| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 638729.983 | 599130.3501 | 39599.6329 | 546028.1274 | 486128.9429 | 59899.1845 |
| Total P&L (%) | 638.73 | 599.1304 | 39.5996 | 546.0281 | 486.1289 | 59.8992 |
| Avg Daily Profit (%) | 0.3067 | 0.2877 | 0.019 | 0.0896 | 0.085 | 0.0225 |
| Buy And Hold Return (%) | 114.786 | 114.786 | 114.786 | 114.786 | 114.786 | 114.786 |
| Max Trade Drawdown | -191399 | -129424 | -170519 | -4690347 | -3597749 | -1591744 |
| Profit Factor | 1.3376 | 1.6293 | 1.0421 | 1.0201 | 1.0347 | 1.0045 |
| Total Trades | 690 | 345 | 345 | 690 | 345 | 345 |
| Winning Trades | 268 | 133 | 135 | 268 | 133 | 135 |
| Losing Trades | 422 | 212 | 210 | 422 | 212 | 210 |
| Profitability (%) | 38.8406 | 38.5507 | 39.1304 | 38.8406 | 38.5507 | 39.1304 |
| Ratio Avg Win / Avg Loss | 2.1063 | 2.5971 | 1.6211 | 1.6062 | 1.6493 | 1.5626 |
| Largest Winning Trade | 276089 | 276089 | 37998 | 1366057 | 1366057 | 877801 |
| Largest Losing Trade | -19119 | -17248 | -19119 | -638212 | -638212 | -451378 |
| Avg Bars in Trades | 36 | 35 | 36 | 36 | 35 | 36 |
| Avg Bars in Winners | 53 | 54 | 52 | 53 | 54 | 52 |
| Avg Bars in Losers | 24 | 24 | 25 | 24 | 24 | 25 |
| Bars Traded | 24845 | 12418 | 12427 | 24845 | 12418 | 12427 |
| 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 | 312569 | 269317 | -509276 | -272503 | -266007 | -545928 |
{
"trading_pair": "ZIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579219200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758856991517,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 69,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 30,
"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": [
[
638729.9829784648,
599130.3500940136,
39599.632884452,
546028.1273878388,
486128.9429162238,
59899.1844716159
],
[
638.729983,
599.13035,
39.599633,
546.028127,
486.128943,
59.899184
],
[
0.306713,
0.287698,
0.019015,
0.089628,
0.084952,
0.022541
],
[
114.785992,
114.785992,
114.785992,
114.785992,
114.785992,
114.785992
],
[
-191399,
-129424,
-170519,
-4690347,
-3597749,
-1591744
],
[
1.33763,
1.629336,
1.042136,
1.020075,
1.034694,
1.004542
],
[
690,
345,
345,
690,
345,
345
],
[
268,
133,
135,
268,
133,
135
],
[
422,
212,
210,
422,
212,
210
],
[
38.84058,
38.550725,
39.130435,
38.84058,
38.550725,
39.130435
],
[
2.106268,
2.597137,
1.621101,
1.606238,
1.649286,
1.562621
],
[
276089,
276089,
37998,
1366057,
1366057,
877801
],
[
-19119,
-17248,
-19119,
-638212,
-638212,
-451378
],
[
36,
35,
36,
36,
35,
36
],
[
53,
54,
52,
53,
54,
52
],
[
24,
24,
25,
24,
24,
25
],
[
24845,
12418,
12427,
24845,
12418,
12427
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
312569,
269317,
-509276,
-272503,
-266007,
-545928
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579219200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758856991517,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 69,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 30,
"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) |
|---|