Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 970336.8765 | 966154.9847 | 4181.8918 | 63127.4485 | 231452.9223 | -168325.4738 |
Total P&L (%) | 970.3369 | 966.155 | 4.1819 | 63.1274 | 231.4529 | -168.3255 |
Avg Daily Profit (%) | 0.4659 | 0.4639 | 0.002 | 0.0235 | 0.0576 | 0 |
Buy And Hold Return (%) | 107.9096 | 107.9096 | 107.9096 | 107.9096 | 107.9096 | 107.9096 |
Max Trade Drawdown | -149329 | -134725 | -56903 | -1214868 | -1050491 | -288602 |
Profit Factor | 2.5924 | 2.9467 | 1.037 | 1.0229 | 1.1006 | 0.6343 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 40 | 37.5 | 42.4242 | 40 | 37.5 | 42.4242 |
Ratio Avg Win / Avg Loss | 3.8886 | 4.9112 | 1.4073 | 1.5343 | 1.8343 | 0.8609 |
Largest Winning Trade | 626473 | 626473 | 19997 | 1130884 | 1130884 | 67328 |
Largest Losing Trade | -61858 | -61858 | -26595 | -380662 | -380662 | -185380 |
Avg Bars in Trades | 367 | 675 | 68 | 367 | 675 | 68 |
Avg Bars in Winners | 434 | 830 | 95 | 434 | 830 | 95 |
Avg Bars in Losers | 322 | 582 | 48 | 322 | 582 | 48 |
Bars Traded | 23891 | 21621 | 2270 | 23891 | 21621 | 2270 |
Profit Streak | 62.3706 | 0 | 142.0373 | 62.3706 | 0 | 142.0373 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -124352 | 396985 | -538143 | -661127 | -235665 | -583177 |
{ "trading_pair": "ZIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580270400000, "last_datapoint_time": 1758722400000, "evaluation_time": 1759013622409, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 210, "offset": 0, "scalar": 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": [ [ 970336.8764518097, 966154.9846605735, 4181.8917912359, 63127.4484716168, 231452.9222730623, -168325.4738014459 ], [ 970.336876, 966.154985, 4.181892, 63.127448, 231.452922, -168.325474 ], [ 0.465948, 0.46394, 0.002008, 0.023502, 0.057559, 0 ], [ 107.909605, 107.909605, 107.909605, 107.909605, 107.909605, 107.909605 ], [ -149329, -134725, -56903, -1214868, -1050491, -288602 ], [ 2.592408, 2.946718, 1.036991, 1.022858, 1.100571, 0.634332 ], [ 65, 32, 33, 65, 32, 33 ], [ 26, 12, 14, 26, 12, 14 ], [ 39, 20, 19, 39, 20, 19 ], [ 40, 37.5, 42.424242, 40, 37.5, 42.424242 ], [ 3.888612, 4.911197, 1.407344, 1.534287, 1.834285, 0.860879 ], [ 626473, 626473, 19997, 1130884, 1130884, 67328 ], [ -61858, -61858, -26595, -380662, -380662, -185380 ], [ 367, 675, 68, 367, 675, 68 ], [ 434, 830, 95, 434, 830, 95 ], [ 322, 582, 48, 322, 582, 48 ], [ 23891, 21621, 2270, 23891, 21621, 2270 ], [ 62.37063, 0, 142.037296, 62.37063, 0, 142.037296 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -124352, 396985, -538143, -661127, -235665, -583177 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580270400000, "last_datapoint_time": 1758722400000, "evaluation_time": 1759013622409, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 210, "offset": 0, "scalar": 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) |
---|