Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 707941.3936 | 632254.4959 | 75686.8977 | 142140.0156 | 546475.6114 | -404335.5959 |
Total P&L (%) | 707.9414 | 632.2545 | 75.6869 | 142.14 | 546.4756 | -404.3356 |
Avg Daily Profit (%) | 0.2937 | 0.2623 | 0.0314 | 0.0367 | 0.0775 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126673 | -97247 | -146890 | -725131 | -344091 | -824681 |
Profit Factor | 2.119 | 2.9671 | 1.2432 | 1.0737 | 1.6793 | 0.6404 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 48.5714 | 42.8571 | 54.2857 | 48.5714 | 42.8571 | 54.2857 |
Ratio Avg Win / Avg Loss | 2.2437 | 3.9562 | 1.0469 | 1.1368 | 2.2391 | 0.5393 |
Largest Winning Trade | 395969 | 395969 | 52319 | 580570 | 580570 | 161945 |
Largest Losing Trade | -64615 | -48212 | -64615 | -532480 | -160745 | -532480 |
Avg Bars in Trades | 98 | 120 | 76 | 98 | 120 | 76 |
Avg Bars in Winners | 117 | 139 | 99 | 117 | 139 | 99 |
Avg Bars in Losers | 81 | 107 | 49 | 81 | 107 | 49 |
Bars Traded | 6908 | 4233 | 2675 | 6908 | 4233 | 2675 |
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 | -86464 | 412169 | -150661 | -382689 | -88727 | -580232 |
{ "trading_pair": "ZIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7232, "evaluation_days": 2410.67, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1556467200000, "last_datapoint_time": 1758816000000, "evaluation_time": 1758827636361, "expiration_time": 1765064448000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 177, "offset": 0, "std": 1.52622 } } }
{ "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": [ [ 707941.393564193, 632254.4958803674, 75686.897683826, 142140.0155561932, 546475.6114277841, -404335.5958715909 ], [ 707.941394, 632.254496, 75.686898, 142.140016, 546.475611, -404.335596 ], [ 0.29367, 0.262273, 0.031397, 0.036691, 0.077451, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -126673, -97247, -146890, -725131, -344091, -824681 ], [ 2.119038, 2.967126, 1.243191, 1.073687, 1.679343, 0.640445 ], [ 70, 35, 35, 70, 35, 35 ], [ 34, 15, 19, 34, 15, 19 ], [ 36, 20, 16, 36, 20, 16 ], [ 48.571429, 42.857143, 54.285714, 48.571429, 42.857143, 54.285714 ], [ 2.243687, 3.956169, 1.046898, 1.136845, 2.239124, 0.539322 ], [ 395969, 395969, 52319, 580570, 580570, 161945 ], [ -64615, -48212, -64615, -532480, -160745, -532480 ], [ 98, 120, 76, 98, 120, 76 ], [ 117, 139, 99, 117, 139, 99 ], [ 81, 107, 49, 81, 107, 49 ], [ 6908, 4233, 2675, 6908, 4233, 2675 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -86464, 412169, -150661, -382689, -88727, -580232 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7232, "evaluation_days": 2410.67, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1556467200000, "last_datapoint_time": 1758816000000, "evaluation_time": 1758827636361, "expiration_time": 1765064448000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 177, "offset": 0, "std": 1.52622 } } }
# | 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) |
---|