| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 501027.928 | 452359.9783 | 48667.9497 | 546416.6508 | 594505.6602 | -48089.0094 |
| Total P&L (%) | 501.0279 | 452.36 | 48.668 | 546.4167 | 594.5057 | -48.089 |
| Avg Daily Profit (%) | 0.2406 | 0.2172 | 0.0234 | 0.0897 | 0.0931 | -0.0315 |
| Buy And Hold Return (%) | 123.4818 | 123.4818 | 123.4818 | 123.4818 | 123.4818 | 123.4818 |
| Max Trade Drawdown | -111613 | -94314 | -150664 | -1501561 | -1279615 | -911769 |
| Profit Factor | 1.2748 | 1.5101 | 1.052 | 1.0339 | 1.0739 | 0.994 |
| Total Trades | 799 | 400 | 399 | 799 | 400 | 399 |
| Winning Trades | 372 | 197 | 175 | 372 | 197 | 175 |
| Losing Trades | 427 | 203 | 224 | 427 | 203 | 224 |
| Profitability (%) | 46.5582 | 49.25 | 43.8596 | 46.5582 | 49.25 | 43.8596 |
| Ratio Avg Win / Avg Loss | 1.4633 | 1.5561 | 1.3465 | 1.1868 | 1.1066 | 1.2724 |
| Largest Winning Trade | 105185 | 105185 | 36600 | 501631 | 501631 | 421324 |
| Largest Losing Trade | -25011 | -18739 | -25011 | -323066 | -218007 | -323066 |
| Avg Bars in Trades | 31 | 27 | 34 | 31 | 27 | 34 |
| Avg Bars in Winners | 39 | 33 | 46 | 39 | 33 | 46 |
| Avg Bars in Losers | 23 | 22 | 24 | 23 | 22 | 24 |
| Bars Traded | 24770 | 11126 | 13643 | 24770 | 11126 | 13643 |
| 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 | 323219 | 332906 | -491645 | -255062 | -207484 | -579969 |
{
"trading_pair": "ZIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579903200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758854393963,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 164,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
501027.9279620172,
452359.9782992199,
48667.9496627958,
546416.6508489539,
594505.6602353894,
-48089.0093864371
],
[
501.027928,
452.359978,
48.66795,
546.416651,
594.50566,
-48.089009
],
[
0.24059,
0.21722,
0.02337,
0.089657,
0.093106,
-0.031478
],
[
123.481781,
123.481781,
123.481781,
123.481781,
123.481781,
123.481781
],
[
-111613,
-94314,
-150664,
-1501561,
-1279615,
-911769
],
[
1.274799,
1.510137,
1.051967,
1.033928,
1.07388,
0.994033
],
[
799,
400,
399,
799,
400,
399
],
[
372,
197,
175,
372,
197,
175
],
[
427,
203,
224,
427,
203,
224
],
[
46.558198,
49.25,
43.859649,
46.558198,
49.25,
43.859649
],
[
1.463277,
1.556131,
1.346518,
1.186793,
1.106587,
1.272362
],
[
105185,
105185,
36600,
501631,
501631,
421324
],
[
-25011,
-18739,
-25011,
-323066,
-218007,
-323066
],
[
31,
27,
34,
31,
27,
34
],
[
39,
33,
46,
39,
33,
46
],
[
23,
22,
24,
23,
22,
24
],
[
24770,
11126,
13643,
24770,
11126,
13643
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
323219,
332906,
-491645,
-255062,
-207484,
-579969
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579903200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758854393963,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 164,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|