Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 952755.7322 | 776937.7226 | 175818.0096 | 3035433.9574 | -222331.8709 | 3257765.8283 |
Total P&L (%) | 952.7557 | 776.9377 | 175.818 | 3035.434 | -222.3319 | 3257.7658 |
Avg Daily Profit (%) | 0.3937 | 0.321 | 0.0727 | 0.1425 | 0 | 0.1453 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122737 | -91896 | -85917 | -12757997 | -8546994 | -6538028 |
Profit Factor | 1.8312 | 2.2879 | 1.3238 | 1.0509 | 0.993 | 1.1177 |
Total Trades | 318 | 159 | 159 | 318 | 159 | 159 |
Winning Trades | 105 | 48 | 57 | 105 | 48 | 57 |
Losing Trades | 213 | 111 | 102 | 213 | 111 | 102 |
Profitability (%) | 33.0189 | 30.1887 | 35.8491 | 33.0189 | 30.1887 | 35.8491 |
Ratio Avg Win / Avg Loss | 3.7146 | 5.2908 | 2.3689 | 2.1318 | 2.2964 | 2 |
Largest Winning Trade | 361161 | 361161 | 52150 | 5507139 | 5507139 | 3034372 |
Largest Losing Trade | -18306 | -18306 | -18178 | -1839341 | -1385785 | -1839341 |
Avg Bars in Trades | 15 | 12 | 17 | 15 | 12 | 17 |
Avg Bars in Winners | 32 | 27 | 35 | 32 | 27 | 35 |
Avg Bars in Losers | 6 | 6 | 7 | 6 | 6 | 7 |
Bars Traded | 4797 | 2030 | 2767 | 4797 | 2030 | 2767 |
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 | 306167 | 226046 | -99544 | -170506 | -585149 | -93580 |
{ "trading_pair": "ZIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4840, "evaluation_days": 2420, "actual_first_datapoint_time": 1550534400000, "first_datapoint_time": 1552089600000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759619827251, "expiration_time": 1765851840000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 37, "offset": 0 } }, "second_band": { "type": "hl2", "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": [ [ 952755.7321736028, 776937.7225603379, 175818.0096132658, 3035433.957374269, -222331.8709386876, 3257765.828312956 ], [ 952.755732, 776.937723, 175.81801, 3035.433957, -222.331871, 3257.765828 ], [ 0.393701, 0.321049, 0.072652, 0.142471, 0, 0.145306 ], [ 10, 10, 10, 10, 10, 10 ], [ -122737, -91896, -85917, -12757997, -8546994, -6538028 ], [ 1.831161, 2.287897, 1.32377, 1.05091, 0.993038, 1.117665 ], [ 318, 159, 159, 318, 159, 159 ], [ 105, 48, 57, 105, 48, 57 ], [ 213, 111, 102, 213, 111, 102 ], [ 33.018868, 30.188679, 35.849057, 33.018868, 30.188679, 35.849057 ], [ 3.714642, 5.290761, 2.368852, 2.131847, 2.296401, 2.000033 ], [ 361161, 361161, 52150, 5507139, 5507139, 3034372 ], [ -18306, -18306, -18178, -1839341, -1385785, -1839341 ], [ 15, 12, 17, 15, 12, 17 ], [ 32, 27, 35, 32, 27, 35 ], [ 6, 6, 7, 6, 6, 7 ], [ 4797, 2030, 2767, 4797, 2030, 2767 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 306167, 226046, -99544, -170506, -585149, -93580 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4840, "evaluation_days": 2420, "actual_first_datapoint_time": 1550534400000, "first_datapoint_time": 1552089600000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759619827251, "expiration_time": 1765851840000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 37, "offset": 0 } }, "second_band": { "type": "hl2", "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) |
---|