Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 942824.5762 | 718819.5886 | 224004.9875 | 6629626.721 | 3212315.9265 | 3417310.7946 |
Total P&L (%) | 942.8246 | 718.8196 | 224.005 | 6629.6267 | 3212.3159 | 3417.3108 |
Avg Daily Profit (%) | 0.3898 | 0.2972 | 0.0926 | 0.1742 | 0.1448 | 0.1473 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95329 | -79381 | -102711 | -2677965 | -2641525 | -2404252 |
Profit Factor | 1.768 | 2.0159 | 1.4307 | 1.209 | 1.1769 | 1.252 |
Total Trades | 338 | 169 | 169 | 338 | 169 | 169 |
Winning Trades | 150 | 76 | 74 | 150 | 76 | 74 |
Losing Trades | 188 | 93 | 95 | 188 | 93 | 95 |
Profitability (%) | 44.3787 | 44.9704 | 43.787 | 44.3787 | 44.9704 | 43.787 |
Ratio Avg Win / Avg Loss | 2.2159 | 2.4668 | 1.8367 | 1.5152 | 1.4401 | 1.6073 |
Largest Winning Trade | 188862 | 188862 | 56683 | 2530137 | 2530137 | 1343371 |
Largest Losing Trade | -44242 | -44242 | -37281 | -1613151 | -1613151 | -1207319 |
Avg Bars in Trades | 27 | 31 | 24 | 27 | 31 | 24 |
Avg Bars in Winners | 38 | 39 | 38 | 38 | 39 | 38 |
Avg Bars in Losers | 19 | 25 | 12 | 19 | 25 | 12 |
Bars Traded | 9423 | 5367 | 4056 | 9423 | 5367 | 4056 |
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 | 463386 | 398639 | -69126 | 299335 | -26878 | 112624 |
{ "trading_pair": "ZIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9674, "evaluation_days": 2418.5, "actual_first_datapoint_time": 1550556000000, "first_datapoint_time": 1553796000000, "last_datapoint_time": 1759514400000, "evaluation_time": 1759529576161, "expiration_time": 1765783152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 120, "offset": 0, "multiplier": 1.41815 } } }
{ "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": [ [ 942824.5761505197, 718819.5886211421, 224004.9875293775, 6629626.721023624, 3212315.9264561133, 3417310.794567512 ], [ 942.824576, 718.819589, 224.004988, 6629.626721, 3212.315926, 3417.310795 ], [ 0.389839, 0.297217, 0.092621, 0.174189, 0.144832, 0.147319 ], [ 10, 10, 10, 10, 10, 10 ], [ -95329, -79381, -102711, -2677965, -2641525, -2404252 ], [ 1.767994, 2.015879, 1.430728, 1.208972, 1.176868, 1.251963 ], [ 338, 169, 169, 338, 169, 169 ], [ 150, 76, 74, 150, 76, 74 ], [ 188, 93, 95, 188, 93, 95 ], [ 44.378698, 44.970414, 43.786982, 44.378698, 44.970414, 43.786982 ], [ 2.215886, 2.466799, 1.836745, 1.515245, 1.440115, 1.60725 ], [ 188862, 188862, 56683, 2530137, 2530137, 1343371 ], [ -44242, -44242, -37281, -1613151, -1613151, -1207319 ], [ 27, 31, 24, 27, 31, 24 ], [ 38, 39, 38, 38, 39, 38 ], [ 19, 25, 12, 19, 25, 12 ], [ 9423, 5367, 4056, 9423, 5367, 4056 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 463386, 398639, -69126, 299335, -26878, 112624 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9674, "evaluation_days": 2418.5, "actual_first_datapoint_time": 1550556000000, "first_datapoint_time": 1553796000000, "last_datapoint_time": 1759514400000, "evaluation_time": 1759529576161, "expiration_time": 1765783152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 120, "offset": 0, "multiplier": 1.41815 } } }
# | 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) |
---|