Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -259794.7443 | 181552.433 | -441347.1773 | 5655041.4035 | -896688.9314 | 6551730.335 |
Total P&L (%) | -259.7947 | 181.5524 | -441.3472 | 5655.0414 | -896.6889 | 6551.7303 |
Avg Daily Profit (%) | -0.1073 | 0.075 | -0.1823 | 0.1675 | 0 | 0.1735 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -659780 | -64772 | -706447 | -3607257 | -2821338 | -1730964 |
Profit Factor | 0.7515 | 1.7888 | 0.4586 | 1.4944 | 0.8896 | 2.9762 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 48 | 25 | 23 | 46 | 23 | 23 |
Losing Trades | 22 | 10 | 12 | 24 | 12 | 12 |
Profitability (%) | 68.5714 | 71.4286 | 65.7143 | 65.7143 | 65.7143 | 65.7143 |
Ratio Avg Win / Avg Loss | 0.3444 | 0.7155 | 0.2392 | 0.7797 | 0.4641 | 1.5528 |
Largest Winning Trade | 94952 | 94952 | 51893 | 1927272 | 1705981 | 1927272 |
Largest Losing Trade | -592233 | -64772 | -592233 | -2693913 | -2693913 | -1730964 |
Avg Bars in Trades | 99 | 121 | 77 | 99 | 121 | 77 |
Avg Bars in Winners | 62 | 69 | 54 | 71 | 66 | 76 |
Avg Bars in Losers | 180 | 251 | 121 | 153 | 226 | 80 |
Bars Traded | 6975 | 4253 | 2722 | 6975 | 4253 | 2722 |
Profit Streak | 30.0823 | 32.4157 | 30.0823 | 30.0823 | 32.4157 | 30.0823 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -675867 | -88909 | -578210 | -88094 | -578209 | 578262 |
{ "trading_pair": "ZIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7264, "evaluation_days": 2421.33, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1557072000000, "last_datapoint_time": 1759737600000, "evaluation_time": 1759744712178, "expiration_time": 1766013696000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 227, "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": [ [ -259794.7442881055, 181552.433023921, -441347.1773120263, 5655041.403542093, -896688.9314113326, 6551730.334953429 ], [ -259.794744, 181.552433, -441.347177, 5655.041404, -896.688931, 6551.730335 ], [ -0.107294, 0.07498, -0.182275, 0.167514, 0, 0.173504 ], [ 10, 10, 10, 10, 10, 10 ], [ -659780, -64772, -706447, -3607257, -2821338, -1730964 ], [ 0.751463, 1.788802, 0.458559, 1.494428, 0.8896, 2.976197 ], [ 70, 35, 35, 70, 35, 35 ], [ 48, 25, 23, 46, 23, 23 ], [ 22, 10, 12, 24, 12, 12 ], [ 68.571429, 71.428571, 65.714286, 65.714286, 65.714286, 65.714286 ], [ 0.344421, 0.715521, 0.239248, 0.779702, 0.464139, 1.552798 ], [ 94952, 94952, 51893, 1927272, 1705981, 1927272 ], [ -592233, -64772, -592233, -2693913, -2693913, -1730964 ], [ 99, 121, 77, 99, 121, 77 ], [ 62, 69, 54, 71, 66, 76 ], [ 180, 251, 121, 153, 226, 80 ], [ 6975, 4253, 2722, 6975, 4253, 2722 ], [ 30.082317, 32.41565, 30.082317, 30.082317, 32.41565, 30.082317 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -675867, -88909, -578210, -88094, -578209, 578262 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7264, "evaluation_days": 2421.33, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1557072000000, "last_datapoint_time": 1759737600000, "evaluation_time": 1759744712178, "expiration_time": 1766013696000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 227, "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) |
---|