Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 513412.1767 | 480495.2517 | 32916.9249 | 79381.3617 | 148548.6942 | -69167.3325 |
Total P&L (%) | 513.4122 | 480.4953 | 32.9169 | 79.3814 | 148.5487 | -69.1673 |
Avg Daily Profit (%) | 0.213 | 0.1993 | 0.0137 | 0.0242 | 0.0378 | -0.0488 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105314 | -105407 | -145630 | -357128 | -464474 | -334000 |
Profit Factor | 1.4926 | 1.9014 | 1.0647 | 1.0308 | 1.1106 | 0.944 |
Total Trades | 211 | 106 | 105 | 211 | 106 | 105 |
Winning Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Losing Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Profitability (%) | 45.4976 | 45.283 | 45.7143 | 45.4976 | 45.283 | 45.7143 |
Ratio Avg Win / Avg Loss | 1.788 | 2.2975 | 1.2643 | 1.2348 | 1.342 | 1.121 |
Largest Winning Trade | 248329 | 248329 | 67208 | 207275 | 184228 | 207275 |
Largest Losing Trade | -45569 | -30220 | -45569 | -175638 | -129080 | -175638 |
Avg Bars in Trades | 33 | 25 | 41 | 33 | 25 | 41 |
Avg Bars in Winners | 49 | 33 | 66 | 49 | 33 | 66 |
Avg Bars in Losers | 19 | 19 | 20 | 19 | 19 | 20 |
Bars Traded | 7047 | 2704 | 4343 | 7047 | 2704 | 4343 |
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 | 355476 | 338277 | -328799 | -347773 | -243094 | -581052 |
{ "trading_pair": "ZIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7232, "evaluation_days": 2410.67, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1555488000000, "last_datapoint_time": 1758816000000, "evaluation_time": 1758825972864, "expiration_time": 1765064448000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 513412.1766696919, 480495.2517212343, 32916.9249484576, 79381.3617311073, 148548.6942201304, -69167.3324890233 ], [ 513.412177, 480.495252, 32.916925, 79.381362, 148.548694, -69.167332 ], [ 0.212975, 0.19932, 0.013655, 0.024243, 0.037775, -0.048796 ], [ 10, 10, 10, 10, 10, 10 ], [ -105314, -105407, -145630, -357128, -464474, -334000 ], [ 1.492628, 1.901365, 1.064655, 1.030802, 1.110637, 0.943972 ], [ 211, 106, 105, 211, 106, 105 ], [ 96, 48, 48, 96, 48, 48 ], [ 115, 58, 57, 115, 58, 57 ], [ 45.49763, 45.283019, 45.714286, 45.49763, 45.283019, 45.714286 ], [ 1.788044, 2.297482, 1.264278, 1.234815, 1.34202, 1.120966 ], [ 248329, 248329, 67208, 207275, 184228, 207275 ], [ -45569, -30220, -45569, -175638, -129080, -175638 ], [ 33, 25, 41, 33, 25, 41 ], [ 49, 33, 66, 49, 33, 66 ], [ 19, 19, 20, 19, 19, 20 ], [ 7047, 2704, 4343, 7047, 2704, 4343 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 355476, 338277, -328799, -347773, -243094, -581052 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7232, "evaluation_days": 2410.67, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1555488000000, "last_datapoint_time": 1758816000000, "evaluation_time": 1758825972864, "expiration_time": 1765064448000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|