| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 537814.555 | 510633.732 | 27180.823 | 225318.6978 | 307030.454 | -81711.7562 |
| Total P&L (%) | 537.8146 | 510.6337 | 27.1808 | 225.3187 | 307.0305 | -81.7118 |
| Avg Daily Profit (%) | 0.2582 | 0.2451 | 0.013 | 0.0566 | 0.0674 | -0.0815 |
| Buy And Hold Return (%) | 47.263 | 47.263 | 47.263 | 47.263 | 47.263 | 47.263 |
| Max Trade Drawdown | -168660 | -145322 | -134608 | -1170579 | -1042385 | -343921 |
| Profit Factor | 1.5103 | 1.9491 | 1.0527 | 1.0437 | 1.1089 | 0.965 |
| Total Trades | 205 | 102 | 103 | 205 | 102 | 103 |
| Winning Trades | 88 | 43 | 45 | 88 | 43 | 45 |
| Losing Trades | 117 | 59 | 58 | 117 | 59 | 58 |
| Profitability (%) | 42.9268 | 42.1569 | 43.6893 | 42.9268 | 42.1569 | 43.6893 |
| Ratio Avg Win / Avg Loss | 2.008 | 2.6743 | 1.3568 | 1.3877 | 1.5215 | 1.2438 |
| Largest Winning Trade | 212891 | 212891 | 46814 | 912500 | 912500 | 283620 |
| Largest Losing Trade | -40812 | -40812 | -32361 | -469240 | -469240 | -245518 |
| Avg Bars in Trades | 120 | 118 | 121 | 120 | 118 | 121 |
| Avg Bars in Winners | 171 | 179 | 164 | 171 | 179 | 164 |
| Avg Bars in Losers | 81 | 73 | 88 | 81 | 73 | 88 |
| Bars Traded | 24626 | 12084 | 12542 | 24626 | 12084 | 12542 |
| Profit Streak | 25.0521 | 46.8854 | 25.0521 | 25.0521 | 46.8854 | 25.0521 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 373017 | 352124 | -505954 | -291924 | -205243 | -581302 |
{
"trading_pair": "ZIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579500000000,
"first_datapoint_time": 1581235200000,
"last_datapoint_time": 1759564800000,
"evaluation_time": 1759569298845,
"expiration_time": 1766044800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 150,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 242,
"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": [
[
537814.5550087402,
510633.732002984,
27180.8230057558,
225318.6977767301,
307030.4539922564,
-81711.7562155263
],
[
537.814555,
510.633732,
27.180823,
225.318698,
307.030454,
-81.711756
],
[
0.258151,
0.245105,
0.013047,
0.056639,
0.067401,
-0.081515
],
[
47.263017,
47.263017,
47.263017,
47.263017,
47.263017,
47.263017
],
[
-168660,
-145322,
-134608,
-1170579,
-1042385,
-343921
],
[
1.510272,
1.949063,
1.052683,
1.043712,
1.108901,
0.965009
],
[
205,
102,
103,
205,
102,
103
],
[
88,
43,
45,
88,
43,
45
],
[
117,
59,
58,
117,
59,
58
],
[
42.926829,
42.156863,
43.68932,
42.926829,
42.156863,
43.68932
],
[
2.007976,
2.674295,
1.356791,
1.387663,
1.521515,
1.24379
],
[
212891,
212891,
46814,
912500,
912500,
283620
],
[
-40812,
-40812,
-32361,
-469240,
-469240,
-245518
],
[
120,
118,
121,
120,
118,
121
],
[
171,
179,
164,
171,
179,
164
],
[
81,
73,
88,
81,
73,
88
],
[
24626,
12084,
12542,
24626,
12084,
12542
],
[
25.05207,
46.885403,
25.05207,
25.05207,
46.885403,
25.05207
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
373017,
352124,
-505954,
-291924,
-205243,
-581302
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579500000000,
"first_datapoint_time": 1581235200000,
"last_datapoint_time": 1759564800000,
"evaluation_time": 1759569298845,
"expiration_time": 1766044800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 150,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 242,
"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) |
|---|