Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 935979.4679 | 780589.1825 | 155390.2854 | 1735705.1327 | 212393.4034 | 1523311.7294 |
Total P&L (%) | 935.9795 | 780.5892 | 155.3903 | 1735.7051 | 212.3934 | 1523.3117 |
Avg Daily Profit (%) | 0.3886 | 0.3241 | 0.0645 | 0.1209 | 0.0473 | 0.1158 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129497 | -87467 | -93864 | -3395241 | -3284596 | -1543767 |
Profit Factor | 2.1594 | 2.8084 | 1.4137 | 1.111 | 1.0248 | 1.2151 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 55 | 24 | 31 | 55 | 24 | 31 |
Losing Trades | 97 | 52 | 45 | 97 | 52 | 45 |
Profitability (%) | 36.1842 | 31.5789 | 40.7895 | 36.1842 | 31.5789 | 40.7895 |
Ratio Avg Win / Avg Loss | 3.8085 | 6.0848 | 2.0521 | 1.9593 | 2.2204 | 1.7639 |
Largest Winning Trade | 397019 | 397019 | 65475 | 1985960 | 1985960 | 1473588 |
Largest Losing Trade | -44670 | -29927 | -44670 | -907264 | -907264 | -844334 |
Avg Bars in Trades | 92 | 82 | 102 | 92 | 82 | 102 |
Avg Bars in Winners | 169 | 158 | 177 | 169 | 158 | 177 |
Avg Bars in Losers | 49 | 48 | 51 | 49 | 48 | 51 |
Bars Traded | 14113 | 6304 | 7809 | 14113 | 6304 | 7809 |
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 | 330533 | -42163 | -157933 | -133136 | -378484 | -90374 |
{ "trading_pair": "ZIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14451, "evaluation_days": 2408.5, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1552723200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758931590874, "expiration_time": 1764958032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 150, "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": [ [ 935979.467866752, 780589.1825118483, 155390.2853549034, 1735705.1327408277, 212393.4033644857, 1523311.7293763412 ], [ 935.979468, 780.589183, 155.390285, 1735.705133, 212.393403, 1523.311729 ], [ 0.388615, 0.324098, 0.064517, 0.120896, 0.047306, 0.115784 ], [ 10, 10, 10, 10, 10, 10 ], [ -129497, -87467, -93864, -3395241, -3284596, -1543767 ], [ 2.159431, 2.808391, 1.413683, 1.110955, 1.024805, 1.21513 ], [ 152, 76, 76, 152, 76, 76 ], [ 55, 24, 31, 55, 24, 31 ], [ 97, 52, 45, 97, 52, 45 ], [ 36.184211, 31.578947, 40.789474, 36.184211, 31.578947, 40.789474 ], [ 3.808451, 6.084847, 2.052121, 1.959321, 2.220412, 1.763899 ], [ 397019, 397019, 65475, 1985960, 1985960, 1473588 ], [ -44670, -29927, -44670, -907264, -907264, -844334 ], [ 92, 82, 102, 92, 82, 102 ], [ 169, 158, 177, 169, 158, 177 ], [ 49, 48, 51, 49, 48, 51 ], [ 14113, 6304, 7809, 14113, 6304, 7809 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 330533, -42163, -157933, -133136, -378484, -90374 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14451, "evaluation_days": 2408.5, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1552723200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758931590874, "expiration_time": 1764958032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 150, "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) |
---|