| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 704982.5025 | 590963.1986 | 114019.3039 | 1765087.9189 | 2563140.3292 | -798052.4103 |
| Total P&L (%) | 704.9825 | 590.9632 | 114.0193 | 1765.0879 | 2563.1403 | -798.0524 |
| Avg Daily Profit (%) | 0.3385 | 0.2838 | 0.0548 | 0.1406 | 0.1577 | 0 |
| Buy And Hold Return (%) | 116.8959 | 116.8959 | 116.8959 | 116.8959 | 116.8959 | 116.8959 |
| Max Trade Drawdown | -110900 | -94539 | -82239 | -10554308 | -5976741 | -7198647 |
| Profit Factor | 1.5489 | 1.9384 | 1.1742 | 1.0322 | 1.0954 | 0.9714 |
| Total Trades | 319 | 160 | 159 | 319 | 160 | 159 |
| Winning Trades | 160 | 78 | 82 | 160 | 78 | 82 |
| Losing Trades | 159 | 82 | 77 | 159 | 82 | 77 |
| Profitability (%) | 50.1567 | 48.75 | 51.5723 | 50.1567 | 48.75 | 51.5723 |
| Ratio Avg Win / Avg Loss | 1.5393 | 2.0378 | 1.1026 | 1.0258 | 1.1516 | 0.9122 |
| Largest Winning Trade | 122582 | 122582 | 58278 | 3854840 | 3854840 | 1941471 |
| Largest Losing Trade | -67200 | -36704 | -67200 | -4200708 | -1703547 | -4200708 |
| Avg Bars in Trades | 77 | 69 | 85 | 77 | 69 | 85 |
| Avg Bars in Winners | 79 | 74 | 85 | 79 | 74 | 85 |
| Avg Bars in Losers | 75 | 65 | 86 | 75 | 65 | 86 |
| Bars Traded | 24747 | 11132 | 13615 | 24747 | 11132 | 13615 |
| Profit Streak | 0 | 0 | 15.9409 | 0 | 0 | 15.9409 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 467291 | 393672 | -313423 | -188307 | -108102 | -579718 |
{
"trading_pair": "ZIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580061600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758904496732,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 159,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 186,
"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": [
[
704982.5025151635,
590963.1986128015,
114019.3039023617,
1765087.9188779132,
2563140.3291848493,
-798052.4103069443
],
[
704.982503,
590.963199,
114.019304,
1765.087919,
2563.140329,
-798.05241
],
[
0.338527,
0.283776,
0.054751,
0.140598,
0.157728,
0
],
[
116.895874,
116.895874,
116.895874,
116.895874,
116.895874,
116.895874
],
[
-110900,
-94539,
-82239,
-10554308,
-5976741,
-7198647
],
[
1.548931,
1.938375,
1.174206,
1.032234,
1.095411,
0.97139
],
[
319,
160,
159,
319,
160,
159
],
[
160,
78,
82,
160,
78,
82
],
[
159,
82,
77,
159,
82,
77
],
[
50.15674,
48.75,
51.572327,
50.15674,
48.75,
51.572327
],
[
1.53925,
2.037779,
1.102608,
1.025782,
1.151586,
0.912159
],
[
122582,
122582,
58278,
3854840,
3854840,
1941471
],
[
-67200,
-36704,
-67200,
-4200708,
-1703547,
-4200708
],
[
77,
69,
85,
77,
69,
85
],
[
79,
74,
85,
79,
74,
85
],
[
75,
65,
86,
75,
65,
86
],
[
24747,
11132,
13615,
24747,
11132,
13615
],
[
0,
0,
15.940934,
0,
0,
15.940934
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
467291,
393672,
-313423,
-188307,
-108102,
-579718
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580061600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758904496732,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 159,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 186,
"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) |
|---|