| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -624413.1093 | 53195.2149 | -677608.3242 | 2071146.0739 | -7519141.1841 | 9590287.2579 |
| Total P&L (%) | -624.4131 | 53.1952 | -677.6083 | 2071.1461 | -7519.1412 | 9590.2873 |
| Avg Daily Profit (%) | -0.2582 | 0.022 | -0.2802 | 0.1274 | 0 | 0.1893 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -921841 | -146200 | -861484 | -7325505 | -8179689 | -1402655 |
| Profit Factor | 0.519 | 1.167 | 0.3082 | 1.1445 | 0.3418 | 4.2927 |
| Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
| Winning Trades | 45 | 22 | 23 | 43 | 21 | 22 |
| Losing Trades | 33 | 17 | 16 | 35 | 18 | 17 |
| Profitability (%) | 57.6923 | 56.4103 | 58.9744 | 55.1282 | 53.8462 | 56.4103 |
| Ratio Avg Win / Avg Loss | 0.3806 | 0.9018 | 0.2144 | 0.9315 | 0.2929 | 3.3171 |
| Largest Winning Trade | 79640 | 79640 | 51029 | 7258088 | 1195231 | 7258088 |
| Largest Losing Trade | -655935 | -65909 | -655935 | -3446819 | -3446819 | -905448 |
| Avg Bars in Trades | 119 | 142 | 97 | 119 | 142 | 97 |
| Avg Bars in Winners | 68 | 66 | 69 | 83 | 60 | 105 |
| Avg Bars in Losers | 190 | 240 | 137 | 165 | 238 | 86 |
| Bars Traded | 9357 | 5562 | 3795 | 9357 | 5562 | 3795 |
| Profit Streak | 36.7784 | 158.7784 | 36.7784 | 36.7784 | 158.7784 | 36.7784 |
| Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -617290 | -200820 | -579050 | -122959 | -578847 | 598261 |
{
"trading_pair": "ZIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9672,
"evaluation_days": 2418,
"actual_first_datapoint_time": 1550556000000,
"first_datapoint_time": 1555545600000,
"last_datapoint_time": 1759471200000,
"evaluation_time": 1759495256458,
"expiration_time": 1765738656000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 232,
"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": [
[
-624413.1093468575,
53195.2148749942,
-677608.3242218517,
2071146.0738566732,
-7519141.184050644,
9590287.257907318
],
[
-624.413109,
53.195215,
-677.608324,
2071.146074,
-7519.141184,
9590.287258
],
[
-0.258235,
0.022,
-0.280235,
0.12737,
0,
0.189332
],
[
10,
10,
10,
10,
10,
10
],
[
-921841,
-146200,
-861484,
-7325505,
-8179689,
-1402655
],
[
0.518971,
1.167003,
0.308244,
1.144473,
0.341768,
4.29269
],
[
78,
39,
39,
78,
39,
39
],
[
45,
22,
23,
43,
21,
22
],
[
33,
17,
16,
35,
18,
17
],
[
57.692308,
56.410256,
58.974359,
55.128205,
53.846154,
56.410256
],
[
0.380578,
0.901775,
0.214431,
0.931548,
0.292944,
3.317079
],
[
79640,
79640,
51029,
7258088,
1195231,
7258088
],
[
-655935,
-65909,
-655935,
-3446819,
-3446819,
-905448
],
[
119,
142,
97,
119,
142,
97
],
[
68,
66,
69,
83,
60,
105
],
[
190,
240,
137,
165,
238,
86
],
[
9357,
5562,
3795,
9357,
5562,
3795
],
[
36.778431,
158.778431,
36.778431,
36.778431,
158.778431,
36.778431
],
[
2,
5,
1,
2,
5,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-617290,
-200820,
-579050,
-122959,
-578847,
598261
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9672,
"evaluation_days": 2418,
"actual_first_datapoint_time": 1550556000000,
"first_datapoint_time": 1555545600000,
"last_datapoint_time": 1759471200000,
"evaluation_time": 1759495256458,
"expiration_time": 1765738656000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 232,
"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) |
|---|