Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1257412.7768 | 1115410.8225 | 142001.9543 | 1383609.2618 | 210412.3806 | 1173196.8812 |
Total P&L (%) | 1257.4128 | 1115.4108 | 142.002 | 1383.6093 | 210.4124 | 1173.1969 |
Avg Daily Profit (%) | 0.5192 | 0.4605 | 0.0586 | 0.1114 | 0.0468 | 0.1051 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146643 | -75206 | -83997 | -1072134 | -1292594 | -754478 |
Profit Factor | 2.7917 | 3.8974 | 1.4482 | 1.2219 | 1.0602 | 1.4287 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Losing Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Profitability (%) | 50.3937 | 50 | 50.7937 | 50.3937 | 50 | 50.7937 |
Ratio Avg Win / Avg Loss | 2.7481 | 3.8974 | 1.403 | 1.2028 | 1.0602 | 1.3841 |
Largest Winning Trade | 881334 | 881334 | 65828 | 1360115 | 1360115 | 644189 |
Largest Losing Trade | -47760 | -47760 | -43167 | -754478 | -642035 | -754478 |
Avg Bars in Trades | 36 | 31 | 42 | 36 | 31 | 42 |
Avg Bars in Winners | 50 | 39 | 61 | 50 | 39 | 61 |
Avg Bars in Losers | 22 | 22 | 22 | 22 | 22 | 22 |
Bars Traded | 4652 | 1992 | 2660 | 4652 | 1992 | 2660 |
Profit Streak | 0 | 0 | 22.3678 | 0 | 0 | 22.3678 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 593336 | -121929 | -259672 | -43836 | -423974 | -197418 |
{ "trading_pair": "ZIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4844, "evaluation_days": 2422, "actual_first_datapoint_time": 1550534400000, "first_datapoint_time": 1557144000000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759783773686, "expiration_time": 1766029824000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 1257412.7768070127, 1115410.8225271439, 142001.9542798688, 1383609.2617979613, 210412.3806225712, 1173196.8811753893 ], [ 1257.412777, 1115.410823, 142.001954, 1383.609262, 210.412381, 1173.196881 ], [ 0.519163, 0.460533, 0.05863, 0.111419, 0.046779, 0.105097 ], [ 10, 10, 10, 10, 10, 10 ], [ -146643, -75206, -83997, -1072134, -1292594, -754478 ], [ 2.791747, 3.897357, 1.448232, 1.221933, 1.060152, 1.428749 ], [ 127, 64, 63, 127, 64, 63 ], [ 64, 32, 32, 64, 32, 32 ], [ 63, 32, 31, 63, 32, 31 ], [ 50.393701, 50, 50.793651, 50.393701, 50, 50.793651 ], [ 2.748126, 3.897357, 1.402974, 1.202841, 1.060152, 1.384101 ], [ 881334, 881334, 65828, 1360115, 1360115, 644189 ], [ -47760, -47760, -43167, -754478, -642035, -754478 ], [ 36, 31, 42, 36, 31, 42 ], [ 50, 39, 61, 50, 39, 61 ], [ 22, 22, 22, 22, 22, 22 ], [ 4652, 1992, 2660, 4652, 1992, 2660 ], [ 0, 0, 22.367751, 0, 0, 22.367751 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 593336, -121929, -259672, -43836, -423974, -197418 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4844, "evaluation_days": 2422, "actual_first_datapoint_time": 1550534400000, "first_datapoint_time": 1557144000000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759783773686, "expiration_time": 1766029824000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|