Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 692734.3284 | 589934.2226 | 102800.1058 | 620554.886 | -108310.5471 | 728865.4331 |
Total P&L (%) | 692.7343 | 589.9342 | 102.8001 | 620.5549 | -108.3105 | 728.8654 |
Avg Daily Profit (%) | 0.2876 | 0.2449 | 0.0427 | 0.082 | 0 | 0.0878 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153865 | -100245 | -249374 | -2385315 | -2092135 | -1285971 |
Profit Factor | 1.3157 | 1.5445 | 1.0925 | 1.0308 | 0.9896 | 1.0748 |
Total Trades | 824 | 412 | 412 | 824 | 412 | 412 |
Winning Trades | 286 | 134 | 152 | 286 | 134 | 152 |
Losing Trades | 538 | 278 | 260 | 538 | 278 | 260 |
Profitability (%) | 34.7087 | 32.5243 | 36.8932 | 34.7087 | 32.5243 | 36.8932 |
Ratio Avg Win / Avg Loss | 2.475 | 3.2043 | 1.8688 | 1.9391 | 2.053 | 1.8385 |
Largest Winning Trade | 278514 | 278514 | 40404 | 1133395 | 1133395 | 490657 |
Largest Losing Trade | -23041 | -22348 | -23041 | -357756 | -357756 | -240400 |
Avg Bars in Trades | 17 | 18 | 15 | 17 | 18 | 15 |
Avg Bars in Winners | 32 | 37 | 28 | 32 | 37 | 28 |
Avg Bars in Losers | 9 | 9 | 8 | 9 | 9 | 8 |
Bars Traded | 14311 | 7726 | 6585 | 14311 | 7726 | 6585 |
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 | 313652 | 222868 | -256742 | -269898 | -582920 | -215618 |
{ "trading_pair": "ZIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14451, "evaluation_days": 2408.5, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1551916800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758914673660, "expiration_time": 1764958032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 95, "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": [ [ 692734.3284076417, 589934.2225764215, 102800.1058312207, 620554.8859606313, -108310.5471298894, 728865.4330905208 ], [ 692.734328, 589.934223, 102.800106, 620.554886, -108.310547, 728.865433 ], [ 0.287621, 0.244938, 0.042682, 0.082029, 0, 0.087848 ], [ 10, 10, 10, 10, 10, 10 ], [ -153865, -100245, -249374, -2385315, -2092135, -1285971 ], [ 1.3157, 1.544529, 1.092538, 1.030818, 0.989577, 1.074798 ], [ 824, 412, 412, 824, 412, 412 ], [ 286, 134, 152, 286, 134, 152 ], [ 538, 278, 260, 538, 278, 260 ], [ 34.708738, 32.524272, 36.893204, 34.708738, 32.524272, 36.893204 ], [ 2.474987, 3.204321, 1.868815, 1.939092, 2.053003, 1.83847 ], [ 278514, 278514, 40404, 1133395, 1133395, 490657 ], [ -23041, -22348, -23041, -357756, -357756, -240400 ], [ 17, 18, 15, 17, 18, 15 ], [ 32, 37, 28, 32, 37, 28 ], [ 9, 9, 8, 9, 9, 8 ], [ 14311, 7726, 6585, 14311, 7726, 6585 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 313652, 222868, -256742, -269898, -582920, -215618 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14451, "evaluation_days": 2408.5, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1551916800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758914673660, "expiration_time": 1764958032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 95, "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) |
---|