28.5714 | 44.6429 |
Ratio Avg Win / Avg Loss | 4.0699 | 8.0594 | 1.8132 | 2.9052 | 3.225 | 2.7111 |
Largest Winning Trade | 399713 | 399713 | 64553 | 655387 | 529975 | 655387 |
Largest Losing Trade | -33273 | -33273 | -25479 | -201509 | -183168 | -201509 |
Avg Bars in Trades | 42 | 38 | 47 | 42 | 38 | 47 |
Avg Bars in Winners | 82 | 85 | 80 | 82 | 85 | 80 |
Avg Bars in Losers | 19 | 19 | 20 | 19 | 19 | 20 |
Bars Traded | 4793 | 2159 | 2634 | 4793 | 2159 | 2634 |
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 | 322629 | -179369 | -291506 | -28644 | -290556 | -219329 |
{ "trading_pair": "ZIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4855, "evaluation_days": 2427.5, "actual_first_datapoint_time": 1550534400000, "first_datapoint_time": 1552737600000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760236307786, "expiration_time": 1766519280000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 32, "offset": 0, "a": 0.33135 } }, "second_band": { "type": "bbm", "factors": { "length": 200, "offset": 0, "std": 3.10435 } } }
{ "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": [ [ 871421.677246056, 723493.1133874144, 147928.5638586418, 1930454.4851002158, 468869.8914782251, 1461584.5936219918 ], [ 871.421677, 723.493113, 147.928564, 1930.454485, 468.869891, 1461.584594 ], [ 0.358979, 0.29804, 0.060939, 0.124108, 0.071642, 0.113279 ], [ 10, 10, 10, 10, 10, 10 ], [ -120049, -69975, -130131, -664631, -567523, -222535 ], [ 2.350234, 3.223749, 1.462223, 1.677652, 1.290004, 2.186381 ], [ 112, 56, 56, 112, 56, 56 ], [ 41, 16, 25, 41, 16, 25 ], [ 71, 40, 31, 71, 40, 31 ], [ 36.607143, 28.571429, 44.642857, 36.607143, 28.571429, 44.642857 ], [ 4.069917, 8.059372, 1.813156, 2.905202, 3.225009, 2.711113 ], [ 399713, 399713, 64553, 655387, 529975, 655387 ], [ -33273, -33273, -25479, -201509, -183168, -201509 ], [ 42, 38, 47, 42, 38, 47 ], [ 82, 85, 80, 82, 85, 80 ], [ 19, 19, 20, 19, 19, 20 ], [ 4793, 2159, 2634, 4793, 2159, 2634 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 322629, -179369, -291506, -28644, -290556, -219329 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4855, "evaluation_days": 2427.5, "actual_first_datapoint_time": 1550534400000, "first_datapoint_time": 1552737600000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760236307786, "expiration_time": 1766519280000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 32, "offset": 0, "a": 0.33135 } }, "second_band": { "type": "bbm", "factors": { "length": 200, "offset": 0, "std": 3.10435 } } }
# | 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) |
---|