Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 809425.6983 | 690370.8382 | 119054.8601 | -61821.1552 | 5520849.2574 | -5582670.4127 |
Total P&L (%) | 809.4257 | 690.3708 | 119.0549 | -61.8212 | 5520.8493 | -5582.6704 |
Avg Daily Profit (%) | 0.3361 | 0.2866 | 0.0494 | -0.04 | 0.1674 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -198373 | -123851 | -99280 | -7816895 | -1552443 | -7775086 |
Profit Factor | 2.1228 | 2.942 | 1.3258 | 0.9941 | 3.7977 | 0.342 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Profitability (%) | 41.2844 | 41.8182 | 40.7407 | 41.2844 | 41.8182 | 40.7407 |
Ratio Avg Win / Avg Loss | 3.0191 | 4.0932 | 1.9285 | 1.4138 | 5.2837 | 0.4974 |
Largest Winning Trade | 313883 | 313883 | 70598 | 4221420 | 4221420 | 961563 |
Largest Losing Trade | -99280 | -34302 | -99280 | -7775086 | -825726 | -7775086 |
Avg Bars in Trades | 131 | 107 | 155 | 131 | 107 | 155 |
Avg Bars in Winners | 228 | 183 | 275 | 228 | 183 | 275 |
Avg Bars in Losers | 62 | 53 | 72 | 62 | 53 | 72 |
Bars Traded | 14297 | 5927 | 8370 | 14297 | 5927 | 8370 |
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 | 364978 | -168840 | -309201 | -582210 | -168564 | -764434 |
{ "trading_pair": "ZIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14451, "evaluation_days": 2408.5, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1552651200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758794622570, "expiration_time": 1764958032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 80, "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": [ [ 809425.6982835667, 690370.8382109527, 119054.8600726141, -61821.1552284538, 5520849.257445867, -5582670.412674322 ], [ 809.425698, 690.370838, 119.05486, -61.821155, 5520.849257, -5582.670413 ], [ 0.33607, 0.286639, 0.049431, -0.039971, 0.167425, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -198373, -123851, -99280, -7816895, -1552443, -7775086 ], [ 2.122788, 2.941997, 1.32581, 0.994088, 3.797687, 0.341987 ], [ 109, 55, 54, 109, 55, 54 ], [ 45, 23, 22, 45, 23, 22 ], [ 64, 32, 32, 64, 32, 32 ], [ 41.284404, 41.818182, 40.740741, 41.284404, 41.818182, 40.740741 ], [ 3.019077, 4.093213, 1.928452, 1.413815, 5.283738, 0.497436 ], [ 313883, 313883, 70598, 4221420, 4221420, 961563 ], [ -99280, -34302, -99280, -7775086, -825726, -7775086 ], [ 131, 107, 155, 131, 107, 155 ], [ 228, 183, 275, 228, 183, 275 ], [ 62, 53, 72, 62, 53, 72 ], [ 14297, 5927, 8370, 14297, 5927, 8370 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 364978, -168840, -309201, -582210, -168564, -764434 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14451, "evaluation_days": 2408.5, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1552651200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758794622570, "expiration_time": 1764958032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 80, "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) |
---|