Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 624367.45 | 566410.3419 | 57957.1081 | 682196.5919 | 1280312.1139 | -598115.522 |
Total P&L (%) | 624.3675 | 566.4103 | 57.9571 | 682.1966 | 1280.3121 | -598.1155 |
Avg Daily Profit (%) | 0.2998 | 0.272 | 0.0278 | 0.0988 | 0.1261 | 0 |
Buy And Hold Return (%) | 115.625 | 115.625 | 115.625 | 115.625 | 115.625 | 115.625 |
Max Trade Drawdown | -121973 | -89719 | -191748 | -1173737 | -531904 | -1629024 |
Profit Factor | 1.3492 | 1.6269 | 1.0655 | 1.0656 | 1.2488 | 0.8863 |
Total Trades | 556 | 278 | 278 | 556 | 278 | 278 |
Winning Trades | 223 | 106 | 117 | 223 | 106 | 117 |
Losing Trades | 333 | 172 | 161 | 333 | 172 | 161 |
Profitability (%) | 40.1079 | 38.1295 | 42.0863 | 40.1079 | 38.1295 | 42.0863 |
Ratio Avg Win / Avg Loss | 2.0147 | 2.6398 | 1.4662 | 1.5912 | 2.0264 | 1.2196 |
Largest Winning Trade | 134526 | 134526 | 42889 | 648137 | 648137 | 263246 |
Largest Losing Trade | -38625 | -22673 | -38625 | -284921 | -209410 | -284921 |
Avg Bars in Trades | 44 | 43 | 45 | 44 | 43 | 45 |
Avg Bars in Winners | 66 | 68 | 65 | 66 | 68 | 65 |
Avg Bars in Losers | 29 | 28 | 31 | 29 | 28 | 31 |
Bars Traded | 24856 | 12150 | 12706 | 24856 | 12150 | 12706 |
Profit Streak | 0 | 0 | 9.3623 | 0 | 0 | 9.3623 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301607 | 237313 | -471429 | -209603 | -27058 | -580623 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 20, "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": [ [ 624367.4499636241, 566410.3418564382, 57957.1081071853, 682196.5918975938, 1280312.1139180227, -598115.5220204263 ], [ 624.36745, 566.410342, 57.957108, 682.196592, 1280.312114, -598.115522 ], [ 0.299816, 0.271986, 0.027831, 0.098821, 0.126125, 0 ], [ 115.625, 115.625, 115.625, 115.625, 115.625, 115.625 ], [ -121973, -89719, -191748, -1173737, -531904, -1629024 ], [ 1.349205, 1.626859, 1.065533, 1.06556, 1.248836, 0.886299 ], [ 556, 278, 278, 556, 278, 278 ], [ 223, 106, 117, 223, 106, 117 ], [ 333, 172, 161, 333, 172, 161 ], [ 40.107914, 38.129496, 42.086331, 40.107914, 38.129496, 42.086331 ], [ 2.014732, 2.639808, 1.466246, 1.591173, 2.026413, 1.219608 ], [ 134526, 134526, 42889, 648137, 648137, 263246 ], [ -38625, -22673, -38625, -284921, -209410, -284921 ], [ 44, 43, 45, 44, 43, 45 ], [ 66, 68, 65, 66, 68, 65 ], [ 29, 28, 31, 29, 28, 31 ], [ 24856, 12150, 12706, 24856, 12150, 12706 ], [ 0, 0, 9.362324, 0, 0, 9.362324 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 301607, 237313, -471429, -209603, -27058, -580623 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579226400000, "last_datapoint_time": 1758722400000, "evaluation_time": 1759005704782, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 20, "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) |
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