Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 367950.9488 | 385740.7652 | -17789.8164 | -974499.649 | 2811207.3254 | -3785706.9744 |
Total P&L (%) | 367.9509 | 385.7408 | -17.7898 | -974.4996 | 2811.2073 | -3785.707 |
Avg Daily Profit (%) | 0.152 | 0.1594 | -0.0074 | 0 | 0.1394 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -235408 | -93665 | -198868 | -4965717 | -1477629 | -4484312 |
Profit Factor | 1.3967 | 1.9938 | 0.967 | 0.911 | 1.8435 | 0.5029 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 71 | 35 | 36 | 72 | 36 | 36 |
Losing Trades | 61 | 31 | 30 | 60 | 30 | 30 |
Profitability (%) | 53.7879 | 53.0303 | 54.5455 | 54.5455 | 54.5455 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.2 | 1.766 | 0.8059 | 0.7592 | 1.5362 | 0.4191 |
Largest Winning Trade | 194366 | 194366 | 62385 | 824739 | 824739 | 603654 |
Largest Losing Trade | -198868 | -48286 | -198868 | -3004780 | -771180 | -3004780 |
Avg Bars in Trades | 71 | 57 | 86 | 71 | 57 | 86 |
Avg Bars in Winners | 84 | 56 | 112 | 66 | 52 | 79 |
Avg Bars in Losers | 56 | 57 | 55 | 78 | 62 | 94 |
Bars Traded | 9473 | 3771 | 5702 | 9473 | 3771 | 5702 |
Profit Streak | 0 | 0 | 0 | 83.5714 | 83.8214 | 83.5714 |
Trades During Streak | 0 | 0 | 0 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314149 | -112725 | -704369 | -578383 | -125288 | -703407 |
{ "trading_pair": "ZIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9682, "evaluation_days": 2420.5, "actual_first_datapoint_time": 1550556000000, "first_datapoint_time": 1553796000000, "last_datapoint_time": 1759687200000, "evaluation_time": 1759693368759, "expiration_time": 1765961136000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 151, "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": [ [ 367950.9488144637, 385740.7652301761, -17789.8164157125, -974499.6490431132, 2811207.325401576, -3785706.974444687 ], [ 367.950949, 385.740765, -17.789816, -974.499649, 2811.207325, -3785.706974 ], [ 0.152014, 0.159364, -0.00735, 0, 0.139372, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -235408, -93665, -198868, -4965717, -1477629, -4484312 ], [ 1.396667, 1.993829, 0.967024, 0.910995, 1.843468, 0.502921 ], [ 132, 66, 66, 132, 66, 66 ], [ 71, 35, 36, 72, 36, 36 ], [ 61, 31, 30, 60, 30, 30 ], [ 53.787879, 53.030303, 54.545455, 54.545455, 54.545455, 54.545455 ], [ 1.199953, 1.765963, 0.805853, 0.759163, 1.536223, 0.419101 ], [ 194366, 194366, 62385, 824739, 824739, 603654 ], [ -198868, -48286, -198868, -3004780, -771180, -3004780 ], [ 71, 57, 86, 71, 57, 86 ], [ 84, 56, 112, 66, 52, 79 ], [ 56, 57, 55, 78, 62, 94 ], [ 9473, 3771, 5702, 9473, 3771, 5702 ], [ 0, 0, 0, 83.571398, 83.821398, 83.571398 ], [ 0, 0, 0, 5, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 314149, -112725, -704369, -578383, -125288, -703407 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9682, "evaluation_days": 2420.5, "actual_first_datapoint_time": 1550556000000, "first_datapoint_time": 1553796000000, "last_datapoint_time": 1759687200000, "evaluation_time": 1759693368759, "expiration_time": 1765961136000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 151, "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) |
---|