| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -346645.2549 | 140712.7758 | -487358.0307 | 25145695.6923 | 5002102.6319 | 20143593.0604 |
| Total P&L (%) | -346.6453 | 140.7128 | -487.358 | 25145.6957 | 5002.1026 | 20143.5931 |
| Avg Daily Profit (%) | -0.1437 | 0.0583 | -0.2021 | 0.2296 | 0.1632 | 0.2204 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -765907 | -32063 | -776121 | -3470984 | -3470984 | -2538783 |
| Profit Factor | 0.6116 | 2.6106 | 0.3946 | 3.4328 | 1.6938 | 7.4424 |
| Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
| Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
| Losing Trades | 11 | 7 | 4 | 11 | 7 | 4 |
| Profitability (%) | 81.3559 | 75.8621 | 86.6667 | 81.3559 | 75.8621 | 86.6667 |
| Ratio Avg Win / Avg Loss | 0.1402 | 0.8306 | 0.0607 | 0.7867 | 0.5389 | 1.145 |
| Largest Winning Trade | 48217 | 34264 | 48217 | 2867702 | 2752606 | 2867702 |
| Largest Losing Trade | -554412 | -32063 | -554412 | -3470984 | -3470984 | -2538783 |
| Avg Bars in Trades | 105 | 116 | 94 | 105 | 116 | 94 |
| Avg Bars in Winners | 40 | 28 | 50 | 52 | 27 | 73 |
| Avg Bars in Losers | 390 | 395 | 380 | 338 | 399 | 233 |
| Bars Traded | 6228 | 3391 | 2837 | 6228 | 3391 | 2837 |
| Profit Streak | 73.2376 | 73.2376 | 530.9043 | 73.2376 | 73.2376 | 530.9043 |
| Trades During Streak | 3 | 1 | 7 | 3 | 1 | 7 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -754882 | -108954 | -574884 | -162026 | 432358 | 774822 |
{
"trading_pair": "ZIL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7235,
"evaluation_days": 2411.67,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1562832000000,
"last_datapoint_time": 1758902400000,
"evaluation_time": 1758922928309,
"expiration_time": 1765153440000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 93,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 190,
"offset": 237
}
}
}
{
"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": [
[
-346645.254873311,
140712.7757771064,
-487358.0306504177,
25145695.69225926,
5002102.631901627,
20143593.060357627
],
[
-346.645255,
140.712776,
-487.358031,
25145.695692,
5002.102632,
20143.59306
],
[
-0.143737,
0.058347,
-0.202083,
0.229616,
0.163183,
0.22044
],
[
10,
10,
10,
10,
10,
10
],
[
-765907,
-32063,
-776121,
-3470984,
-3470984,
-2538783
],
[
0.611568,
2.610582,
0.394628,
3.432762,
1.693816,
7.44241
],
[
59,
29,
30,
59,
29,
30
],
[
48,
22,
26,
48,
22,
26
],
[
11,
7,
4,
11,
7,
4
],
[
81.355932,
75.862069,
86.666667,
81.355932,
75.862069,
86.666667
],
[
0.140151,
0.83064,
0.060712,
0.786675,
0.538941,
1.144986
],
[
48217,
34264,
48217,
2867702,
2752606,
2867702
],
[
-554412,
-32063,
-554412,
-3470984,
-3470984,
-2538783
],
[
105,
116,
94,
105,
116,
94
],
[
40,
28,
50,
52,
27,
73
],
[
390,
395,
380,
338,
399,
233
],
[
6228,
3391,
2837,
6228,
3391,
2837
],
[
73.237596,
73.237596,
530.904263,
73.237596,
73.237596,
530.904263
],
[
3,
1,
7,
3,
1,
7
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-754882,
-108954,
-574884,
-162026,
432358,
774822
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7235,
"evaluation_days": 2411.67,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1562832000000,
"last_datapoint_time": 1758902400000,
"evaluation_time": 1758922928309,
"expiration_time": 1765153440000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 93,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 190,
"offset": 237
}
}
}
| # | 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) |
|---|