Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 761218.7638 | 626103.2393 | 135115.5245 | 1028564.1022 | -1816477.8201 | 2845041.9223 |
Total P&L (%) | 761.2188 | 626.1032 | 135.1155 | 1028.5641 | -1816.4778 | 2845.0419 |
Avg Daily Profit (%) | 0.3159 | 0.2598 | 0.0561 | 0.1006 | 0 | 0.1405 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131984 | -119562 | -67863 | -5782567 | -5784376 | -1596374 |
Profit Factor | 2.4196 | 2.8692 | 1.6713 | 1.0775 | 0.8086 | 1.7514 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 48.3333 | 43.3333 | 53.3333 | 48.3333 | 43.3333 | 53.3333 |
Ratio Avg Win / Avg Loss | 2.5864 | 3.7521 | 1.4624 | 1.1518 | 1.0574 | 1.5325 |
Largest Winning Trade | 279884 | 279884 | 66928 | 3304596 | 3304596 | 1600987 |
Largest Losing Trade | -50885 | -50885 | -43167 | -3366056 | -3366056 | -1512151 |
Avg Bars in Trades | 76 | 80 | 72 | 76 | 80 | 72 |
Avg Bars in Winners | 94 | 103 | 86 | 94 | 103 | 86 |
Avg Bars in Losers | 59 | 63 | 56 | 59 | 63 | 56 |
Bars Traded | 4589 | 2418 | 2171 | 4589 | 2418 | 2171 |
Profit Streak | 118.5982 | 118.5982 | 138.0982 | 118.5982 | 118.5982 | 138.0982 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -159551 | 430229 | -115043 | -366733 | -581187 | -834 |
{ "trading_pair": "ZIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4820, "evaluation_days": 2410, "actual_first_datapoint_time": 1550534400000, "first_datapoint_time": 1555934400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758982881893, "expiration_time": 1764961920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 45, "offset": 0, "a": 0.78347 } }, "second_band": { "type": "jma", "factors": { "length": 126, "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": [ [ 761218.763797331, 626103.2393435228, 135115.5244538081, 1028564.1021522083, -1816477.8201489989, 2845041.922301207 ], [ 761.218764, 626.103239, 135.115524, 1028.564102, -1816.47782, 2845.041922 ], [ 0.315858, 0.259794, 0.056065, 0.100612, 0, 0.14046 ], [ 10, 10, 10, 10, 10, 10 ], [ -131984, -119562, -67863, -5782567, -5784376, -1596374 ], [ 2.419574, 2.86923, 1.671289, 1.077476, 0.808583, 1.75141 ], [ 60, 30, 30, 60, 30, 30 ], [ 29, 13, 16, 29, 13, 16 ], [ 31, 17, 14, 31, 17, 14 ], [ 48.333333, 43.333333, 53.333333, 48.333333, 43.333333, 53.333333 ], [ 2.586442, 3.75207, 1.462378, 1.151785, 1.057378, 1.532484 ], [ 279884, 279884, 66928, 3304596, 3304596, 1600987 ], [ -50885, -50885, -43167, -3366056, -3366056, -1512151 ], [ 76, 80, 72, 76, 80, 72 ], [ 94, 103, 86, 94, 103, 86 ], [ 59, 63, 56, 59, 63, 56 ], [ 4589, 2418, 2171, 4589, 2418, 2171 ], [ 118.59817, 118.59817, 138.09817, 118.59817, 118.59817, 138.09817 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -159551, 430229, -115043, -366733, -581187, -834 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4820, "evaluation_days": 2410, "actual_first_datapoint_time": 1550534400000, "first_datapoint_time": 1555934400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758982881893, "expiration_time": 1764961920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 45, "offset": 0, "a": 0.78347 } }, "second_band": { "type": "jma", "factors": { "length": 126, "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) |
---|