Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 616094.3321 | 561411.7305 | 54682.6016 | 214030.6317 | -62243.1445 | 276273.7761 |
Total P&L (%) | 616.0943 | 561.4117 | 54.6826 | 214.0306 | -62.2431 | 276.2738 |
Avg Daily Profit (%) | 0.2538 | 0.2313 | 0.0225 | 0.0472 | -0.0401 | 0.0546 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133029 | -70662 | -136714 | -659896 | -664280 | -354393 |
Profit Factor | 1.6924 | 2.2624 | 1.1229 | 1.0594 | 0.9679 | 1.1661 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 74 | 36 | 38 | 74 | 36 | 38 |
Losing Trades | 126 | 64 | 62 | 126 | 64 | 62 |
Profitability (%) | 37 | 36 | 38 | 37 | 36 | 38 |
Ratio Avg Win / Avg Loss | 2.8817 | 4.022 | 1.8321 | 1.8039 | 1.7207 | 1.9026 |
Largest Winning Trade | 282949 | 282949 | 71422 | 308918 | 296983 | 308918 |
Largest Losing Trade | -36729 | -36729 | -29190 | -283973 | -283973 | -149523 |
Avg Bars in Trades | 47 | 38 | 56 | 47 | 38 | 56 |
Avg Bars in Winners | 85 | 70 | 100 | 85 | 70 | 100 |
Avg Bars in Losers | 24 | 20 | 29 | 24 | 20 | 29 |
Bars Traded | 9467 | 3838 | 5629 | 9467 | 3838 | 5629 |
Profit Streak | 8.5178 | 19.5178 | 0 | 8.5178 | 19.5178 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301205 | 267732 | -253004 | -287321 | -583174 | -161676 |
{ "trading_pair": "ZIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9710, "evaluation_days": 2427.5, "actual_first_datapoint_time": 1550556000000, "first_datapoint_time": 1553860800000, "last_datapoint_time": 1760292000000, "evaluation_time": 1760315138518, "expiration_time": 1766584080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 154, "offset": 0, "scalar": 1 } }, "second_band": { "type": "alma", "factors": { "length": 10, "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": [ [ 616094.3320794848, 561411.7304550777, 54682.6016244071, 214030.6316521108, -62243.1444508384, 276273.7761029489 ], [ 616.094332, 561.41173, 54.682602, 214.030632, -62.243144, 276.273776 ], [ 0.253798, 0.231272, 0.022526, 0.047151, -0.040116, 0.054604 ], [ 10, 10, 10, 10, 10, 10 ], [ -133029, -70662, -136714, -659896, -664280, -354393 ], [ 1.69242, 2.262356, 1.122872, 1.059428, 0.967884, 1.166086 ], [ 200, 100, 100, 200, 100, 100 ], [ 74, 36, 38, 74, 36, 38 ], [ 126, 64, 62, 126, 64, 62 ], [ 37, 36, 38, 37, 36, 38 ], [ 2.881687, 4.021966, 1.832054, 1.80389, 1.720683, 1.902562 ], [ 282949, 282949, 71422, 308918, 296983, 308918 ], [ -36729, -36729, -29190, -283973, -283973, -149523 ], [ 47, 38, 56, 47, 38, 56 ], [ 85, 70, 100, 85, 70, 100 ], [ 24, 20, 29, 24, 20, 29 ], [ 9467, 3838, 5629, 9467, 3838, 5629 ], [ 8.517807, 19.517807, 0, 8.517807, 19.517807, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 301205, 267732, -253004, -287321, -583174, -161676 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9710, "evaluation_days": 2427.5, "actual_first_datapoint_time": 1550556000000, "first_datapoint_time": 1553860800000, "last_datapoint_time": 1760292000000, "evaluation_time": 1760315138518, "expiration_time": 1766584080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 154, "offset": 0, "scalar": 1 } }, "second_band": { "type": "alma", "factors": { "length": 10, "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) |
---|