| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 637911.7042 | 548124.7331 | 89786.9711 | 263271.7226 | 138668.5014 | 124603.2212 |
| Total P&L (%) | 637.9117 | 548.1247 | 89.787 | 263.2717 | 138.6685 | 124.6032 |
| Avg Daily Profit (%) | 0.2641 | 0.2269 | 0.0372 | 0.0534 | 0.036 | 0.0335 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -112407 | -119012 | -26360 | -1324213 | -1336900 | -333958 |
| Profit Factor | 2.3292 | 2.4095 | 1.9861 | 1.0793 | 1.0529 | 1.1781 |
| Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
| Winning Trades | 36 | 12 | 24 | 36 | 12 | 24 |
| Losing Trades | 47 | 29 | 18 | 47 | 29 | 18 |
| Profitability (%) | 43.3735 | 29.2683 | 57.1429 | 43.3735 | 29.2683 | 57.1429 |
| Ratio Avg Win / Avg Loss | 3.0409 | 5.823 | 1.4895 | 1.4091 | 2.5445 | 0.8836 |
| Largest Winning Trade | 380600 | 380600 | 22751 | 852765 | 852765 | 160664 |
| Largest Losing Trade | -44726 | -44726 | -21114 | -605026 | -605026 | -297184 |
| Avg Bars in Trades | 56 | 109 | 4 | 56 | 109 | 4 |
| Avg Bars in Winners | 65 | 185 | 5 | 65 | 185 | 5 |
| Avg Bars in Losers | 50 | 78 | 4 | 50 | 78 | 4 |
| Bars Traded | 4696 | 4493 | 203 | 4696 | 4493 | 203 |
| Profit Streak | 5.5045 | 0 | 120.0045 | 5.5045 | 0 | 120.0045 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 355423 | 68089 | -138377 | -258042 | -316963 | -172213 |
{
"trading_pair": "ZIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4831,
"evaluation_days": 2415.5,
"actual_first_datapoint_time": 1550534400000,
"first_datapoint_time": 1554940800000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759233987791,
"expiration_time": 1765451376000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcl",
"factors": {
"length": 103,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.41251,
"nc": 0.1
}
}
} {
"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": [
[
637911.7042131347,
548124.733076204,
89786.9711369305,
263271.7226415811,
138668.5014053669,
124603.2212362141
],
[
637.911704,
548.124733,
89.786971,
263.271723,
138.668501,
124.603221
],
[
0.264091,
0.22692,
0.037171,
0.053419,
0.03602,
0.033504
],
[
10,
10,
10,
10,
10,
10
],
[
-112407,
-119012,
-26360,
-1324213,
-1336900,
-333958
],
[
2.329171,
2.409511,
1.986064,
1.079285,
1.052908,
1.178099
],
[
83,
41,
42,
83,
41,
42
],
[
36,
12,
24,
36,
12,
24
],
[
47,
29,
18,
47,
29,
18
],
[
43.373494,
29.268293,
57.142857,
43.373494,
29.268293,
57.142857
],
[
3.040863,
5.822984,
1.489548,
1.409067,
2.544527,
0.883574
],
[
380600,
380600,
22751,
852765,
852765,
160664
],
[
-44726,
-44726,
-21114,
-605026,
-605026,
-297184
],
[
56,
109,
4,
56,
109,
4
],
[
65,
185,
5,
65,
185,
5
],
[
50,
78,
4,
50,
78,
4
],
[
4696,
4493,
203,
4696,
4493,
203
],
[
5.504488,
0,
120.004488,
5.504488,
0,
120.004488
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
355423,
68089,
-138377,
-258042,
-316963,
-172213
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4831,
"evaluation_days": 2415.5,
"actual_first_datapoint_time": 1550534400000,
"first_datapoint_time": 1554940800000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759233987791,
"expiration_time": 1765451376000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 103,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.41251,
"nc": 0.1
}
}
}
| # | 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) |
|---|