Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 753614.129 | 777745.4387 | -24131.3097 | -77549.9585 | -43305.804 | -34244.1544 |
Total P&L (%) | 753.6141 | 777.7454 | -24.1313 | -77.55 | -43.3058 | -34.2442 |
Avg Daily Profit (%) | 0.3119 | 0.3219 | -0.01 | -0.0618 | -0.0235 | -0.0174 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146297 | -165080 | -163547 | -126381 | -122431 | -103885 |
Profit Factor | 2.3671 | 3.7019 | 0.9084 | 0.7861 | 0.7941 | 0.7749 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 21 | 9 | 12 | 21 | 9 | 12 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 36.2069 | 31.0345 | 41.3793 | 36.2069 | 31.0345 | 41.3793 |
Ratio Avg Win / Avg Loss | 4.1706 | 8.2264 | 1.2869 | 1.385 | 1.7648 | 1.0978 |
Largest Winning Trade | 854516 | 854516 | 67383 | 131456 | 131456 | 54458 |
Largest Losing Trade | -85824 | -50178 | -85824 | -68188 | -68188 | -53860 |
Avg Bars in Trades | 121 | 91 | 150 | 121 | 91 | 150 |
Avg Bars in Winners | 219 | 162 | 262 | 219 | 162 | 262 |
Avg Bars in Losers | 65 | 59 | 71 | 65 | 59 | 71 |
Bars Traded | 7029 | 2654 | 4375 | 7029 | 2654 | 4375 |
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 | -171638 | 305719 | -582518 | -764252 | -585430 | -582518 |
{ "trading_pair": "ZIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7248, "evaluation_days": 2416, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1553299200000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759283399975, "expiration_time": 1765539072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 34, "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": [ [ 753614.1290293703, 777745.4387473785, -24131.3097180084, -77549.958454065, -43305.8040280624, -34244.1544260026 ], [ 753.614129, 777.745439, -24.13131, -77.549958, -43.305804, -34.244154 ], [ 0.311926, 0.321915, -0.009988, -0.061814, -0.023486, -0.01735 ], [ 10, 10, 10, 10, 10, 10 ], [ -146297, -165080, -163547, -126381, -122431, -103885 ], [ 2.367124, 3.701902, 0.908382, 0.786079, 0.794141, 0.774932 ], [ 58, 29, 29, 58, 29, 29 ], [ 21, 9, 12, 21, 9, 12 ], [ 37, 20, 17, 37, 20, 17 ], [ 36.206897, 31.034483, 41.37931, 36.206897, 31.034483, 41.37931 ], [ 4.170646, 8.226449, 1.286874, 1.384996, 1.764758, 1.09782 ], [ 854516, 854516, 67383, 131456, 131456, 54458 ], [ -85824, -50178, -85824, -68188, -68188, -53860 ], [ 121, 91, 150, 121, 91, 150 ], [ 219, 162, 262, 219, 162, 262 ], [ 65, 59, 71, 65, 59, 71 ], [ 7029, 2654, 4375, 7029, 2654, 4375 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -171638, 305719, -582518, -764252, -585430, -582518 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7248, "evaluation_days": 2416, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1553299200000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759283399975, "expiration_time": 1765539072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 34, "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) |
---|