Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 254041.3987 | 316812.3159 | -62770.9172 | -214779.4706 | 3498311.9587 | -3713091.4293 |
Total P&L (%) | 254.0414 | 316.8123 | -62.7709 | -214.7795 | 3498.312 | -3713.0914 |
Avg Daily Profit (%) | 0.1047 | 0.1306 | -0.0259 | 0 | 0.1478 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -325312 | -168026 | -263097 | -4960649 | -1477982 | -4608393 |
Profit Factor | 1.1699 | 1.4467 | 0.9201 | 0.9804 | 1.8771 | 0.4665 |
Total Trades | 292 | 146 | 146 | 292 | 146 | 146 |
Winning Trades | 166 | 86 | 80 | 155 | 84 | 71 |
Losing Trades | 126 | 60 | 66 | 137 | 62 | 75 |
Profitability (%) | 56.8493 | 58.9041 | 54.7945 | 53.0822 | 57.5342 | 48.6301 |
Ratio Avg Win / Avg Loss | 0.888 | 1.0093 | 0.7591 | 0.8665 | 1.3855 | 0.4928 |
Largest Winning Trade | 104158 | 104158 | 35194 | 1833764 | 1833764 | 597483 |
Largest Losing Trade | -171468 | -58774 | -171468 | -1716863 | -995184 | -1716863 |
Avg Bars in Trades | 16 | 13 | 18 | 16 | 13 | 18 |
Avg Bars in Winners | 15 | 12 | 18 | 14 | 12 | 17 |
Avg Bars in Losers | 16 | 14 | 18 | 18 | 15 | 20 |
Bars Traded | 4764 | 2006 | 2758 | 4764 | 2006 | 2758 |
Profit Streak | 0 | 0 | 31.4026 | 18.4026 | 30.9026 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -85772 | -16405 | -579505 | -578010 | 316802 | -581200 |
{ "trading_pair": "ZIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4851, "evaluation_days": 2425.5, "actual_first_datapoint_time": 1550534400000, "first_datapoint_time": 1552867200000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760089182345, "expiration_time": 1766341296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 23, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 55, "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": [ [ 254041.3987047007, 316812.315865341, -62770.9171606405, -214779.4705953647, 3498311.9587422875, -3713091.4293376496 ], [ 254.041399, 316.812316, -62.770917, -214.779471, 3498.311959, -3713.091429 ], [ 0.104738, 0.130617, -0.02588, 0, 0.147833, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -325312, -168026, -263097, -4960649, -1477982, -4608393 ], [ 1.169895, 1.446667, 0.920139, 0.980383, 1.877084, 0.466517 ], [ 292, 146, 146, 292, 146, 146 ], [ 166, 86, 80, 155, 84, 71 ], [ 126, 60, 66, 137, 62, 75 ], [ 56.849315, 58.90411, 54.794521, 53.082192, 57.534247, 48.630137 ], [ 0.887993, 1.009303, 0.759115, 0.866532, 1.385466, 0.4928 ], [ 104158, 104158, 35194, 1833764, 1833764, 597483 ], [ -171468, -58774, -171468, -1716863, -995184, -1716863 ], [ 16, 13, 18, 16, 13, 18 ], [ 15, 12, 18, 14, 12, 17 ], [ 16, 14, 18, 18, 15, 20 ], [ 4764, 2006, 2758, 4764, 2006, 2758 ], [ 0, 0, 31.402573, 18.402573, 30.902573, 0 ], [ 0, 0, 1, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -85772, -16405, -579505, -578010, 316802, -581200 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4851, "evaluation_days": 2425.5, "actual_first_datapoint_time": 1550534400000, "first_datapoint_time": 1552867200000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760089182345, "expiration_time": 1766341296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 23, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 55, "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) |
---|