Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 817642.92 | 715131.199 | 102511.721 | 699964.0147 | -180214.9708 | 880178.9855 |
Total P&L (%) | 817.6429 | 715.1312 | 102.5117 | 699.964 | -180.215 | 880.179 |
Avg Daily Profit (%) | 0.3394 | 0.2968 | 0.0425 | 0.0863 | 0 | 0.0948 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105727 | -75022 | -133320 | -2677412 | -2077070 | -937277 |
Profit Factor | 1.8829 | 2.4978 | 1.2285 | 1.0765 | 0.9631 | 1.2068 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 99 | 51 | 48 | 99 | 51 | 48 |
Profitability (%) | 37.3418 | 35.443 | 39.2405 | 37.3418 | 35.443 | 39.2405 |
Ratio Avg Win / Avg Loss | 3.1594 | 4.5495 | 1.9022 | 1.8064 | 1.7543 | 1.8686 |
Largest Winning Trade | 320255 | 320255 | 65758 | 1346088 | 1346088 | 1264345 |
Largest Losing Trade | -40467 | -40467 | -28436 | -517216 | -517216 | -491244 |
Avg Bars in Trades | 60 | 55 | 65 | 60 | 55 | 65 |
Avg Bars in Winners | 95 | 92 | 98 | 95 | 92 | 98 |
Avg Bars in Losers | 39 | 35 | 44 | 39 | 35 | 44 |
Bars Traded | 9566 | 4377 | 5188 | 9566 | 4377 | 5188 |
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 | 313501 | -18993 | -166458 | -216578 | -610619 | -96523 |
{ "trading_pair": "ZIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9637, "evaluation_days": 2409.25, "actual_first_datapoint_time": 1550556000000, "first_datapoint_time": 1551960000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758894389162, "expiration_time": 1764959976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 84, "offset": 0, "poles": 2 } } }
{ "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": [ [ 817642.9199963016, 715131.1989829108, 102511.7210133914, 699964.0146814954, -180214.9707841521, 880178.9854656473 ], [ 817.64292, 715.131199, 102.511721, 699.964015, -180.214971, 880.178985 ], [ 0.339377, 0.296827, 0.042549, 0.086346, 0, 0.094787 ], [ 10, 10, 10, 10, 10, 10 ], [ -105727, -75022, -133320, -2677412, -2077070, -937277 ], [ 1.882851, 2.49775, 1.22848, 1.07654, 0.963139, 1.206809 ], [ 158, 79, 79, 158, 79, 79 ], [ 59, 28, 31, 59, 28, 31 ], [ 99, 51, 48, 99, 51, 48 ], [ 37.341772, 35.443038, 39.240506, 37.341772, 35.443038, 39.240506 ], [ 3.15936, 4.549474, 1.902162, 1.806398, 1.754289, 1.868607 ], [ 320255, 320255, 65758, 1346088, 1346088, 1264345 ], [ -40467, -40467, -28436, -517216, -517216, -491244 ], [ 60, 55, 65, 60, 55, 65 ], [ 95, 92, 98, 95, 92, 98 ], [ 39, 35, 44, 39, 35, 44 ], [ 9566, 4377, 5188, 9566, 4377, 5188 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 313501, -18993, -166458, -216578, -610619, -96523 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9637, "evaluation_days": 2409.25, "actual_first_datapoint_time": 1550556000000, "first_datapoint_time": 1551960000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758894389162, "expiration_time": 1764959976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 84, "offset": 0, "poles": 2 } } }
# | 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) |
---|