Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 544039.7665 | 475516.9615 | 68522.805 | 611006.6858 | 1341288.2594 | -730281.5736 |
Total P&L (%) | 544.0398 | 475.517 | 68.5228 | 611.0067 | 1341.2883 | -730.2816 |
Avg Daily Profit (%) | 0.2612 | 0.2283 | 0.0329 | 0.0942 | 0.1282 | 0 |
Buy And Hold Return (%) | 70.1095 | 70.1095 | 70.1095 | 70.1095 | 70.1095 | 70.1095 |
Max Trade Drawdown | -132449 | -97608 | -97167 | -3654932 | -1964004 | -3011616 |
Profit Factor | 1.4456 | 1.8432 | 1.1043 | 1.0323 | 1.1641 | 0.932 |
Total Trades | 311 | 155 | 156 | 311 | 155 | 156 |
Winning Trades | 133 | 61 | 72 | 133 | 61 | 72 |
Losing Trades | 178 | 94 | 84 | 178 | 94 | 84 |
Profitability (%) | 42.7653 | 39.3548 | 46.1538 | 42.7653 | 39.3548 | 46.1538 |
Ratio Avg Win / Avg Loss | 1.9347 | 2.8404 | 1.2883 | 1.3816 | 1.7938 | 1.0873 |
Largest Winning Trade | 96166 | 96166 | 52493 | 1613210 | 1613210 | 1072452 |
Largest Losing Trade | -62106 | -29664 | -62106 | -2711526 | -561943 | -2711526 |
Avg Bars in Trades | 79 | 72 | 86 | 79 | 72 | 86 |
Avg Bars in Winners | 108 | 107 | 110 | 108 | 107 | 110 |
Avg Bars in Losers | 57 | 49 | 65 | 57 | 49 | 65 |
Bars Traded | 24652 | 11210 | 13442 | 24652 | 11210 | 13442 |
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 | 340483 | 263961 | -421779 | -252959 | -64347 | -580345 |
{ "trading_pair": "ZIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24998, "evaluation_days": 2083.17, "actual_first_datapoint_time": 1579644000000, "first_datapoint_time": 1580709600000, "last_datapoint_time": 1759694400000, "evaluation_time": 1759700338440, "expiration_time": 1766173881600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 50, "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": [ [ 544039.7664807829, 475516.9615293049, 68522.8049514784, 611006.6858158085, 1341288.2593813522, -730281.5735655448 ], [ 544.039766, 475.516962, 68.522805, 611.006686, 1341.288259, -730.281574 ], [ 0.26116, 0.228266, 0.032894, 0.094204, 0.128162, 0 ], [ 70.109546, 70.109546, 70.109546, 70.109546, 70.109546, 70.109546 ], [ -132449, -97608, -97167, -3654932, -1964004, -3011616 ], [ 1.44556, 1.843247, 1.104279, 1.032308, 1.164053, 0.931979 ], [ 311, 155, 156, 311, 155, 156 ], [ 133, 61, 72, 133, 61, 72 ], [ 178, 94, 84, 178, 94, 84 ], [ 42.765273, 39.354839, 46.153846, 42.765273, 39.354839, 46.153846 ], [ 1.93466, 2.840413, 1.288325, 1.381585, 1.793787, 1.087308 ], [ 96166, 96166, 52493, 1613210, 1613210, 1072452 ], [ -62106, -29664, -62106, -2711526, -561943, -2711526 ], [ 79, 72, 86, 79, 72, 86 ], [ 108, 107, 110, 108, 107, 110 ], [ 57, 49, 65, 57, 49, 65 ], [ 24652, 11210, 13442, 24652, 11210, 13442 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 340483, 263961, -421779, -252959, -64347, -580345 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24998, "evaluation_days": 2083.17, "actual_first_datapoint_time": 1579644000000, "first_datapoint_time": 1580709600000, "last_datapoint_time": 1759694400000, "evaluation_time": 1759700338440, "expiration_time": 1766173881600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 50, "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) |
---|