Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 798704.2586 | 806223.4471 | -7519.1885 | -10261.7272 | 103911.7003 | -114173.4275 |
Total P&L (%) | 798.7043 | 806.2234 | -7.5192 | -10.2617 | 103.9117 | -114.1734 |
Avg Daily Profit (%) | 0.3298 | 0.3329 | -0.0031 | -0.0045 | 0.0294 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -252661 | -193633 | -78242 | -1748385 | -1107370 | -659922 |
Profit Factor | 2.3215 | 3.1901 | 0.9682 | 0.996 | 1.0725 | 0.8969 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 36.1446 | 31.7073 | 40.4762 | 36.1446 | 31.7073 | 40.4762 |
Ratio Avg Win / Avg Loss | 4.1013 | 6.871 | 1.4238 | 1.7595 | 2.31 | 1.319 |
Largest Winning Trade | 721215 | 721215 | 58219 | 1106682 | 1106682 | 633755 |
Largest Losing Trade | -42632 | -42632 | -34827 | -448676 | -448676 | -335248 |
Avg Bars in Trades | 81 | 126 | 36 | 81 | 126 | 36 |
Avg Bars in Winners | 123 | 217 | 51 | 123 | 217 | 51 |
Avg Bars in Losers | 57 | 84 | 26 | 57 | 84 | 26 |
Bars Traded | 6738 | 5186 | 1551 | 6738 | 5186 | 1551 |
Profit Streak | 123.8851 | 123.8851 | 161.8851 | 123.8851 | 123.8851 | 161.8851 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 297116 | 315292 | -581418 | -583314 | -299741 | -581418 |
{ "trading_pair": "ZIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7266, "evaluation_days": 2422, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1557648000000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759814070459, "expiration_time": 1766073024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "dcm", "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": [ [ 798704.2586405375, 806223.4471068445, -7519.1884663072, -10261.7271872717, 103911.7002708337, -114173.4274581056 ], [ 798.704259, 806.223447, -7.519188, -10.261727, 103.9117, -114.173427 ], [ 0.329771, 0.332875, -0.003105, -0.00447, 0.029423, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -252661, -193633, -78242, -1748385, -1107370, -659922 ], [ 2.321498, 3.190115, 0.968176, 0.995961, 1.072511, 0.896926 ], [ 83, 41, 42, 83, 41, 42 ], [ 30, 13, 17, 30, 13, 17 ], [ 53, 28, 25, 53, 28, 25 ], [ 36.144578, 31.707317, 40.47619, 36.144578, 31.707317, 40.47619 ], [ 4.101314, 6.871017, 1.423788, 1.759531, 2.310024, 1.319009 ], [ 721215, 721215, 58219, 1106682, 1106682, 633755 ], [ -42632, -42632, -34827, -448676, -448676, -335248 ], [ 81, 126, 36, 81, 126, 36 ], [ 123, 217, 51, 123, 217, 51 ], [ 57, 84, 26, 57, 84, 26 ], [ 6738, 5186, 1551, 6738, 5186, 1551 ], [ 123.885075, 123.885075, 161.885075, 123.885075, 123.885075, 161.885075 ], [ 3, 1, 3, 3, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 297116, 315292, -581418, -583314, -299741, -581418 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7266, "evaluation_days": 2422, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1557648000000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759814070459, "expiration_time": 1766073024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "dcm", "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) |
---|