Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 815043.6516 | 616589.5208 | 198454.1308 | 3678382.1449 | 828966.9321 | 2849415.2128 |
Total P&L (%) | 815.0437 | 616.5895 | 198.4541 | 3678.3821 | 828.9669 | 2849.4152 |
Avg Daily Profit (%) | 0.3382 | 0.2558 | 0.0823 | 0.1508 | 0.0925 | 0.1405 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118909 | -127196 | -110183 | -3960833 | -4312131 | -1600226 |
Profit Factor | 1.7057 | 1.98 | 1.3775 | 1.1417 | 1.0567 | 1.2511 |
Total Trades | 257 | 129 | 128 | 257 | 129 | 128 |
Winning Trades | 96 | 42 | 54 | 96 | 42 | 54 |
Losing Trades | 161 | 87 | 74 | 161 | 87 | 74 |
Profitability (%) | 37.3541 | 32.5581 | 42.1875 | 37.3541 | 32.5581 | 42.1875 |
Ratio Avg Win / Avg Loss | 2.8606 | 4.1015 | 1.8876 | 1.9147 | 2.1889 | 1.7144 |
Largest Winning Trade | 217177 | 217177 | 39198 | 3202752 | 3202752 | 1187895 |
Largest Losing Trade | -28491 | -24312 | -28491 | -973976 | -973976 | -803779 |
Avg Bars in Trades | 18 | 17 | 19 | 18 | 17 | 19 |
Avg Bars in Winners | 32 | 34 | 31 | 32 | 34 | 31 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 4778 | 2313 | 2465 | 4778 | 2313 | 2465 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329604 | 200148 | -84318 | -59239 | -232749 | -7105 |
{ "trading_pair": "ZIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4820, "evaluation_days": 2410, "actual_first_datapoint_time": 1550534400000, "first_datapoint_time": 1551312000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758882913574, "expiration_time": 1764961920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 19, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 19, "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": [ [ 815043.6515967118, 616589.5208236034, 198454.130773109, 3678382.144897148, 828966.9320754022, 2849415.212821745 ], [ 815.043652, 616.589521, 198.454131, 3678.382145, 828.966932, 2849.415213 ], [ 0.338192, 0.255846, 0.082346, 0.150814, 0.092528, 0.140522 ], [ 10, 10, 10, 10, 10, 10 ], [ -118909, -127196, -110183, -3960833, -4312131, -1600226 ], [ 1.705728, 1.980031, 1.377473, 1.141686, 1.05673, 1.251071 ], [ 257, 129, 128, 257, 129, 128 ], [ 96, 42, 54, 96, 42, 54 ], [ 161, 87, 74, 161, 87, 74 ], [ 37.354086, 32.55814, 42.1875, 37.354086, 32.55814, 42.1875 ], [ 2.860649, 4.101492, 1.887648, 1.914702, 2.188941, 1.71443 ], [ 217177, 217177, 39198, 3202752, 3202752, 1187895 ], [ -28491, -24312, -28491, -973976, -973976, -803779 ], [ 18, 17, 19, 18, 17, 19 ], [ 32, 34, 31, 32, 34, 31 ], [ 10, 10, 10, 10, 10, 10 ], [ 4778, 2313, 2465, 4778, 2313, 2465 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 329604, 200148, -84318, -59239, -232749, -7105 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4820, "evaluation_days": 2410, "actual_first_datapoint_time": 1550534400000, "first_datapoint_time": 1551312000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758882913574, "expiration_time": 1764961920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 19, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 19, "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) |
---|