| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 405306.489 | 396400.6217 | 8905.8673 | 80090.7244 | 306117.075 | -226026.3507 |
| Total P&L (%) | 405.3065 | 396.4006 | 8.9059 | 80.0907 | 306.1171 | -226.0264 |
| Avg Daily Profit (%) | 0.1945 | 0.1903 | 0.0043 | 0.0282 | 0.0673 | 0 |
| Buy And Hold Return (%) | 27.2947 | 27.2947 | 27.2947 | 27.2947 | 27.2947 | 27.2947 |
| Max Trade Drawdown | -109304 | -96862 | -224473 | -183831 | -79482 | -392557 |
| Profit Factor | 1.3687 | 1.9333 | 1.0132 | 1.0603 | 1.6407 | 0.7341 |
| Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
| Winning Trades | 103 | 51 | 52 | 103 | 51 | 52 |
| Losing Trades | 131 | 66 | 65 | 131 | 66 | 65 |
| Profitability (%) | 44.0171 | 43.5897 | 44.4444 | 44.0171 | 43.5897 | 44.4444 |
| Ratio Avg Win / Avg Loss | 1.7407 | 2.5019 | 1.2665 | 1.3486 | 2.1233 | 0.9177 |
| Largest Winning Trade | 85059 | 85059 | 60489 | 96837 | 96837 | 65123 |
| Largest Losing Trade | -66781 | -38641 | -66781 | -101405 | -38854 | -101405 |
| Avg Bars in Trades | 104 | 41 | 168 | 104 | 41 | 168 |
| Avg Bars in Winners | 153 | 50 | 254 | 153 | 50 | 254 |
| Avg Bars in Losers | 66 | 34 | 98 | 66 | 34 | 98 |
| Bars Traded | 24515 | 4848 | 19667 | 24515 | 4848 | 19667 |
| 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 | 291127 | 305040 | -561295 | -313606 | -102711 | -583181 |
{
"trading_pair": "ZIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579968000000,
"first_datapoint_time": 1581667200000,
"last_datapoint_time": 1760032800000,
"evaluation_time": 1760040141699,
"expiration_time": 1766512800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 237,
"offset": 0
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 33,
"offset": 0,
"std": 3.03232
}
}
} {
"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": [
[
405306.4890042846,
396400.6216631045,
8905.8673411799,
80090.724374776,
306117.0750470262,
-226026.3506722503
],
[
405.306489,
396.400622,
8.905867,
80.090724,
306.117075,
-226.026351
],
[
0.194547,
0.190273,
0.004275,
0.028242,
0.067293,
0
],
[
27.294686,
27.294686,
27.294686,
27.294686,
27.294686,
27.294686
],
[
-109304,
-96862,
-224473,
-183831,
-79482,
-392557
],
[
1.368664,
1.933302,
1.0132,
1.060312,
1.640734,
0.734143
],
[
234,
117,
117,
234,
117,
117
],
[
103,
51,
52,
103,
51,
52
],
[
131,
66,
65,
131,
66,
65
],
[
44.017094,
43.589744,
44.444444,
44.017094,
43.589744,
44.444444
],
[
1.740728,
2.50192,
1.266501,
1.348552,
2.123303,
0.917679
],
[
85059,
85059,
60489,
96837,
96837,
65123
],
[
-66781,
-38641,
-66781,
-101405,
-38854,
-101405
],
[
104,
41,
168,
104,
41,
168
],
[
153,
50,
254,
153,
50,
254
],
[
66,
34,
98,
66,
34,
98
],
[
24515,
4848,
19667,
24515,
4848,
19667
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
291127,
305040,
-561295,
-313606,
-102711,
-583181
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579968000000,
"first_datapoint_time": 1581667200000,
"last_datapoint_time": 1760032800000,
"evaluation_time": 1760040141699,
"expiration_time": 1766512800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 237,
"offset": 0
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 33,
"offset": 0,
"std": 3.03232
}
}
}
| # | 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) |
|---|