Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 637434.2014 | 563521.0374 | 73913.164 | 183564.3626 | -1031179.1415 | 1214743.5041 |
Total P&L (%) | 637.4342 | 563.521 | 73.9132 | 183.5644 | -1031.1791 | 1214.7435 |
Avg Daily Profit (%) | 0.2645 | 0.2338 | 0.0307 | 0.0433 | 0 | 0.107 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162739 | -162664 | -25525 | -5678028 | -5586368 | -437105 |
Profit Factor | 1.6018 | 1.6224 | 1.4806 | 1.0109 | 0.9312 | 1.6624 |
Total Trades | 237 | 118 | 119 | 237 | 118 | 119 |
Winning Trades | 119 | 53 | 66 | 119 | 53 | 66 |
Losing Trades | 118 | 65 | 53 | 118 | 65 | 53 |
Profitability (%) | 50.211 | 44.9153 | 55.4622 | 50.211 | 44.9153 | 55.4622 |
Ratio Avg Win / Avg Loss | 1.5884 | 1.9898 | 1.189 | 1.0024 | 1.142 | 1.335 |
Largest Winning Trade | 211653 | 211653 | 21798 | 3763845 | 3763845 | 486538 |
Largest Losing Trade | -64447 | -64447 | -13129 | -3835056 | -3835056 | -265891 |
Avg Bars in Trades | 20 | 39 | 1 | 20 | 39 | 1 |
Avg Bars in Winners | 17 | 38 | 1 | 17 | 38 | 1 |
Avg Bars in Losers | 22 | 40 | 1 | 22 | 40 | 1 |
Bars Traded | 4794 | 4674 | 120 | 4794 | 4674 | 120 |
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 | 473982 | 330495 | -149978 | -342106 | -581329 | -46997 |
{ "trading_pair": "ZIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4820, "evaluation_days": 2410, "actual_first_datapoint_time": 1550534400000, "first_datapoint_time": 1550577600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758905940101, "expiration_time": 1764961920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 2, "offset": 0, "std": 4.75238 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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": [ [ 637434.2014350069, 563521.0374360229, 73913.1639989844, 183564.3625538441, -1031179.1415239457, 1214743.5040777875 ], [ 637.434201, 563.521037, 73.913164, 183.564363, -1031.179142, 1214.743504 ], [ 0.264496, 0.233826, 0.030669, 0.043257, 0, 0.106955 ], [ 10, 10, 10, 10, 10, 10 ], [ -162739, -162664, -25525, -5678028, -5586368, -437105 ], [ 1.601844, 1.62243, 1.480646, 1.010914, 0.931187, 1.662442 ], [ 237, 118, 119, 237, 118, 119 ], [ 119, 53, 66, 119, 53, 66 ], [ 118, 65, 53, 118, 65, 53 ], [ 50.21097, 44.915254, 55.462185, 50.21097, 44.915254, 55.462185 ], [ 1.588383, 1.989773, 1.189003, 1.002419, 1.142022, 1.334991 ], [ 211653, 211653, 21798, 3763845, 3763845, 486538 ], [ -64447, -64447, -13129, -3835056, -3835056, -265891 ], [ 20, 39, 1, 20, 39, 1 ], [ 17, 38, 1, 17, 38, 1 ], [ 22, 40, 1, 22, 40, 1 ], [ 4794, 4674, 120, 4794, 4674, 120 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 473982, 330495, -149978, -342106, -581329, -46997 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4820, "evaluation_days": 2410, "actual_first_datapoint_time": 1550534400000, "first_datapoint_time": 1550577600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758905940101, "expiration_time": 1764961920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 2, "offset": 0, "std": 4.75238 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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) |
---|