| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 598764.1185 | 520229.4722 | 78534.6462 | -45348.3583 | 1361699.9354 | -1407048.2938 |
| Total P&L (%) | 598.7641 | 520.2295 | 78.5346 | -45.3484 | 1361.6999 | -1407.0483 |
| Avg Daily Profit (%) | 0.2485 | 0.2159 | 0.0326 | -0.0251 | 0.1114 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -191351 | -102632 | -169651 | -1530387 | -159774 | -1633681 |
| Profit Factor | 1.4127 | 1.7398 | 1.105 | 0.9841 | 3.4397 | 0.3871 |
| Total Trades | 303 | 152 | 151 | 303 | 152 | 151 |
| Winning Trades | 178 | 88 | 90 | 178 | 88 | 90 |
| Losing Trades | 125 | 64 | 61 | 125 | 64 | 61 |
| Profitability (%) | 58.7459 | 57.8947 | 59.6026 | 58.7459 | 57.8947 | 59.6026 |
| Ratio Avg Win / Avg Loss | 0.992 | 1.2653 | 0.749 | 0.6911 | 2.5016 | 0.2623 |
| Largest Winning Trade | 198145 | 198145 | 42906 | 524410 | 524410 | 125276 |
| Largest Losing Trade | -94487 | -49306 | -94487 | -1461365 | -64551 | -1461365 |
| Avg Bars in Trades | 23 | 22 | 24 | 23 | 22 | 24 |
| Avg Bars in Winners | 25 | 23 | 26 | 25 | 23 | 26 |
| Avg Bars in Losers | 21 | 22 | 20 | 21 | 22 | 20 |
| Bars Traded | 7157 | 3480 | 3677 | 7157 | 3480 | 3677 |
| Profit Streak | 9.3588 | 17.3588 | 0 | 9.3588 | 17.3588 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 403923 | 448958 | -254262 | -577115 | -35225 | -579019 |
{
"trading_pair": "ZIL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7230,
"evaluation_days": 2410,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1551715200000,
"last_datapoint_time": 1758758400000,
"evaluation_time": 1758789402378,
"expiration_time": 1765005120000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 15,
"offset": 0,
"std": 3.08275
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 41,
"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": [
[
598764.1184607678,
520229.4722433636,
78534.6462174042,
-45348.3583483712,
1361699.9354084113,
-1407048.2937567825
],
[
598.764118,
520.229472,
78.534646,
-45.348358,
1361.699935,
-1407.048294
],
[
0.24845,
0.215863,
0.032587,
-0.025067,
0.111356,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-191351,
-102632,
-169651,
-1530387,
-159774,
-1633681
],
[
1.412678,
1.739837,
1.105027,
0.984109,
3.439699,
0.387071
],
[
303,
152,
151,
303,
152,
151
],
[
178,
88,
90,
178,
88,
90
],
[
125,
64,
61,
125,
64,
61
],
[
58.745875,
57.894737,
59.602649,
58.745875,
57.894737,
59.602649
],
[
0.992049,
1.265336,
0.748963,
0.691088,
2.501599,
0.262348
],
[
198145,
198145,
42906,
524410,
524410,
125276
],
[
-94487,
-49306,
-94487,
-1461365,
-64551,
-1461365
],
[
23,
22,
24,
23,
22,
24
],
[
25,
23,
26,
25,
23,
26
],
[
21,
22,
20,
21,
22,
20
],
[
7157,
3480,
3677,
7157,
3480,
3677
],
[
9.358824,
17.358824,
0,
9.358824,
17.358824,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
403923,
448958,
-254262,
-577115,
-35225,
-579019
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7230,
"evaluation_days": 2410,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1551715200000,
"last_datapoint_time": 1758758400000,
"evaluation_time": 1758789402378,
"expiration_time": 1765005120000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 15,
"offset": 0,
"std": 3.08275
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 41,
"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) |
|---|