Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1042209.6764 | 787381.2229 | 254828.4536 | 16635123.4955 | -580103.5946 | 17215227.0901 |
Total P&L (%) | 1042.2097 | 787.3812 | 254.8285 | 16635.1235 | -580.1036 | 17215.2271 |
Avg Daily Profit (%) | 0.4327 | 0.3269 | 0.1058 | 0.2128 | 0 | 0.2142 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86180 | -66839 | -81175 | -12775810 | -11033177 | -6097198 |
Profit Factor | 2.9201 | 3.7001 | 2.0145 | 1.3319 | 0.9811 | 1.8881 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 45.7447 | 42.5532 | 48.9362 | 45.7447 | 42.5532 | 48.9362 |
Ratio Avg Win / Avg Loss | 3.4633 | 4.9951 | 2.1021 | 1.5797 | 1.3245 | 1.9702 |
Largest Winning Trade | 319073 | 319073 | 64443 | 8614289 | 8614289 | 7342531 |
Largest Losing Trade | -27637 | -27637 | -25604 | -3888280 | -3888280 | -3026418 |
Avg Bars in Trades | 150 | 131 | 168 | 150 | 131 | 168 |
Avg Bars in Winners | 245 | 221 | 266 | 245 | 221 | 266 |
Avg Bars in Losers | 69 | 65 | 74 | 69 | 65 | 74 |
Bars Traded | 14109 | 6188 | 7921 | 14109 | 6188 | 7921 |
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 | 511143 | 473376 | -48238 | 292780 | -581926 | 410796 |
{ "trading_pair": "ZIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14451, "evaluation_days": 2408.5, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1553198400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758965680820, "expiration_time": 1764958032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 57, "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": [ [ 1042209.6764200204, 787381.2228650379, 254828.4535549833, 16635123.49551744, -580103.5946127502, 17215227.090130188 ], [ 1042.209676, 787.381223, 254.828454, 16635.123496, -580.103595, 17215.22709 ], [ 0.432721, 0.326918, 0.105804, 0.212811, 0, 0.214228 ], [ 10, 10, 10, 10, 10, 10 ], [ -86180, -66839, -81175, -12775810, -11033177, -6097198 ], [ 2.920077, 3.700089, 2.014514, 1.331877, 0.981129, 1.88809 ], [ 94, 47, 47, 94, 47, 47 ], [ 43, 20, 23, 43, 20, 23 ], [ 51, 27, 24, 51, 27, 24 ], [ 45.744681, 42.553191, 48.93617, 45.744681, 42.553191, 48.93617 ], [ 3.463347, 4.995121, 2.102102, 1.579668, 1.324524, 1.97018 ], [ 319073, 319073, 64443, 8614289, 8614289, 7342531 ], [ -27637, -27637, -25604, -3888280, -3888280, -3026418 ], [ 150, 131, 168, 150, 131, 168 ], [ 245, 221, 266, 245, 221, 266 ], [ 69, 65, 74, 69, 65, 74 ], [ 14109, 6188, 7921, 14109, 6188, 7921 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 511143, 473376, -48238, 292780, -581926, 410796 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14451, "evaluation_days": 2408.5, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1553198400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758965680820, "expiration_time": 1764958032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 57, "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) |
---|