| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 542636.4433 | 492687.4354 | 49949.0079 | 328791.9803 | 1774730.0691 | -1445938.0888 |
| Total P&L (%) | 542.6364 | 492.6874 | 49.949 | 328.792 | 1774.7301 | -1445.9381 |
| Avg Daily Profit (%) | 0.2606 | 0.2366 | 0.024 | 0.0699 | 0.1408 | 0 |
| Buy And Hold Return (%) | 69.0141 | 69.0141 | 69.0141 | 69.0141 | 69.0141 | 69.0141 |
| Max Trade Drawdown | -116055 | -101248 | -102761 | -3869661 | -1778915 | -3060250 |
| Profit Factor | 1.4526 | 1.8976 | 1.0768 | 1.0206 | 1.2777 | 0.8486 |
| Total Trades | 297 | 148 | 149 | 297 | 148 | 149 |
| Winning Trades | 120 | 53 | 67 | 120 | 53 | 67 |
| Losing Trades | 177 | 95 | 82 | 177 | 95 | 82 |
| Profitability (%) | 40.404 | 35.8108 | 44.9664 | 40.404 | 35.8108 | 44.9664 |
| Ratio Avg Win / Avg Loss | 2.1425 | 3.4013 | 1.3179 | 1.5054 | 2.2902 | 1.0386 |
| Largest Winning Trade | 188287 | 188287 | 52112 | 1563032 | 1563032 | 958114 |
| Largest Losing Trade | -64175 | -27497 | -64175 | -2758535 | -393715 | -2758535 |
| Avg Bars in Trades | 82 | 76 | 89 | 82 | 76 | 89 |
| Avg Bars in Winners | 130 | 132 | 129 | 130 | 132 | 129 |
| Avg Bars in Losers | 50 | 44 | 57 | 50 | 44 | 57 |
| Bars Traded | 24647 | 11268 | 13379 | 24647 | 11268 | 13379 |
| 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 | 306148 | 210813 | -464741 | -300020 | -9224 | -581228 |
{
"trading_pair": "ZIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24991,
"evaluation_days": 2082.58,
"actual_first_datapoint_time": 1579600800000,
"first_datapoint_time": 1580709600000,
"last_datapoint_time": 1759600800000,
"evaluation_time": 1759605853068,
"expiration_time": 1766078467200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 155,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 78,
"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": [
[
542636.4432758702,
492687.4353906085,
49949.0078852618,
328791.9803486847,
1774730.0691109363,
-1445938.0887622521
],
[
542.636443,
492.687435,
49.949008,
328.79198,
1774.730069,
-1445.938089
],
[
0.26056,
0.236576,
0.023984,
0.069928,
0.14084,
0
],
[
69.014085,
69.014085,
69.014085,
69.014085,
69.014085,
69.014085
],
[
-116055,
-101248,
-102761,
-3869661,
-1778915,
-3060250
],
[
1.45255,
1.897579,
1.076826,
1.020624,
1.277684,
0.848608
],
[
297,
148,
149,
297,
148,
149
],
[
120,
53,
67,
120,
53,
67
],
[
177,
95,
82,
177,
95,
82
],
[
40.40404,
35.810811,
44.966443,
40.40404,
35.810811,
44.966443
],
[
2.142512,
3.401322,
1.317907,
1.505421,
2.290187,
1.038595
],
[
188287,
188287,
52112,
1563032,
1563032,
958114
],
[
-64175,
-27497,
-64175,
-2758535,
-393715,
-2758535
],
[
82,
76,
89,
82,
76,
89
],
[
130,
132,
129,
130,
132,
129
],
[
50,
44,
57,
50,
44,
57
],
[
24647,
11268,
13379,
24647,
11268,
13379
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
306148,
210813,
-464741,
-300020,
-9224,
-581228
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24991,
"evaluation_days": 2082.58,
"actual_first_datapoint_time": 1579600800000,
"first_datapoint_time": 1580709600000,
"last_datapoint_time": 1759600800000,
"evaluation_time": 1759605853068,
"expiration_time": 1766078467200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 155,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 78,
"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) |
|---|