Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 803489.7025 | 650890.3582 | 152599.3443 | 2344762.6999 | 392471.7075 | 1952290.9924 |
Total P&L (%) | 803.4897 | 650.8904 | 152.5993 | 2344.7627 | 392.4717 | 1952.291 |
Avg Daily Profit (%) | 0.3316 | 0.2686 | 0.063 | 0.132 | 0.0658 | 0.1248 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84284 | -71387 | -115689 | -1649724 | -1288021 | -561215 |
Profit Factor | 2.4941 | 3.5023 | 1.5496 | 1.3794 | 1.1111 | 1.7374 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Losing Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Profitability (%) | 41.8919 | 32.4324 | 51.3514 | 41.8919 | 32.4324 | 51.3514 |
Ratio Avg Win / Avg Loss | 3.4596 | 7.2965 | 1.4681 | 1.9134 | 2.3148 | 1.6459 |
Largest Winning Trade | 257065 | 257065 | 71929 | 1081592 | 994135 | 1081592 |
Largest Losing Trade | -48912 | -20896 | -48912 | -421265 | -421265 | -367940 |
Avg Bars in Trades | 126 | 106 | 146 | 126 | 106 | 146 |
Avg Bars in Winners | 219 | 212 | 223 | 219 | 212 | 223 |
Avg Bars in Losers | 59 | 55 | 65 | 59 | 55 | 65 |
Bars Traded | 9375 | 3943 | 5432 | 9375 | 3943 | 5432 |
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 | -58014 | 305807 | -107043 | -86624 | -209073 | -22542 |
{ "trading_pair": "ZIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9692, "evaluation_days": 2423, "actual_first_datapoint_time": 1550556000000, "first_datapoint_time": 1553774400000, "last_datapoint_time": 1759903200000, "evaluation_time": 1759919692162, "expiration_time": 1766183616000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 150, "offset": 0, "std": 4.38871 } }, "second_band": { "type": "wma", "factors": { "length": 31, "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": [ [ 803489.7024991987, 650890.3581699167, 152599.3443292823, 2344762.6999055636, 392471.707457619, 1952290.9924479448 ], [ 803.489702, 650.890358, 152.599344, 2344.7627, 392.471707, 1952.290992 ], [ 0.331609, 0.26863, 0.06298, 0.132012, 0.065819, 0.12478 ], [ 10, 10, 10, 10, 10, 10 ], [ -84284, -71387, -115689, -1649724, -1288021, -561215 ], [ 2.494145, 3.502335, 1.549619, 1.379406, 1.111106, 1.737361 ], [ 74, 37, 37, 74, 37, 37 ], [ 31, 12, 19, 31, 12, 19 ], [ 43, 25, 18, 43, 25, 18 ], [ 41.891892, 32.432432, 51.351351, 41.891892, 32.432432, 51.351351 ], [ 3.459621, 7.296532, 1.46806, 1.913369, 2.314804, 1.645921 ], [ 257065, 257065, 71929, 1081592, 994135, 1081592 ], [ -48912, -20896, -48912, -421265, -421265, -367940 ], [ 126, 106, 146, 126, 106, 146 ], [ 219, 212, 223, 219, 212, 223 ], [ 59, 55, 65, 59, 55, 65 ], [ 9375, 3943, 5432, 9375, 3943, 5432 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -58014, 305807, -107043, -86624, -209073, -22542 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9692, "evaluation_days": 2423, "actual_first_datapoint_time": 1550556000000, "first_datapoint_time": 1553774400000, "last_datapoint_time": 1759903200000, "evaluation_time": 1759919692162, "expiration_time": 1766183616000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 150, "offset": 0, "std": 4.38871 } }, "second_band": { "type": "wma", "factors": { "length": 31, "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) |
---|