Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -565261.7666 | 31309.5182 | -596571.2848 | 1958686.6088 | -1774341.4214 | 3733028.0302 |
Total P&L (%) | -565.2618 | 31.3095 | -596.5713 | 1958.6866 | -1774.3414 | 3733.028 |
Avg Daily Profit (%) | -0.2336 | 0.0129 | -0.2465 | 0.1251 | 0 | 0.1508 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -802314 | -88242 | -812950 | -2044646 | -2558167 | -718041 |
Profit Factor | 0.5221 | 1.1108 | 0.3374 | 1.2981 | 0.6363 | 3.2056 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Losing Trades | 15 | 10 | 5 | 15 | 10 | 5 |
Profitability (%) | 80.2632 | 73.6842 | 86.8421 | 80.2632 | 73.6842 | 86.8421 |
Ratio Avg Win / Avg Loss | 0.1284 | 0.3967 | 0.0511 | 0.3192 | 0.2273 | 0.4857 |
Largest Winning Trade | 39481 | 39481 | 28616 | 1886055 | 430935 | 1886055 |
Largest Losing Trade | -637510 | -58977 | -637510 | -1453706 | -1453706 | -718041 |
Avg Bars in Trades | 59 | 69 | 50 | 59 | 69 | 50 |
Avg Bars in Winners | 24 | 21 | 27 | 32 | 24 | 38 |
Avg Bars in Losers | 201 | 204 | 196 | 172 | 195 | 125 |
Bars Traded | 4545 | 2642 | 1903 | 4545 | 2642 | 1903 |
Profit Streak | 161.1932 | 161.1932 | 264.6932 | 161.1932 | 161.1932 | 264.6932 |
Trades During Streak | 13 | 6 | 7 | 13 | 6 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -628735 | -274300 | -574770 | -75189 | -576254 | 611056 |
{ "trading_pair": "ZIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4840, "evaluation_days": 2420, "actual_first_datapoint_time": 1550534400000, "first_datapoint_time": 1559779200000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759595888144, "expiration_time": 1765851840000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 215, "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": [ [ -565261.7665865326, 31309.5182453727, -596571.284831905, 1958686.6088407857, -1774341.4214082751, 3733028.030249062 ], [ -565.261767, 31.309518, -596.571285, 1958.686609, -1774.341421, 3733.02803 ], [ -0.233579, 0.012938, -0.246517, 0.125064, 0, 0.150785 ], [ 10, 10, 10, 10, 10, 10 ], [ -802314, -88242, -812950, -2044646, -2558167, -718041 ], [ 0.52213, 1.110836, 0.337432, 1.298063, 0.63632, 3.205596 ], [ 76, 38, 38, 76, 38, 38 ], [ 61, 28, 33, 61, 28, 33 ], [ 15, 10, 5, 15, 10, 5 ], [ 80.263158, 73.684211, 86.842105, 80.263158, 73.684211, 86.842105 ], [ 0.128393, 0.396727, 0.051126, 0.319196, 0.227257, 0.485696 ], [ 39481, 39481, 28616, 1886055, 430935, 1886055 ], [ -637510, -58977, -637510, -1453706, -1453706, -718041 ], [ 59, 69, 50, 59, 69, 50 ], [ 24, 21, 27, 32, 24, 38 ], [ 201, 204, 196, 172, 195, 125 ], [ 4545, 2642, 1903, 4545, 2642, 1903 ], [ 161.19315, 161.19315, 264.69315, 161.19315, 161.19315, 264.69315 ], [ 13, 6, 7, 13, 6, 7 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -628735, -274300, -574770, -75189, -576254, 611056 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4840, "evaluation_days": 2420, "actual_first_datapoint_time": 1550534400000, "first_datapoint_time": 1559779200000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759595888144, "expiration_time": 1765851840000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 215, "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) |
---|