| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -258518.1397 | 152074.4073 | -410592.547 | 6269783.9569 | -452930.2299 | 6722714.1868 |
| Total P&L (%) | -258.5181 | 152.0744 | -410.5925 | 6269.784 | -452.9302 | 6722.7142 |
| Avg Daily Profit (%) | -0.107 | 0.063 | -0.17 | 0.1721 | 0 | 0.175 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -687171 | -86720 | -704647 | -4384082 | -3417102 | -2575908 |
| Profit Factor | 0.7516 | 1.5794 | 0.4724 | 1.4785 | 0.9471 | 2.4798 |
| Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
| Winning Trades | 48 | 22 | 26 | 46 | 21 | 25 |
| Losing Trades | 14 | 9 | 5 | 16 | 10 | 6 |
| Profitability (%) | 77.4194 | 70.9677 | 83.871 | 74.1935 | 67.7419 | 80.6452 |
| Ratio Avg Win / Avg Loss | 0.2192 | 0.6461 | 0.0908 | 0.5143 | 0.451 | 0.5951 |
| Largest Winning Trade | 67956 | 67956 | 40420 | 2699368 | 1435056 | 2699368 |
| Largest Losing Trade | -539701 | -59222 | -539701 | -2575908 | -2334304 | -2575908 |
| Avg Bars in Trades | 113 | 132 | 93 | 113 | 132 | 93 |
| Avg Bars in Winners | 60 | 60 | 59 | 71 | 57 | 83 |
| Avg Bars in Losers | 294 | 308 | 270 | 232 | 290 | 136 |
| Bars Traded | 7008 | 4115 | 2893 | 7008 | 4115 | 2893 |
| Profit Streak | 158.4545 | 158.4545 | 257.7879 | 158.4545 | 158.4545 | 257.7879 |
| Trades During Streak | 9 | 4 | 5 | 9 | 4 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -734194 | -104684 | -575155 | -146526 | -577135 | 542910 |
{
"trading_pair": "ZIL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7247,
"evaluation_days": 2415.67,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1555689600000,
"last_datapoint_time": 1759248000000,
"evaluation_time": 1759258471211,
"expiration_time": 1765509408000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 179,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 88,
"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": [
[
-258518.1396879849,
152074.407319451,
-410592.5470074359,
6269783.956897989,
-452930.229865786,
6722714.1867637765
],
[
-258.51814,
152.074407,
-410.592547,
6269.783957,
-452.93023,
6722.714187
],
[
-0.107017,
0.062953,
-0.16997,
0.172115,
0,
0.174963
],
[
10,
10,
10,
10,
10,
10
],
[
-687171,
-86720,
-704647,
-4384082,
-3417102,
-2575908
],
[
0.751583,
1.5794,
0.472377,
1.478489,
0.947089,
2.479759
],
[
62,
31,
31,
62,
31,
31
],
[
48,
22,
26,
46,
21,
25
],
[
14,
9,
5,
16,
10,
6
],
[
77.419355,
70.967742,
83.870968,
74.193548,
67.741935,
80.645161
],
[
0.219212,
0.646118,
0.090842,
0.514257,
0.450995,
0.595142
],
[
67956,
67956,
40420,
2699368,
1435056,
2699368
],
[
-539701,
-59222,
-539701,
-2575908,
-2334304,
-2575908
],
[
113,
132,
93,
113,
132,
93
],
[
60,
60,
59,
71,
57,
83
],
[
294,
308,
270,
232,
290,
136
],
[
7008,
4115,
2893,
7008,
4115,
2893
],
[
158.454528,
158.454528,
257.787861,
158.454528,
158.454528,
257.787861
],
[
9,
4,
5,
9,
4,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-734194,
-104684,
-575155,
-146526,
-577135,
542910
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7247,
"evaluation_days": 2415.67,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1555689600000,
"last_datapoint_time": 1759248000000,
"evaluation_time": 1759258471211,
"expiration_time": 1765509408000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 179,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 88,
"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) |
|---|