Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 583599.4059 | 420686.6325 | 162912.7735 | 1918348.2009 | 383534.5528 | 1534813.6481 |
Total P&L (%) | 583.5994 | 420.6866 | 162.9128 | 1918.3482 | 383.5346 | 1534.8136 |
Avg Daily Profit (%) | 0.2419 | 0.1744 | 0.0675 | 0.1246 | 0.0653 | 0.1159 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78251 | -83308 | -46699 | -4157908 | -3722661 | -2247328 |
Profit Factor | 2.6304 | 3.0499 | 2.0667 | 1.2486 | 1.0828 | 1.4974 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 50.7246 | 48.5714 | 52.9412 | 50.7246 | 48.5714 | 52.9412 |
Ratio Avg Win / Avg Loss | 2.5552 | 3.2293 | 1.837 | 1.2129 | 1.1465 | 1.331 |
Largest Winning Trade | 269329 | 269329 | 72649 | 1364049 | 1364049 | 1358794 |
Largest Losing Trade | -44260 | -32632 | -44260 | -2178879 | -2015441 | -2178879 |
Avg Bars in Trades | 205 | 130 | 282 | 205 | 130 | 282 |
Avg Bars in Winners | 309 | 171 | 440 | 309 | 171 | 440 |
Avg Bars in Losers | 98 | 91 | 105 | 98 | 91 | 105 |
Bars Traded | 14175 | 4568 | 9607 | 14175 | 4568 | 9607 |
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 | -92493 | 455870 | -98488 | -132372 | -235703 | -36243 |
{ "trading_pair": "ZIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14477, "evaluation_days": 2412.83, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1553947200000, "last_datapoint_time": 1759089600000, "evaluation_time": 1759093764495, "expiration_time": 1765343664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 235, "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": [ [ 583599.4059105598, 420686.6324596719, 162912.7734508881, 1918348.2008898114, 383534.5527821172, 1534813.6481076947 ], [ 583.599406, 420.686632, 162.912773, 1918.348201, 383.534553, 1534.813648 ], [ 0.241873, 0.174354, 0.067519, 0.124615, 0.065337, 0.115869 ], [ 10, 10, 10, 10, 10, 10 ], [ -78251, -83308, -46699, -4157908, -3722661, -2247328 ], [ 2.630392, 3.049928, 2.06667, 1.248564, 1.082799, 1.497413 ], [ 69, 35, 34, 69, 35, 34 ], [ 35, 17, 18, 35, 17, 18 ], [ 34, 18, 16, 34, 18, 16 ], [ 50.724638, 48.571429, 52.941176, 50.724638, 48.571429, 52.941176 ], [ 2.555238, 3.229335, 1.83704, 1.21289, 1.146493, 1.331034 ], [ 269329, 269329, 72649, 1364049, 1364049, 1358794 ], [ -44260, -32632, -44260, -2178879, -2015441, -2178879 ], [ 205, 130, 282, 205, 130, 282 ], [ 309, 171, 440, 309, 171, 440 ], [ 98, 91, 105, 98, 91, 105 ], [ 14175, 4568, 9607, 14175, 4568, 9607 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -92493, 455870, -98488, -132372, -235703, -36243 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14477, "evaluation_days": 2412.83, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1553947200000, "last_datapoint_time": 1759089600000, "evaluation_time": 1759093764495, "expiration_time": 1765343664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 235, "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) |
---|