Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1035100.1618 | 821206.607 | 213893.5548 | 4538211.1633 | -1468157.0491 | 6006368.2125 |
Total P&L (%) | 1035.1002 | 821.2066 | 213.8936 | 4538.2112 | -1468.157 | 6006.3682 |
Avg Daily Profit (%) | 0.4265 | 0.3384 | 0.0881 | 0.1582 | 0 | 0.1696 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135547 | -110522 | -79296 | -17349153 | -14250976 | -6419927 |
Profit Factor | 2.1121 | 2.5604 | 1.5288 | 1.0679 | 0.9601 | 1.1995 |
Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
Winning Trades | 72 | 31 | 41 | 72 | 31 | 41 |
Losing Trades | 140 | 75 | 65 | 140 | 75 | 65 |
Profitability (%) | 33.9623 | 29.2453 | 38.6792 | 33.9623 | 29.2453 | 38.6792 |
Ratio Avg Win / Avg Loss | 4.1069 | 6.1946 | 2.4238 | 2.0764 | 2.3228 | 1.9016 |
Largest Winning Trade | 355936 | 355936 | 64128 | 8993699 | 8993699 | 4711213 |
Largest Losing Trade | -32935 | -32935 | -16299 | -2939189 | -2277852 | -2939189 |
Avg Bars in Trades | 33 | 30 | 36 | 33 | 30 | 36 |
Avg Bars in Winners | 65 | 66 | 63 | 65 | 66 | 63 |
Avg Bars in Losers | 17 | 15 | 19 | 17 | 15 | 19 |
Bars Traded | 7121 | 3211 | 3909 | 7121 | 3211 | 3909 |
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 | 319069 | 98137 | -77379 | -142226 | -589376 | 112775 |
{ "trading_pair": "ZIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7281, "evaluation_days": 2427, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1552579200000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760238673893, "expiration_time": 1766517984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 13, "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": [ [ 1035100.1617716735, 821206.6070071042, 213893.5547645692, 4538211.1633296935, -1468157.0491476036, 6006368.212477297 ], [ 1035.100162, 821.206607, 213.893555, 4538.211163, -1468.157049, 6006.368212 ], [ 0.426494, 0.338363, 0.088131, 0.158218, 0, 0.169567 ], [ 10, 10, 10, 10, 10, 10 ], [ -135547, -110522, -79296, -17349153, -14250976, -6419927 ], [ 2.112139, 2.560426, 1.52884, 1.067851, 0.960079, 1.199496 ], [ 212, 106, 106, 212, 106, 106 ], [ 72, 31, 41, 72, 31, 41 ], [ 140, 75, 65, 140, 75, 65 ], [ 33.962264, 29.245283, 38.679245, 33.962264, 29.245283, 38.679245 ], [ 4.106938, 6.194579, 2.42377, 2.076378, 2.322773, 1.90164 ], [ 355936, 355936, 64128, 8993699, 8993699, 4711213 ], [ -32935, -32935, -16299, -2939189, -2277852, -2939189 ], [ 33, 30, 36, 33, 30, 36 ], [ 65, 66, 63, 65, 66, 63 ], [ 17, 15, 19, 17, 15, 19 ], [ 7121, 3211, 3909, 7121, 3211, 3909 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 319069, 98137, -77379, -142226, -589376, 112775 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7281, "evaluation_days": 2427, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1552579200000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760238673893, "expiration_time": 1766517984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 13, "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) |
---|