Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 661816.9062 | 513726.3631 | 148090.5431 | 1390987.1546 | 682931.1456 | 708056.009 |
Total P&L (%) | 661.8169 | 513.7264 | 148.0905 | 1390.9872 | 682.9311 | 708.056 |
Avg Daily Profit (%) | 0.2748 | 0.2133 | 0.0615 | 0.1123 | 0.0855 | 0.0868 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95100 | -97646 | -108042 | -1427353 | -2017745 | -841524 |
Profit Factor | 1.5523 | 1.8325 | 1.2548 | 1.0932 | 1.0874 | 1.0995 |
Total Trades | 360 | 180 | 180 | 360 | 180 | 180 |
Winning Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Losing Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Profitability (%) | 46.3889 | 46.1111 | 46.6667 | 46.3889 | 46.1111 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.794 | 2.1416 | 1.4341 | 1.2634 | 1.2708 | 1.2565 |
Largest Winning Trade | 168274 | 168274 | 61583 | 947913 | 936932 | 947913 |
Largest Losing Trade | -49772 | -31297 | -49772 | -817637 | -691138 | -817637 |
Avg Bars in Trades | 39 | 30 | 47 | 39 | 30 | 47 |
Avg Bars in Winners | 56 | 39 | 72 | 56 | 39 | 72 |
Avg Bars in Losers | 24 | 22 | 26 | 24 | 22 | 26 |
Bars Traded | 14127 | 5495 | 8632 | 14127 | 5495 | 8632 |
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 | 428102 | 378114 | -111924 | -160295 | -203914 | -188689 |
{ "trading_pair": "ZIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14451, "evaluation_days": 2408.5, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1553846400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758914669326, "expiration_time": 1764958032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 661816.9062066824, 513726.3630843576, 148090.5431223249, 1390987.1546174109, 682931.1456447332, 708056.0089726765 ], [ 661.816906, 513.726363, 148.090543, 1390.987155, 682.931146, 708.056009 ], [ 0.274784, 0.213297, 0.061487, 0.11225, 0.085479, 0.086791 ], [ 10, 10, 10, 10, 10, 10 ], [ -95100, -97646, -108042, -1427353, -2017745, -841524 ], [ 1.552335, 1.832505, 1.254832, 1.093161, 1.087414, 1.099468 ], [ 360, 180, 180, 360, 180, 180 ], [ 167, 83, 84, 167, 83, 84 ], [ 193, 97, 96, 193, 97, 96 ], [ 46.388889, 46.111111, 46.666667, 46.388889, 46.111111, 46.666667 ], [ 1.794016, 2.141602, 1.434093, 1.263353, 1.270834, 1.256534 ], [ 168274, 168274, 61583, 947913, 936932, 947913 ], [ -49772, -31297, -49772, -817637, -691138, -817637 ], [ 39, 30, 47, 39, 30, 47 ], [ 56, 39, 72, 56, 39, 72 ], [ 24, 22, 26, 24, 22, 26 ], [ 14127, 5495, 8632, 14127, 5495, 8632 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 428102, 378114, -111924, -160295, -203914, -188689 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14451, "evaluation_days": 2408.5, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1553846400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758914669326, "expiration_time": 1764958032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|