Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 574825.881 | 556159.1578 | 18666.7233 | -28232.021 | 688371.1692 | -716603.1901 |
Total P&L (%) | 574.8259 | 556.1592 | 18.6667 | -28.232 | 688.3712 | -716.6032 |
Avg Daily Profit (%) | 0.2385 | 0.2308 | 0.0077 | -0.0138 | 0.0857 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140410 | -76684 | -153307 | -770055 | -153719 | -846574 |
Profit Factor | 1.878 | 2.7221 | 1.0563 | 0.9805 | 2.7196 | 0.3172 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 52.2388 | 51.5152 | 52.9412 | 52.2388 | 51.5152 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.717 | 2.562 | 0.9389 | 0.8965 | 2.5596 | 0.282 |
Largest Winning Trade | 321672 | 321672 | 57527 | 577766 | 577766 | 85170 |
Largest Losing Trade | -81956 | -55583 | -81956 | -665597 | -80254 | -665597 |
Avg Bars in Trades | 69 | 88 | 50 | 69 | 88 | 50 |
Avg Bars in Winners | 70 | 76 | 65 | 70 | 76 | 65 |
Avg Bars in Losers | 68 | 101 | 34 | 68 | 101 | 34 |
Bars Traded | 4652 | 2930 | 1722 | 4652 | 2930 | 1722 |
Profit Streak | 0 | 113.751 | 0 | 0 | 113.751 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -108777 | 543294 | -350188 | -701487 | -71319 | -580413 |
{ "trading_pair": "ZIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4820, "evaluation_days": 2410, "actual_first_datapoint_time": 1550534400000, "first_datapoint_time": 1554984000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758909682298, "expiration_time": 1764961920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 27, "offset": 0, "std": 3.79734 } } }
{ "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": [ [ 574825.8810236827, 556159.1577583654, 18666.7232653171, -28232.0209615101, 688371.1691660288, -716603.1901275391 ], [ 574.825881, 556.159158, 18.666723, -28.232021, 688.371169, -716.60319 ], [ 0.238517, 0.230771, 0.007746, -0.013764, 0.085713, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -140410, -76684, -153307, -770055, -153719, -846574 ], [ 1.87801, 2.722086, 1.05627, 0.980528, 2.719597, 0.317241 ], [ 67, 33, 34, 67, 33, 34 ], [ 35, 17, 18, 35, 17, 18 ], [ 32, 16, 16, 32, 16, 16 ], [ 52.238806, 51.515152, 52.941176, 52.238806, 51.515152, 52.941176 ], [ 1.717038, 2.561963, 0.938907, 0.896483, 2.55962, 0.281992 ], [ 321672, 321672, 57527, 577766, 577766, 85170 ], [ -81956, -55583, -81956, -665597, -80254, -665597 ], [ 69, 88, 50, 69, 88, 50 ], [ 70, 76, 65, 70, 76, 65 ], [ 68, 101, 34, 68, 101, 34 ], [ 4652, 2930, 1722, 4652, 2930, 1722 ], [ 0, 113.750952, 0, 0, 113.750953, 0 ], [ 0, 5, 0, 0, 5, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -108777, 543294, -350188, -701487, -71319, -580413 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4820, "evaluation_days": 2410, "actual_first_datapoint_time": 1550534400000, "first_datapoint_time": 1554984000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758909682298, "expiration_time": 1764961920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 27, "offset": 0, "std": 3.79734 } } }
# | 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) |
---|