Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 893886.7218 | 680810.5397 | 213076.1821 | 7284748.3593 | -66993.93 | 7351742.2893 |
Total P&L (%) | 893.8867 | 680.8105 | 213.0762 | 7284.7484 | -66.9939 | 7351.7423 |
Avg Daily Profit (%) | 0.371 | 0.2826 | 0.0884 | 0.1787 | -0.046 | 0.1791 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79032 | -44768 | -109337 | -5724943 | -4184792 | -2468467 |
Profit Factor | 3.0019 | 3.9227 | 1.9977 | 1.4943 | 0.9926 | 2.3052 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Losing Trades | 41 | 24 | 17 | 41 | 24 | 17 |
Profitability (%) | 43.0556 | 33.3333 | 52.7778 | 43.0556 | 33.3333 | 52.7778 |
Ratio Avg Win / Avg Loss | 3.9703 | 7.8455 | 1.7874 | 1.9763 | 1.9853 | 2.0625 |
Largest Winning Trade | 252509 | 252509 | 68612 | 3942980 | 2545748 | 3942980 |
Largest Losing Trade | -34263 | -24360 | -34263 | -1341009 | -1341009 | -1080757 |
Avg Bars in Trades | 130 | 108 | 152 | 130 | 108 | 152 |
Avg Bars in Winners | 228 | 208 | 241 | 228 | 208 | 241 |
Avg Bars in Losers | 56 | 58 | 52 | 56 | 58 | 52 |
Bars Traded | 9379 | 3905 | 5474 | 9379 | 3905 | 5474 |
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 | -71244 | 333537 | -70731 | -76239 | -584483 | 453823 |
{ "trading_pair": "ZIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9637, "evaluation_days": 2409.25, "actual_first_datapoint_time": 1550556000000, "first_datapoint_time": 1552888800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758856962070, "expiration_time": 1764959976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 69, "offset": 0, "a": 0.50532 } }, "second_band": { "type": "dema", "factors": { "length": 109, "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": [ [ 893886.7217610951, 680810.5396555424, 213076.1821055529, 7284748.359286309, -66993.9300445716, 7351742.289330881 ], [ 893.886722, 680.81054, 213.076182, 7284.748359, -66.99393, 7351.742289 ], [ 0.371023, 0.282582, 0.088441, 0.178721, -0.045999, 0.179097 ], [ 10, 10, 10, 10, 10, 10 ], [ -79032, -44768, -109337, -5724943, -4184792, -2468467 ], [ 3.001944, 3.922731, 1.997674, 1.494306, 0.992642, 2.305168 ], [ 72, 36, 36, 72, 36, 36 ], [ 31, 12, 19, 31, 12, 19 ], [ 41, 24, 17, 41, 24, 17 ], [ 43.055556, 33.333333, 52.777778, 43.055556, 33.333333, 52.777778 ], [ 3.970313, 7.845463, 1.787393, 1.976341, 1.985283, 2.062518 ], [ 252509, 252509, 68612, 3942980, 2545748, 3942980 ], [ -34263, -24360, -34263, -1341009, -1341009, -1080757 ], [ 130, 108, 152, 130, 108, 152 ], [ 228, 208, 241, 228, 208, 241 ], [ 56, 58, 52, 56, 58, 52 ], [ 9379, 3905, 5474, 9379, 3905, 5474 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -71244, 333537, -70731, -76239, -584483, 453823 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9637, "evaluation_days": 2409.25, "actual_first_datapoint_time": 1550556000000, "first_datapoint_time": 1552888800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758856962070, "expiration_time": 1764959976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 69, "offset": 0, "a": 0.50532 } }, "second_band": { "type": "dema", "factors": { "length": 109, "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) |
---|