Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 684137.6038 | 523621.9598 | 160515.644 | 2858664.6884 | 977846.034 | 1880818.6545 |
Total P&L (%) | 684.1376 | 523.622 | 160.5156 | 2858.6647 | 977.846 | 1880.8187 |
Avg Daily Profit (%) | 0.2819 | 0.2157 | 0.0661 | 0.1397 | 0.098 | 0.1231 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97260 | -25614 | -202245 | -872240 | -618303 | -828946 |
Profit Factor | 2.414 | 4.6086 | 1.4739 | 1.8018 | 1.6664 | 1.8966 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Losing Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Profitability (%) | 48.3871 | 53.1915 | 43.4783 | 48.3871 | 53.1915 | 43.4783 |
Ratio Avg Win / Avg Loss | 2.575 | 4.0556 | 1.9161 | 1.9219 | 1.4664 | 2.4656 |
Largest Winning Trade | 223607 | 223607 | 72101 | 1059057 | 740684 | 1059057 |
Largest Losing Trade | -41891 | -20500 | -41891 | -455342 | -263017 | -455342 |
Avg Bars in Trades | 72 | 30 | 115 | 72 | 30 | 115 |
Avg Bars in Winners | 110 | 45 | 192 | 110 | 45 | 192 |
Avg Bars in Losers | 37 | 14 | 56 | 37 | 14 | 56 |
Bars Traded | 6777 | 1450 | 5328 | 6777 | 1450 | 5328 |
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 | 466473 | 582304 | -104828 | -3129 | -59169 | -27102 |
{ "trading_pair": "ZIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7281, "evaluation_days": 2427, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1556524800000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760246830381, "expiration_time": 1766517984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 133, "offset": 75 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.09554, "nb": 0.1, "nc": 0.1 } } }
{ "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": [ [ 684137.6038000899, 523621.9597779206, 160515.6440221698, 2858664.6884497646, 977846.0339581328, 1880818.6544916315 ], [ 684.137604, 523.62196, 160.515644, 2858.664688, 977.846034, 1880.818654 ], [ 0.281886, 0.215749, 0.066137, 0.139666, 0.09801, 0.123112 ], [ 10, 10, 10, 10, 10, 10 ], [ -97260, -25614, -202245, -872240, -618303, -828946 ], [ 2.414025, 4.608615, 1.473889, 1.801822, 1.666351, 1.89659 ], [ 93, 47, 46, 93, 47, 46 ], [ 45, 25, 20, 45, 25, 20 ], [ 48, 22, 26, 48, 22, 26 ], [ 48.387097, 53.191489, 43.478261, 48.387097, 53.191489, 43.478261 ], [ 2.57496, 4.055581, 1.916056, 1.921944, 1.466389, 2.465567 ], [ 223607, 223607, 72101, 1059057, 740684, 1059057 ], [ -41891, -20500, -41891, -455342, -263017, -455342 ], [ 72, 30, 115, 72, 30, 115 ], [ 110, 45, 192, 110, 45, 192 ], [ 37, 14, 56, 37, 14, 56 ], [ 6777, 1450, 5328, 6777, 1450, 5328 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 466473, 582304, -104828, -3129, -59169, -27102 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7281, "evaluation_days": 2427, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1556524800000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760246830381, "expiration_time": 1766517984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 133, "offset": 75 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.09554, "nb": 0.1, "nc": 0.1 } } }
# | 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) |
---|