Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 679924.5915 | 802013.7723 | -122089.1807 | -111546.6489 | 53806.6958 | -165353.3447 |
Total P&L (%) | 679.9246 | 802.0138 | -122.0892 | -111.5466 | 53.8067 | -165.3533 |
Avg Daily Profit (%) | 0.2812 | 0.3317 | -0.0505 | 0 | 0.0178 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -286006 | -163467 | -299983 | -249290 | -142481 | -212587 |
Profit Factor | 1.8229 | 3.2568 | 0.7407 | 0.776 | 1.2334 | 0.3818 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 41 | 17 | 24 | 52 | 26 | 26 |
Losing Trades | 61 | 34 | 27 | 50 | 25 | 25 |
Profitability (%) | 40.1961 | 33.3333 | 47.0588 | 50.9804 | 50.9804 | 50.9804 |
Ratio Avg Win / Avg Loss | 2.7121 | 6.5136 | 0.8333 | 0.7462 | 1.1859 | 0.3672 |
Largest Winning Trade | 868247 | 868247 | 68629 | 206311 | 206311 | 58567 |
Largest Losing Trade | -130404 | -57384 | -130404 | -113539 | -113539 | -82420 |
Avg Bars in Trades | 137 | 104 | 170 | 137 | 104 | 170 |
Avg Bars in Winners | 188 | 160 | 208 | 118 | 130 | 106 |
Avg Bars in Losers | 103 | 76 | 137 | 157 | 77 | 237 |
Bars Traded | 14053 | 5337 | 8716 | 14053 | 5337 | 8716 |
Profit Streak | 0 | 0 | 19.1007 | 10.9341 | 12.9341 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311367 | -171147 | -761417 | -579736 | -349783 | -760706 |
{ "trading_pair": "ZIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14507, "evaluation_days": 2417.83, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1553630400000, "last_datapoint_time": 1759521600000, "evaluation_time": 1759530302632, "expiration_time": 1765788624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 72, "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": [ [ 679924.591540445, 802013.7722765689, -122089.1807361241, -111546.6488698447, 53806.6958310569, -165353.3447009017 ], [ 679.924592, 802.013772, -122.089181, -111.546649, 53.806696, -165.353345 ], [ 0.281213, 0.331708, -0.050495, 0, 0.017808, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -286006, -163467, -299983, -249290, -142481, -212587 ], [ 1.822857, 3.256785, 0.740743, 0.77603, 1.233387, 0.381844 ], [ 102, 51, 51, 102, 51, 51 ], [ 41, 17, 24, 52, 26, 26 ], [ 61, 34, 27, 50, 25, 25 ], [ 40.196078, 33.333333, 47.058824, 50.980392, 50.980392, 50.980392 ], [ 2.712055, 6.51357, 0.833335, 0.746182, 1.185949, 0.367157 ], [ 868247, 868247, 68629, 206311, 206311, 58567 ], [ -130404, -57384, -130404, -113539, -113539, -82420 ], [ 137, 104, 170, 137, 104, 170 ], [ 188, 160, 208, 118, 130, 106 ], [ 103, 76, 137, 157, 77, 237 ], [ 14053, 5337, 8716, 14053, 5337, 8716 ], [ 0, 0, 19.100725, 10.934058, 12.934058, 0 ], [ 0, 0, 1, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 311367, -171147, -761417, -579736, -349783, -760706 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14507, "evaluation_days": 2417.83, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1553630400000, "last_datapoint_time": 1759521600000, "evaluation_time": 1759530302632, "expiration_time": 1765788624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 72, "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) |
---|