| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 898341.4243 | 761959.2422 | 136382.1821 | 4853538.6872 | -1020893.3993 | 5874432.0864 |
| Total P&L (%) | 898.3414 | 761.9592 | 136.3822 | 4853.5387 | -1020.8934 | 5874.4321 |
| Avg Daily Profit (%) | 0.4312 | 0.3657 | 0.0655 | 0.1875 | 0 | 0.1965 |
| Buy And Hold Return (%) | 103.7109 | 103.7109 | 103.7109 | 103.7109 | 103.7109 | 103.7109 |
| Max Trade Drawdown | -121630 | -87516 | -55242 | -12718428 | -10238346 | -5765051 |
| Profit Factor | 2.319 | 3.1068 | 1.4269 | 1.1038 | 0.96 | 1.2765 |
| Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
| Winning Trades | 63 | 28 | 35 | 63 | 28 | 35 |
| Losing Trades | 120 | 64 | 56 | 120 | 64 | 56 |
| Profitability (%) | 34.4262 | 30.4348 | 38.4615 | 34.4262 | 30.4348 | 38.4615 |
| Ratio Avg Win / Avg Loss | 4.417 | 7.1014 | 2.2831 | 2.1025 | 2.1942 | 2.0425 |
| Largest Winning Trade | 325312 | 325312 | 58087 | 7404965 | 7404965 | 5017262 |
| Largest Losing Trade | -20426 | -20426 | -17933 | -1995319 | -1991550 | -1995319 |
| Avg Bars in Trades | 135 | 117 | 153 | 135 | 117 | 153 |
| Avg Bars in Winners | 291 | 265 | 311 | 291 | 265 | 311 |
| Avg Bars in Losers | 53 | 53 | 54 | 53 | 53 | 54 |
| Bars Traded | 24764 | 10831 | 13934 | 24764 | 10831 | 13934 |
| 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 | 335933 | 269043 | -176119 | -102373 | -585917 | 153408 |
{
"trading_pair": "ZIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579060800000,
"first_datapoint_time": 1580090400000,
"last_datapoint_time": 1759125600000,
"evaluation_time": 1759130319409,
"expiration_time": 1765605600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 144,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 29,
"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": [
[
898341.424251735,
761959.2421925894,
136382.182059146,
4853538.687150822,
-1020893.3992731702,
5874432.086423988
],
[
898.341424,
761.959242,
136.382182,
4853.538687,
-1020.893399,
5874.432086
],
[
0.431205,
0.365741,
0.065464,
0.187505,
0,
0.196517
],
[
103.710937,
103.710937,
103.710937,
103.710937,
103.710937,
103.710937
],
[
-121630,
-87516,
-55242,
-12718428,
-10238346,
-5765051
],
[
2.318951,
3.106845,
1.426936,
1.103827,
0.959971,
1.276539
],
[
183,
92,
91,
183,
92,
91
],
[
63,
28,
35,
63,
28,
35
],
[
120,
64,
56,
120,
64,
56
],
[
34.42623,
30.434783,
38.461538,
34.42623,
30.434783,
38.461538
],
[
4.417049,
7.101359,
2.283098,
2.102527,
2.194219,
2.042462
],
[
325312,
325312,
58087,
7404965,
7404965,
5017262
],
[
-20426,
-20426,
-17933,
-1995319,
-1991550,
-1995319
],
[
135,
117,
153,
135,
117,
153
],
[
291,
265,
311,
291,
265,
311
],
[
53,
53,
54,
53,
53,
54
],
[
24764,
10831,
13934,
24764,
10831,
13934
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
335933,
269043,
-176119,
-102373,
-585917,
153408
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579060800000,
"first_datapoint_time": 1580090400000,
"last_datapoint_time": 1759125600000,
"evaluation_time": 1759130319409,
"expiration_time": 1765605600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 144,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 29,
"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) |
|---|