Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 694481.5521 | 710792.2951 | -16310.743 | -34662.5955 | 881872.6944 | -916535.29 |
Total P&L (%) | 694.4816 | 710.7923 | -16.3107 | -34.6626 | 881.8727 | -916.5353 |
Avg Daily Profit (%) | 0.2883 | 0.295 | -0.0068 | -0.0177 | 0.0949 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161884 | -89693 | -147108 | -1260581 | -465699 | -1249196 |
Profit Factor | 1.7737 | 2.6723 | 0.9655 | 0.9887 | 1.7815 | 0.5301 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 42.5 | 42.5 | 42.5 | 42.5 | 42.5 | 42.5 |
Ratio Avg Win / Avg Loss | 2.3997 | 3.6155 | 1.3063 | 1.3377 | 2.4102 | 0.7172 |
Largest Winning Trade | 432710 | 432710 | 66917 | 966163 | 966163 | 240029 |
Largest Losing Trade | -68104 | -35073 | -68104 | -552846 | -167967 | -552846 |
Avg Bars in Trades | 114 | 109 | 119 | 114 | 109 | 119 |
Avg Bars in Winners | 163 | 153 | 173 | 163 | 153 | 173 |
Avg Bars in Losers | 78 | 77 | 79 | 78 | 77 | 79 |
Bars Traded | 9157 | 4394 | 4763 | 9157 | 4394 | 4763 |
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 | -14538 | 398125 | -581999 | -605805 | -65422 | -583666 |
{ "trading_pair": "ZIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9637, "evaluation_days": 2409.25, "actual_first_datapoint_time": 1550556000000, "first_datapoint_time": 1555416000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758811070731, "expiration_time": 1764959976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 144, "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": [ [ 694481.552089486, 710792.2950942414, -16310.7430047553, -34662.5955177528, 881872.6944463921, -916535.2899641452 ], [ 694.481552, 710.792295, -16.310743, -34.662596, 881.872694, -916.53529 ], [ 0.288256, 0.295026, -0.00677, -0.017664, 0.094858, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -161884, -89693, -147108, -1260581, -465699, -1249196 ], [ 1.773655, 2.672296, 0.965489, 0.988742, 1.781466, 0.53012 ], [ 80, 40, 40, 80, 40, 40 ], [ 34, 17, 17, 34, 17, 17 ], [ 46, 23, 23, 46, 23, 23 ], [ 42.5, 42.5, 42.5, 42.5, 42.5, 42.5 ], [ 2.399651, 3.615459, 1.30625, 1.33771, 2.410218, 0.717221 ], [ 432710, 432710, 66917, 966163, 966163, 240029 ], [ -68104, -35073, -68104, -552846, -167967, -552846 ], [ 114, 109, 119, 114, 109, 119 ], [ 163, 153, 173, 163, 153, 173 ], [ 78, 77, 79, 78, 77, 79 ], [ 9157, 4394, 4763, 9157, 4394, 4763 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -14538, 398125, -581999, -605805, -65422, -583666 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9637, "evaluation_days": 2409.25, "actual_first_datapoint_time": 1550556000000, "first_datapoint_time": 1555416000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758811070731, "expiration_time": 1764959976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 144, "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) |
---|