Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 602934.0819 | 615980.0715 | -13045.9896 | -106153.1655 | 761848.8853 | -868002.0507 |
Total P&L (%) | 602.9341 | 615.9801 | -13.046 | -106.1532 | 761.8489 | -868.0021 |
Avg Daily Profit (%) | 0.2498 | 0.2552 | -0.0054 | 0 | 0.0893 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -244761 | -90153 | -211685 | -962507 | -68646 | -962507 |
Profit Factor | 1.6949 | 2.4165 | 0.9699 | 0.9121 | 7.194 | 0.2001 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 44 | 21 | 23 | 49 | 26 | 23 |
Losing Trades | 49 | 26 | 23 | 44 | 21 | 23 |
Profitability (%) | 47.3118 | 44.6809 | 50 | 52.6882 | 55.3191 | 50 |
Ratio Avg Win / Avg Loss | 1.8875 | 2.9919 | 0.9699 | 0.8191 | 5.8105 | 0.2001 |
Largest Winning Trade | 381955 | 381955 | 61804 | 539365 | 539365 | 111983 |
Largest Losing Trade | -103544 | -43034 | -103544 | -962507 | -35410 | -962507 |
Avg Bars in Trades | 49 | 51 | 47 | 49 | 51 | 47 |
Avg Bars in Winners | 57 | 62 | 52 | 47 | 48 | 45 |
Avg Bars in Losers | 42 | 42 | 42 | 52 | 56 | 48 |
Bars Traded | 4611 | 2435 | 2176 | 4611 | 2435 | 2176 |
Profit Streak | 13.5154 | 37.0154 | 13.5154 | 0 | 0 | 0 |
Trades During Streak | 3 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445572 | 452195 | -580102 | -580181 | -64069 | -580704 |
{ "trading_pair": "ZIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4828, "evaluation_days": 2414, "actual_first_datapoint_time": 1550534400000, "first_datapoint_time": 1559217600000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759062133019, "expiration_time": 1765317888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "hilo", "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": [ [ 602934.0818709162, 615980.071505544, -13045.9896346281, -106153.1654517507, 761848.8852819783, -868002.0507337293 ], [ 602.934082, 615.980072, -13.04599, -106.153165, 761.848885, -868.002051 ], [ 0.249766, 0.25517, -0.005404, 0, 0.089266, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -244761, -90153, -211685, -962507, -68646, -962507 ], [ 1.694895, 2.41654, 0.969858, 0.912138, 7.194011, 0.200137 ], [ 93, 47, 46, 93, 47, 46 ], [ 44, 21, 23, 49, 26, 23 ], [ 49, 26, 23, 44, 21, 23 ], [ 47.311828, 44.680851, 50, 52.688172, 55.319149, 50 ], [ 1.887496, 2.991907, 0.969858, 0.819063, 5.810547, 0.200137 ], [ 381955, 381955, 61804, 539365, 539365, 111983 ], [ -103544, -43034, -103544, -962507, -35410, -962507 ], [ 49, 51, 47, 49, 51, 47 ], [ 57, 62, 52, 47, 48, 45 ], [ 42, 42, 42, 52, 56, 48 ], [ 4611, 2435, 2176, 4611, 2435, 2176 ], [ 13.515428, 37.015428, 13.515428, 0, 0, 0 ], [ 3, 3, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 445572, 452195, -580102, -580181, -64069, -580704 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4828, "evaluation_days": 2414, "actual_first_datapoint_time": 1550534400000, "first_datapoint_time": 1559217600000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759062133019, "expiration_time": 1765317888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "hilo", "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) |
---|