Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 777420.8619 | 677237.8542 | 100183.0077 | 1524936.1713 | 1621399.2122 | -96463.0409 |
Total P&L (%) | 777.4209 | 677.2379 | 100.183 | 1524.9362 | 1621.3992 | -96.463 |
Avg Daily Profit (%) | 0.3733 | 0.3252 | 0.0481 | 0.134 | 0.1367 | -0.1603 |
Buy And Hold Return (%) | 121.6867 | 121.6867 | 121.6867 | 121.6867 | 121.6867 | 121.6867 |
Max Trade Drawdown | -112774 | -104102 | -115932 | -4199726 | -4298463 | -3504810 |
Profit Factor | 1.5534 | 1.9618 | 1.143 | 1.0421 | 1.0893 | 0.9947 |
Total Trades | 433 | 217 | 216 | 433 | 217 | 216 |
Winning Trades | 194 | 96 | 98 | 194 | 96 | 98 |
Losing Trades | 239 | 121 | 118 | 239 | 121 | 118 |
Profitability (%) | 44.8037 | 44.2396 | 45.3704 | 44.8037 | 44.2396 | 45.3704 |
Ratio Avg Win / Avg Loss | 1.9137 | 2.4727 | 1.3762 | 1.2838 | 1.373 | 1.1977 |
Largest Winning Trade | 192762 | 192762 | 54370 | 3259129 | 3259129 | 1374959 |
Largest Losing Trade | -62106 | -39038 | -62106 | -3282410 | -1609954 | -3282410 |
Avg Bars in Trades | 57 | 49 | 65 | 57 | 49 | 65 |
Avg Bars in Winners | 80 | 66 | 93 | 80 | 66 | 93 |
Avg Bars in Losers | 38 | 35 | 41 | 38 | 35 | 41 |
Bars Traded | 24764 | 10697 | 14067 | 24764 | 10697 | 14067 |
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 | 435500 | 367854 | -358936 | -187778 | -134028 | -580336 |
{ "trading_pair": "ZIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579982400000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758929870204, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 175, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 777420.8618806286, 677237.8541506496, 100183.0077299788, 1524936.171296166, 1621399.2121851724, -96463.0408890057 ], [ 777.420862, 677.237854, 100.183008, 1524.936171, 1621.399212, -96.463041 ], [ 0.373311, 0.325204, 0.048107, 0.13397, 0.136743, -0.160347 ], [ 121.686747, 121.686747, 121.686747, 121.686747, 121.686747, 121.686747 ], [ -112774, -104102, -115932, -4199726, -4298463, -3504810 ], [ 1.553373, 1.961843, 1.142961, 1.042063, 1.089295, 0.994669 ], [ 433, 217, 216, 433, 217, 216 ], [ 194, 96, 98, 194, 96, 98 ], [ 239, 121, 118, 239, 121, 118 ], [ 44.803695, 44.239631, 45.37037, 44.803695, 44.239631, 45.37037 ], [ 1.913692, 2.472739, 1.376218, 1.283779, 1.372966, 1.197663 ], [ 192762, 192762, 54370, 3259129, 3259129, 1374959 ], [ -62106, -39038, -62106, -3282410, -1609954, -3282410 ], [ 57, 49, 65, 57, 49, 65 ], [ 80, 66, 93, 80, 66, 93 ], [ 38, 35, 41, 38, 35, 41 ], [ 24764, 10697, 14067, 24764, 10697, 14067 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 435500, 367854, -358936, -187778, -134028, -580336 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579982400000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758929870204, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 175, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|