Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1211507.3721 | -64540.4218 | -1146966.9504 | 902439.6623 | -7550364.46 | 8452804.1223 |
Total P&L (%) | -1211.5074 | -64.5404 | -1146.967 | 902.4397 | -7550.3645 | 8452.8041 |
Avg Daily Profit (%) | -0.5013 | -0.0267 | -0.4746 | 0.0954 | 0 | 0.1843 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1361426 | -121302 | -1303896 | -7154163 | -7692059 | -4015613 |
Profit Factor | 0.3128 | 0.7494 | 0.2381 | 1.0549 | 0.2572 | 2.3481 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 40 | 19 | 21 | 36 | 16 | 20 |
Losing Trades | 27 | 15 | 12 | 31 | 18 | 13 |
Profitability (%) | 59.7015 | 55.8824 | 63.6364 | 53.7313 | 47.0588 | 60.6061 |
Ratio Avg Win / Avg Loss | 0.2112 | 0.5917 | 0.1361 | 0.9084 | 0.2893 | 1.5263 |
Largest Winning Trade | 37746 | 26266 | 37746 | 8543664 | 822446 | 8543664 |
Largest Losing Trade | -985564 | -64728 | -985564 | -4969066 | -4969066 | -2993464 |
Avg Bars in Trades | 69 | 39 | 99 | 69 | 39 | 99 |
Avg Bars in Winners | 52 | 29 | 73 | 65 | 28 | 94 |
Avg Bars in Losers | 94 | 52 | 145 | 73 | 49 | 106 |
Bars Traded | 4624 | 1347 | 3277 | 4624 | 1347 | 3277 |
Profit Streak | 147.6125 | 147.6125 | 153.6125 | 147.6125 | 147.6125 | 153.6125 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -699137 | -579070 | -578071 | -346072 | -580976 | 528811 |
{ "trading_pair": "ZIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4833, "evaluation_days": 2416.5, "actual_first_datapoint_time": 1550534400000, "first_datapoint_time": 1558008000000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759286518095, "expiration_time": 1765540368000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 108, "offset": 64 } } }
{ "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": [ [ -1211507.3721070942, -64540.4217504708, -1146966.9503566232, 902439.6623266954, -7550364.459987066, 8452804.122313766 ], [ -1211.507372, -64.540422, -1146.96695, 902.439662, -7550.36446, 8452.804122 ], [ -0.501348, -0.026708, -0.47464, 0.095432, 0, 0.184272 ], [ 10, 10, 10, 10, 10, 10 ], [ -1361426, -121302, -1303896, -7154163, -7692059, -4015613 ], [ 0.312841, 0.749449, 0.238135, 1.054911, 0.257185, 2.348135 ], [ 67, 34, 33, 67, 34, 33 ], [ 40, 19, 21, 36, 16, 20 ], [ 27, 15, 12, 31, 18, 13 ], [ 59.701493, 55.882353, 63.636364, 53.731343, 47.058824, 60.606061 ], [ 0.211167, 0.59167, 0.136077, 0.908396, 0.289334, 1.526288 ], [ 37746, 26266, 37746, 8543664, 822446, 8543664 ], [ -985564, -64728, -985564, -4969066, -4969066, -2993464 ], [ 69, 39, 99, 69, 39, 99 ], [ 52, 29, 73, 65, 28, 94 ], [ 94, 52, 145, 73, 49, 106 ], [ 4624, 1347, 3277, 4624, 1347, 3277 ], [ 147.612478, 147.612478, 153.612478, 147.612478, 147.612478, 153.612478 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -699137, -579070, -578071, -346072, -580976, 528811 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4833, "evaluation_days": 2416.5, "actual_first_datapoint_time": 1550534400000, "first_datapoint_time": 1558008000000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759286518095, "expiration_time": 1765540368000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 108, "offset": 64 } } }
# | 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) |
---|