| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 644297.7942 | 692687.0913 | -48389.297 | -35817.0162 | 108294.0333 | -144111.0495 |
| Total P&L (%) | 644.2978 | 692.6871 | -48.3893 | -35.817 | 108.294 | -144.111 |
| Avg Daily Profit (%) | 0.3094 | 0.3326 | -0.0232 | -0.0213 | 0.0352 | 0 |
| Buy And Hold Return (%) | 74.359 | 74.359 | 74.359 | 74.359 | 74.359 | 74.359 |
| Max Trade Drawdown | -175527 | -172446 | -55770 | -694484 | -674600 | -162701 |
| Profit Factor | 1.8379 | 2.1254 | 0.6846 | 0.9828 | 1.064 | 0.6321 |
| Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
| Winning Trades | 65 | 33 | 32 | 65 | 33 | 32 |
| Losing Trades | 80 | 39 | 41 | 80 | 39 | 41 |
| Profitability (%) | 44.8276 | 45.8333 | 43.8356 | 44.8276 | 45.8333 | 43.8356 |
| Ratio Avg Win / Avg Loss | 2.2621 | 2.5118 | 0.8771 | 1.2096 | 1.2575 | 0.8099 |
| Largest Winning Trade | 398712 | 398712 | 14050 | 482359 | 482359 | 39310 |
| Largest Losing Trade | -46603 | -46603 | -24629 | -279197 | -279197 | -125001 |
| Avg Bars in Trades | 168 | 327 | 12 | 168 | 327 | 12 |
| Avg Bars in Winners | 206 | 396 | 11 | 206 | 396 | 11 |
| Avg Bars in Losers | 137 | 269 | 12 | 137 | 269 | 12 |
| Bars Traded | 24461 | 23577 | 884 | 24461 | 23577 | 884 |
| Profit Streak | 7.6943 | 8.361 | 7.6943 | 7.6943 | 8.361 | 7.6943 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 430917 | -67193 | -654178 | -579601 | -400106 | -654178 |
{
"trading_pair": "ZIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24993,
"evaluation_days": 2082.75,
"actual_first_datapoint_time": 1579600800000,
"first_datapoint_time": 1580788800000,
"last_datapoint_time": 1759615200000,
"evaluation_time": 1759617588869,
"expiration_time": 1766093385600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 166,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 53,
"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": [
[
644297.7942188245,
692687.0912635112,
-48389.2970446867,
-35817.0161846467,
108294.0332724581,
-144111.0494571047
],
[
644.297794,
692.687091,
-48.389297,
-35.817016,
108.294033,
-144.111049
],
[
0.30935,
0.332583,
-0.023233,
-0.021288,
0.035238,
0
],
[
74.358974,
74.358974,
74.358974,
74.358974,
74.358974,
74.358974
],
[
-175527,
-172446,
-55770,
-694484,
-674600,
-162701
],
[
1.837937,
2.12539,
0.684557,
0.982803,
1.064042,
0.632124
],
[
145,
72,
73,
145,
72,
73
],
[
65,
33,
32,
65,
33,
32
],
[
80,
39,
41,
80,
39,
41
],
[
44.827586,
45.833333,
43.835616,
44.827586,
45.833333,
43.835616
],
[
2.262077,
2.511825,
0.877088,
1.209603,
1.257504,
0.809909
],
[
398712,
398712,
14050,
482359,
482359,
39310
],
[
-46603,
-46603,
-24629,
-279197,
-279197,
-125001
],
[
168,
327,
12,
168,
327,
12
],
[
206,
396,
11,
206,
396,
11
],
[
137,
269,
12,
137,
269,
12
],
[
24461,
23577,
884,
24461,
23577,
884
],
[
7.694315,
8.360982,
7.694315,
7.694316,
8.360982,
7.694316
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
430917,
-67193,
-654178,
-579601,
-400106,
-654178
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24993,
"evaluation_days": 2082.75,
"actual_first_datapoint_time": 1579600800000,
"first_datapoint_time": 1580788800000,
"last_datapoint_time": 1759615200000,
"evaluation_time": 1759617588869,
"expiration_time": 1766093385600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 166,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 53,
"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) |
|---|