Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1009712.5342 | 707912.2977 | 301800.2364 | 25959918.6076 | 6686822.9393 | 19273095.6683 |
Total P&L (%) | 1009.7125 | 707.9123 | 301.8002 | 25959.9186 | 6686.8229 | 19273.0957 |
Avg Daily Profit (%) | 0.4173 | 0.2926 | 0.1247 | 0.2302 | 0.1745 | 0.2179 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96130 | -90330 | -106844 | -48849067 | -46266100 | -7811881 |
Profit Factor | 1.9391 | 2.1211 | 1.6801 | 1.193 | 1.0767 | 1.4066 |
Total Trades | 271 | 135 | 136 | 271 | 135 | 136 |
Winning Trades | 130 | 59 | 71 | 130 | 59 | 71 |
Losing Trades | 141 | 76 | 65 | 141 | 76 | 65 |
Profitability (%) | 47.9705 | 43.7037 | 52.2059 | 47.9705 | 43.7037 | 52.2059 |
Ratio Avg Win / Avg Loss | 2.1032 | 2.7322 | 1.5381 | 1.2939 | 1.387 | 1.2877 |
Largest Winning Trade | 199208 | 199208 | 37184 | 30513120 | 30513120 | 8676665 |
Largest Losing Trade | -64730 | -64730 | -28661 | -14883589 | -14883589 | -7811881 |
Avg Bars in Trades | 17 | 25 | 9 | 17 | 25 | 9 |
Avg Bars in Winners | 21 | 37 | 9 | 21 | 37 | 9 |
Avg Bars in Losers | 13 | 16 | 8 | 13 | 16 | 8 |
Bars Traded | 4721 | 3478 | 1243 | 4721 | 3478 | 1243 |
Profit Streak | 12.3333 | 0 | 16.8333 | 12.3333 | 0 | 16.8333 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 543680 | 377854 | -22365 | 55957 | -130657 | 355253 |
{ "trading_pair": "ZIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4839, "evaluation_days": 2419.5, "actual_first_datapoint_time": 1550534400000, "first_datapoint_time": 1551787200000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759564798872, "expiration_time": 1765807344000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 30, "offset": 0, "scalar": 3 } } }
{ "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": [ [ 1009712.5341581863, 707912.2977359203, 301800.2364222655, 25959918.607587397, 6686822.939310467, 19273095.668276917 ], [ 1009.712534, 707.912298, 301.800236, 25959.918608, 6686.822939, 19273.095668 ], [ 0.417323, 0.292586, 0.124737, 0.230187, 0.174468, 0.217905 ], [ 10, 10, 10, 10, 10, 10 ], [ -96130, -90330, -106844, -48849067, -46266100, -7811881 ], [ 1.939076, 2.121088, 1.680085, 1.192965, 1.076743, 1.406614 ], [ 271, 135, 136, 271, 135, 136 ], [ 130, 59, 71, 130, 59, 71 ], [ 141, 76, 65, 141, 76, 65 ], [ 47.97048, 43.703704, 52.205882, 47.97048, 43.703704, 52.205882 ], [ 2.103151, 2.732249, 1.538106, 1.293908, 1.386991, 1.287745 ], [ 199208, 199208, 37184, 30513120, 30513120, 8676665 ], [ -64730, -64730, -28661, -14883589, -14883589, -7811881 ], [ 17, 25, 9, 17, 25, 9 ], [ 21, 37, 9, 21, 37, 9 ], [ 13, 16, 8, 13, 16, 8 ], [ 4721, 3478, 1243, 4721, 3478, 1243 ], [ 12.33332, 0, 16.83332, 12.33332, 0, 16.83332 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 543680, 377854, -22365, 55957, -130657, 355253 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4839, "evaluation_days": 2419.5, "actual_first_datapoint_time": 1550534400000, "first_datapoint_time": 1551787200000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759564798872, "expiration_time": 1765807344000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 30, "offset": 0, "scalar": 3 } } }
# | 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) |
---|