Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 393562.9776 | 516653.9775 | -123091 | -141879.5643 | -101859.4453 | -40020.1189 |
Total P&L (%) | 393.563 | 516.654 | -123.091 | -141.8796 | -101.8594 | -40.0201 |
Avg Daily Profit (%) | 0.1633 | 0.2144 | -0.0511 | 0 | 0 | -0.0212 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -291014 | -114249 | -274595 | -291322 | -206402 | -105095 |
Profit Factor | 1.5072 | 2.6511 | 0.7342 | 0.7309 | 0.6264 | 0.8428 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 32 | 14 | 18 | 35 | 17 | 18 |
Losing Trades | 43 | 24 | 19 | 40 | 21 | 19 |
Profitability (%) | 42.6667 | 36.8421 | 48.6486 | 46.6667 | 44.7368 | 48.6486 |
Ratio Avg Win / Avg Loss | 2.0253 | 4.5448 | 0.7749 | 0.8354 | 0.7738 | 0.8897 |
Largest Winning Trade | 605290 | 605290 | 71440 | 51055 | 42276 | 51055 |
Largest Losing Trade | -165638 | -45832 | -165638 | -117596 | -117596 | -44596 |
Avg Bars in Trades | 61 | 39 | 83 | 61 | 39 | 83 |
Avg Bars in Winners | 90 | 60 | 112 | 47 | 32 | 61 |
Avg Bars in Losers | 39 | 27 | 56 | 73 | 45 | 104 |
Bars Traded | 4599 | 1504 | 3095 | 4599 | 1504 | 3095 |
Profit Streak | 12.4111 | 56.9111 | 12.4111 | 0 | 0 | 0 |
Trades During Streak | 3 | 4 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -52850 | 344657 | -580681 | -643351 | -582811 | -581298 |
{ "trading_pair": "ZIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4820, "evaluation_days": 2410, "actual_first_datapoint_time": 1550534400000, "first_datapoint_time": 1557532800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758966715333, "expiration_time": 1764961920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 163, "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": [ [ 393562.9775549289, 516653.9775452933, -123090.9999903644, -141879.5642552669, -101859.4453447035, -40020.1189105634 ], [ 393.562978, 516.653978, -123.091, -141.879564, -101.859445, -40.020119 ], [ 0.163304, 0.214379, -0.051075, 0, 0, -0.021208 ], [ 10, 10, 10, 10, 10, 10 ], [ -291014, -114249, -274595, -291322, -206402, -105095 ], [ 1.507213, 2.651115, 0.734157, 0.73094, 0.626449, 0.842835 ], [ 75, 38, 37, 75, 38, 37 ], [ 32, 14, 18, 35, 17, 18 ], [ 43, 24, 19, 40, 21, 19 ], [ 42.666667, 36.842105, 48.648649, 46.666667, 44.736842, 48.648649 ], [ 2.025317, 4.544769, 0.774943, 0.83536, 0.773849, 0.889659 ], [ 605290, 605290, 71440, 51055, 42276, 51055 ], [ -165638, -45832, -165638, -117596, -117596, -44596 ], [ 61, 39, 83, 61, 39, 83 ], [ 90, 60, 112, 47, 32, 61 ], [ 39, 27, 56, 73, 45, 104 ], [ 4599, 1504, 3095, 4599, 1504, 3095 ], [ 12.411057, 56.911057, 12.411057, 0, 0, 0 ], [ 3, 4, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -52850, 344657, -580681, -643351, -582811, -581298 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4820, "evaluation_days": 2410, "actual_first_datapoint_time": 1550534400000, "first_datapoint_time": 1557532800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758966715333, "expiration_time": 1764961920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 163, "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) |
---|