Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 847630.9636 | 774877.6198 | 72753.3438 | 315695.5809 | 278483.0664 | 37212.5145 |
Total P&L (%) | 847.631 | 774.8776 | 72.7533 | 315.6956 | 278.4831 | 37.2125 |
Avg Daily Profit (%) | 0.3517 | 0.3215 | 0.0302 | 0.0591 | 0.0552 | 0.0131 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104924 | -74916 | -137248 | -346849 | -205421 | -347470 |
Profit Factor | 2.5072 | 3.8083 | 1.254 | 1.2373 | 1.4472 | 1.0526 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 24 | 10 | 14 | 24 | 10 | 14 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 40 | 33.3333 | 46.6667 | 40 | 33.3333 | 46.6667 |
Ratio Avg Win / Avg Loss | 3.7608 | 7.6165 | 1.4331 | 1.856 | 2.8945 | 1.203 |
Largest Winning Trade | 598156 | 598156 | 65637 | 383480 | 383480 | 172650 |
Largest Losing Trade | -50051 | -47760 | -50051 | -224026 | -106774 | -224026 |
Avg Bars in Trades | 79 | 66 | 91 | 79 | 66 | 91 |
Avg Bars in Winners | 136 | 123 | 146 | 136 | 123 | 146 |
Avg Bars in Losers | 40 | 37 | 44 | 40 | 37 | 44 |
Bars Traded | 4746 | 1989 | 2757 | 4746 | 1989 | 2757 |
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 | -163552 | 340864 | -154096 | -290811 | -123581 | -341786 |
{ "trading_pair": "ZIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4820, "evaluation_days": 2410, "actual_first_datapoint_time": 1550534400000, "first_datapoint_time": 1552003200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759043954961, "expiration_time": 1764961920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 35, "offset": 0, "a": 0.08976 } }, "second_band": { "type": "ssf", "factors": { "length": 48, "offset": 0, "poles": 2 } } }
{ "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": [ [ 847630.9636288238, 774877.6197908099, 72753.3438380139, 315695.5808849969, 278483.0664122089, 37212.5144727881 ], [ 847.630964, 774.87762, 72.753344, 315.695581, 278.483066, 37.212514 ], [ 0.351714, 0.321526, 0.030188, 0.059137, 0.055244, 0.013128 ], [ 10, 10, 10, 10, 10, 10 ], [ -104924, -74916, -137248, -346849, -205421, -347470 ], [ 2.507214, 3.808252, 1.253979, 1.237335, 1.447242, 1.052597 ], [ 60, 30, 30, 60, 30, 30 ], [ 24, 10, 14, 24, 10, 14 ], [ 36, 20, 16, 36, 20, 16 ], [ 40, 33.333333, 46.666667, 40, 33.333333, 46.666667 ], [ 3.76082, 7.616504, 1.433119, 1.856002, 2.894483, 1.202968 ], [ 598156, 598156, 65637, 383480, 383480, 172650 ], [ -50051, -47760, -50051, -224026, -106774, -224026 ], [ 79, 66, 91, 79, 66, 91 ], [ 136, 123, 146, 136, 123, 146 ], [ 40, 37, 44, 40, 37, 44 ], [ 4746, 1989, 2757, 4746, 1989, 2757 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -163552, 340864, -154096, -290811, -123581, -341786 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4820, "evaluation_days": 2410, "actual_first_datapoint_time": 1550534400000, "first_datapoint_time": 1552003200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759043954961, "expiration_time": 1764961920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 35, "offset": 0, "a": 0.08976 } }, "second_band": { "type": "ssf", "factors": { "length": 48, "offset": 0, "poles": 2 } } }
# | 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) |
---|