Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 642151.3819 | 579622.7783 | 62528.6036 | 143657.9494 | 89133.1412 | 54524.8082 |
Total P&L (%) | 642.1514 | 579.6228 | 62.5286 | 143.6579 | 89.1331 | 54.5248 |
Avg Daily Profit (%) | 0.2655 | 0.2397 | 0.0259 | 0.0368 | 0.0264 | 0.018 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101961 | -76399 | -123194 | -243619 | -111309 | -194651 |
Profit Factor | 1.8075 | 2.5077 | 1.1522 | 1.1202 | 1.174 | 1.0798 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Losing Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Profitability (%) | 49.4624 | 49.4624 | 49.4624 | 49.4624 | 49.4624 | 49.4624 |
Ratio Avg Win / Avg Loss | 1.8468 | 2.5622 | 1.1772 | 1.1445 | 1.1995 | 1.1033 |
Largest Winning Trade | 489073 | 489073 | 59884 | 123580 | 117446 | 123580 |
Largest Losing Trade | -39478 | -39478 | -35390 | -77201 | -56033 | -77201 |
Avg Bars in Trades | 50 | 39 | 62 | 50 | 39 | 62 |
Avg Bars in Winners | 74 | 58 | 89 | 74 | 58 | 89 |
Avg Bars in Losers | 27 | 20 | 35 | 27 | 20 | 35 |
Bars Traded | 9416 | 3642 | 5774 | 9416 | 3642 | 5774 |
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 | 460485 | 455105 | -212455 | -231246 | -187310 | -303063 |
{ "trading_pair": "ZIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9674, "evaluation_days": 2418.5, "actual_first_datapoint_time": 1550556000000, "first_datapoint_time": 1553925600000, "last_datapoint_time": 1759514400000, "evaluation_time": 1759526780032, "expiration_time": 1765783152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 642151.3819020874, 579622.7783358215, 62528.603566266, 143657.9494465244, 89133.1412471401, 54524.8081993845 ], [ 642.151382, 579.622778, 62.528604, 143.657949, 89.133141, 54.524808 ], [ 0.265516, 0.239662, 0.025854, 0.036831, 0.026354, 0.017996 ], [ 10, 10, 10, 10, 10, 10 ], [ -101961, -76399, -123194, -243619, -111309, -194651 ], [ 1.807459, 2.507707, 1.152199, 1.120195, 1.173999, 1.079838 ], [ 186, 93, 93, 186, 93, 93 ], [ 92, 46, 46, 92, 46, 46 ], [ 94, 47, 47, 94, 47, 47 ], [ 49.462366, 49.462366, 49.462366, 49.462366, 49.462366, 49.462366 ], [ 1.846751, 2.562222, 1.177247, 1.144547, 1.199521, 1.103312 ], [ 489073, 489073, 59884, 123580, 117446, 123580 ], [ -39478, -39478, -35390, -77201, -56033, -77201 ], [ 50, 39, 62, 50, 39, 62 ], [ 74, 58, 89, 74, 58, 89 ], [ 27, 20, 35, 27, 20, 35 ], [ 9416, 3642, 5774, 9416, 3642, 5774 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 460485, 455105, -212455, -231246, -187310, -303063 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9674, "evaluation_days": 2418.5, "actual_first_datapoint_time": 1550556000000, "first_datapoint_time": 1553925600000, "last_datapoint_time": 1759514400000, "evaluation_time": 1759526780032, "expiration_time": 1765783152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|