| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1007558.5488 | 742773.1317 | 264785.4171 | 42622918.1242 | 8131025.7454 | 34491892.3788 |
| Total P&L (%) | 1007.5585 | 742.7731 | 264.7854 | 42622.9181 | 8131.0257 | 34491.8924 |
| Avg Daily Profit (%) | 0.4837 | 0.3566 | 0.1271 | 0.2912 | 0.212 | 0.2811 |
| Buy And Hold Return (%) | 67.1642 | 67.1642 | 67.1642 | 67.1642 | 67.1642 | 67.1642 |
| Max Trade Drawdown | -115467 | -121899 | -70520 | -43746696 | -34106366 | -18764994 |
| Profit Factor | 2.2813 | 2.7718 | 1.7212 | 1.2214 | 1.0724 | 1.43 |
| Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
| Winning Trades | 90 | 36 | 54 | 90 | 36 | 54 |
| Losing Trades | 126 | 72 | 54 | 126 | 72 | 54 |
| Profitability (%) | 41.6667 | 33.3333 | 50 | 41.6667 | 33.3333 | 50 |
| Ratio Avg Win / Avg Loss | 3.1938 | 5.5437 | 1.7212 | 1.7099 | 2.1448 | 1.43 |
| Largest Winning Trade | 203107 | 203107 | 44929 | 32099554 | 32099554 | 14425859 |
| Largest Losing Trade | -29189 | -29189 | -23255 | -11876557 | -8549644 | -11876557 |
| Avg Bars in Trades | 113 | 111 | 114 | 113 | 111 | 114 |
| Avg Bars in Winners | 180 | 204 | 164 | 180 | 204 | 164 |
| Avg Bars in Losers | 65 | 65 | 65 | 65 | 65 | 65 |
| Bars Traded | 24472 | 12063 | 12409 | 24472 | 12063 | 12409 |
| 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 | 457040 | 285040 | -22588 | 267184 | -138400 | 336324 |
{
"trading_pair": "ZIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24995,
"evaluation_days": 2082.92,
"actual_first_datapoint_time": 1579377600000,
"first_datapoint_time": 1580846400000,
"last_datapoint_time": 1759406400000,
"evaluation_time": 1759408266287,
"expiration_time": 1765885104000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 205,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 57,
"offset": 0,
"scalar": 2
}
}
} {
"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": [
[
1007558.5488216071,
742773.131686016,
264785.4171355919,
42622918.12419189,
8131025.745384496,
34491892.3788074
],
[
1007.558549,
742.773132,
264.785417,
42622.918124,
8131.025745,
34491.892379
],
[
0.483724,
0.356602,
0.127122,
0.291232,
0.21197,
0.281068
],
[
67.164179,
67.164179,
67.164179,
67.164179,
67.164179,
67.164179
],
[
-115467,
-121899,
-70520,
-43746696,
-34106366,
-18764994
],
[
2.281271,
2.771834,
1.721167,
1.221371,
1.072385,
1.430019
],
[
216,
108,
108,
216,
108,
108
],
[
90,
36,
54,
90,
36,
54
],
[
126,
72,
54,
126,
72,
54
],
[
41.666667,
33.333333,
50,
41.666667,
33.333333,
50
],
[
3.19378,
5.543667,
1.721167,
1.709919,
2.14477,
1.430019
],
[
203107,
203107,
44929,
32099554,
32099554,
14425859
],
[
-29189,
-29189,
-23255,
-11876557,
-8549644,
-11876557
],
[
113,
111,
114,
113,
111,
114
],
[
180,
204,
164,
180,
204,
164
],
[
65,
65,
65,
65,
65,
65
],
[
24472,
12063,
12409,
24472,
12063,
12409
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
457040,
285040,
-22588,
267184,
-138400,
336324
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24995,
"evaluation_days": 2082.92,
"actual_first_datapoint_time": 1579377600000,
"first_datapoint_time": 1580846400000,
"last_datapoint_time": 1759406400000,
"evaluation_time": 1759408266287,
"expiration_time": 1765885104000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 205,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 57,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|