Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -302418.6864 | 168031.1572 | -470449.8436 | 43949628.6603 | 16154624.6073 | 27795004.053 |
Total P&L (%) | -302.4187 | 168.0312 | -470.4498 | 43949.6287 | 16154.6246 | 27795.0041 |
Avg Daily Profit (%) | -0.1247 | 0.0693 | -0.194 | 0.2513 | 0.2101 | 0.2325 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -835110 | -12825 | -841478 | -13777398 | -2454060 | -13777398 |
Profit Factor | 0.7147 | 3.3468 | 0.524 | 2.1849 | 3.2582 | 1.9284 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 59 | 29 | 30 | 59 | 28 | 31 |
Losing Trades | 14 | 8 | 6 | 14 | 9 | 5 |
Profitability (%) | 80.8219 | 78.3784 | 83.3333 | 80.8219 | 75.6757 | 86.1111 |
Ratio Avg Win / Avg Loss | 0.1696 | 0.9233 | 0.1048 | 0.5185 | 1.0473 | 0.311 |
Largest Winning Trade | 49692 | 27351 | 49692 | 5053946 | 4276642 | 5053946 |
Largest Losing Trade | -560179 | -33466 | -560179 | -13777398 | -2225921 | -13777398 |
Avg Bars in Trades | 114 | 30 | 201 | 114 | 30 | 201 |
Avg Bars in Winners | 71 | 20 | 121 | 88 | 20 | 150 |
Avg Bars in Losers | 297 | 69 | 601 | 224 | 62 | 516 |
Bars Traded | 8390 | 1145 | 7245 | 8390 | 1145 | 7245 |
Profit Streak | 425.4304 | 425.4304 | 542.6804 | 425.4304 | 425.4304 | 542.6804 |
Trades During Streak | 12 | 6 | 9 | 12 | 6 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -651314 | -91727 | -575130 | -60681 | 646909 | 544222 |
{ "trading_pair": "ZIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9701, "evaluation_days": 2425.25, "actual_first_datapoint_time": 1550556000000, "first_datapoint_time": 1554336000000, "last_datapoint_time": 1760097600000, "evaluation_time": 1760113186172, "expiration_time": 1766383848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 176, "offset": 0, "scalar": 5 } } }
{ "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": [ [ -302418.686418334, 168031.1571945154, -470449.8436128495, 43949628.660307884, 16154624.607301254, 27795004.053006638 ], [ -302.418686, 168.031157, -470.449844, 43949.62866, 16154.624607, 27795.004053 ], [ -0.124696, 0.069284, -0.19398, 0.251337, 0.210135, 0.232453 ], [ 10, 10, 10, 10, 10, 10 ], [ -835110, -12825, -841478, -13777398, -2454060, -13777398 ], [ 0.714673, 3.346809, 0.523982, 2.184907, 3.258197, 1.928436 ], [ 73, 37, 36, 73, 37, 36 ], [ 59, 29, 30, 59, 28, 31 ], [ 14, 8, 6, 14, 9, 5 ], [ 80.821918, 78.378378, 83.333333, 80.821918, 75.675676, 86.111111 ], [ 0.169583, 0.923258, 0.104796, 0.518453, 1.047278, 0.311038 ], [ 49692, 27351, 49692, 5053946, 4276642, 5053946 ], [ -560179, -33466, -560179, -13777398, -2225921, -13777398 ], [ 114, 30, 201, 114, 30, 201 ], [ 71, 20, 121, 88, 20, 150 ], [ 297, 69, 601, 224, 62, 516 ], [ 8390, 1145, 7245, 8390, 1145, 7245 ], [ 425.430395, 425.430395, 542.680395, 425.430395, 425.430395, 542.680395 ], [ 12, 6, 9, 12, 6, 9 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -651314, -91727, -575130, -60681, 646909, 544222 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9701, "evaluation_days": 2425.25, "actual_first_datapoint_time": 1550556000000, "first_datapoint_time": 1554336000000, "last_datapoint_time": 1760097600000, "evaluation_time": 1760113186172, "expiration_time": 1766383848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 176, "offset": 0, "scalar": 5 } } }
# | 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) |
---|