Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 904469.7901 | 745170.3637 | 159299.4264 | 2499656.9181 | -326545.6184 | 2826202.5365 |
Total P&L (%) | 904.4698 | 745.1704 | 159.2994 | 2499.6569 | -326.5456 | 2826.2025 |
Avg Daily Profit (%) | 0.373 | 0.3073 | 0.0657 | 0.1345 | 0 | 0.1393 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110394 | -85262 | -136157 | -6150718 | -5040153 | -2792312 |
Profit Factor | 2.0795 | 2.7388 | 1.3892 | 1.1058 | 0.9748 | 1.2653 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Losing Trades | 92 | 50 | 42 | 92 | 50 | 42 |
Profitability (%) | 36.1111 | 30.5556 | 41.6667 | 36.1111 | 30.5556 | 41.6667 |
Ratio Avg Win / Avg Loss | 3.679 | 6.2245 | 1.9448 | 1.9564 | 2.2156 | 1.7714 |
Largest Winning Trade | 318606 | 318606 | 60606 | 3202940 | 3202940 | 2276129 |
Largest Losing Trade | -31596 | -29684 | -31596 | -2076710 | -1047392 | -2076710 |
Avg Bars in Trades | 99 | 89 | 110 | 99 | 89 | 110 |
Avg Bars in Winners | 175 | 167 | 181 | 175 | 167 | 181 |
Avg Bars in Losers | 57 | 54 | 59 | 57 | 54 | 59 |
Bars Traded | 14396 | 6438 | 7958 | 14396 | 6438 | 7958 |
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 | 304202 | -72838 | -186166 | -121205 | -665020 | -88313 |
{ "trading_pair": "ZIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14548, "evaluation_days": 2424.67, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1552132800000, "last_datapoint_time": 1760112000000, "evaluation_time": 1760121552821, "expiration_time": 1766396736000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 246, "offset": 0, "std": 4.38747 } }, "second_band": { "type": "bbm", "factors": { "length": 187, "offset": 0, "std": 4.99962 } } }
{ "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": [ [ 904469.790050664, 745170.3636650211, 159299.4263856431, 2499656.918128651, -326545.6183648988, 2826202.536493549 ], [ 904.46979, 745.170364, 159.299426, 2499.656918, -326.545618, 2826.202536 ], [ 0.373028, 0.307329, 0.065699, 0.134458, 0, 0.139344 ], [ 10, 10, 10, 10, 10, 10 ], [ -110394, -85262, -136157, -6150718, -5040153, -2792312 ], [ 2.079456, 2.738779, 1.389167, 1.105766, 0.974843, 1.265286 ], [ 144, 72, 72, 144, 72, 72 ], [ 52, 22, 30, 52, 22, 30 ], [ 92, 50, 42, 92, 50, 42 ], [ 36.111111, 30.555556, 41.666667, 36.111111, 30.555556, 41.666667 ], [ 3.679038, 6.224498, 1.944834, 1.956355, 2.215553, 1.771401 ], [ 318606, 318606, 60606, 3202940, 3202940, 2276129 ], [ -31596, -29684, -31596, -2076710, -1047392, -2076710 ], [ 99, 89, 110, 99, 89, 110 ], [ 175, 167, 181, 175, 167, 181 ], [ 57, 54, 59, 57, 54, 59 ], [ 14396, 6438, 7958, 14396, 6438, 7958 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 304202, -72838, -186166, -121205, -665020, -88313 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14548, "evaluation_days": 2424.67, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1552132800000, "last_datapoint_time": 1760112000000, "evaluation_time": 1760121552821, "expiration_time": 1766396736000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 246, "offset": 0, "std": 4.38747 } }, "second_band": { "type": "bbm", "factors": { "length": 187, "offset": 0, "std": 4.99962 } } }
# | 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) |
---|