Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -274966.8853 | 178777.4377 | -453744.323 | 31500943.1778 | 19418914.2064 | 12082028.9714 |
Total P&L (%) | -274.9669 | 178.7774 | -453.7443 | 31500.9432 | 19418.9142 | 12082.029 |
Avg Daily Profit (%) | -0.1138 | 0.074 | -0.1878 | 0.2385 | 0.2185 | 0.1989 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -821635 | -18301 | -821657 | -24948913 | -3622759 | -26198626 |
Profit Factor | 0.7565 | 3.7017 | 0.5732 | 1.3995 | 2.7936 | 1.1776 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 49 | 25 | 24 | 49 | 24 | 25 |
Losing Trades | 22 | 11 | 11 | 22 | 12 | 10 |
Profitability (%) | 69.0141 | 69.4444 | 68.5714 | 69.0141 | 66.6667 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.3397 | 1.6287 | 0.2627 | 0.6283 | 1.3968 | 0.471 |
Largest Winning Trade | 42048 | 25178 | 42048 | 9486685 | 4181715 | 9486685 |
Largest Losing Trade | -465152 | -10818 | -465152 | -19594615 | -3622759 | -19594615 |
Avg Bars in Trades | 64 | 12 | 117 | 64 | 12 | 117 |
Avg Bars in Winners | 45 | 10 | 81 | 58 | 10 | 104 |
Avg Bars in Losers | 106 | 16 | 197 | 77 | 15 | 152 |
Bars Traded | 4577 | 452 | 4125 | 4577 | 452 | 4125 |
Profit Streak | 275.6124 | 275.6124 | 283.1124 | 275.6124 | 275.6124 | 283.1124 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -667941 | -83555 | -577411 | -79771 | 569585 | -15075 |
{ "trading_pair": "ZIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4833, "evaluation_days": 2416.5, "actual_first_datapoint_time": 1550534400000, "first_datapoint_time": 1552694400000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759286513289, "expiration_time": 1765540368000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 24, "offset": 0, "scalar": 2 } }, "second_band": { "type": "sinwma", "factors": { "length": 51, "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": [ [ -274966.8852511856, 178777.4377324119, -453744.3229835976, 31500943.177767806, 19418914.20640164, 12082028.97136617 ], [ -274.966885, 178.777438, -453.744323, 31500.943178, 19418.914206, 12082.028971 ], [ -0.113787, 0.073982, -0.187769, 0.23847, 0.218487, 0.198937 ], [ 10, 10, 10, 10, 10, 10 ], [ -821635, -18301, -821657, -24948913, -3622759, -26198626 ], [ 0.756532, 3.701702, 0.573229, 1.399462, 2.793619, 1.177594 ], [ 71, 36, 35, 71, 36, 35 ], [ 49, 25, 24, 49, 24, 25 ], [ 22, 11, 11, 22, 12, 10 ], [ 69.014085, 69.444444, 68.571429, 69.014085, 66.666667, 71.428571 ], [ 0.339667, 1.628749, 0.26273, 0.62833, 1.396809, 0.471038 ], [ 42048, 25178, 42048, 9486685, 4181715, 9486685 ], [ -465152, -10818, -465152, -19594615, -3622759, -19594615 ], [ 64, 12, 117, 64, 12, 117 ], [ 45, 10, 81, 58, 10, 104 ], [ 106, 16, 197, 77, 15, 152 ], [ 4577, 452, 4125, 4577, 452, 4125 ], [ 275.612422, 275.612422, 283.112422, 275.612422, 275.612422, 283.112422 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -667941, -83555, -577411, -79771, 569585, -15075 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4833, "evaluation_days": 2416.5, "actual_first_datapoint_time": 1550534400000, "first_datapoint_time": 1552694400000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759286513289, "expiration_time": 1765540368000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 24, "offset": 0, "scalar": 2 } }, "second_band": { "type": "sinwma", "factors": { "length": 51, "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) |
---|