| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 548936.2954 | 502873.9097 | 46062.3857 | 275551.7035 | 540383.3443 | -264831.6408 |
| Total P&L (%) | 548.9363 | 502.8739 | 46.0624 | 275.5517 | 540.3833 | -264.8316 |
| Avg Daily Profit (%) | 0.2635 | 0.2414 | 0.0221 | 0.0635 | 0.0892 | 0 |
| Buy And Hold Return (%) | 106.7327 | 106.7327 | 106.7327 | 106.7327 | 106.7327 | 106.7327 |
| Max Trade Drawdown | -188684 | -108721 | -171701 | -2322872 | -1401032 | -1088381 |
| Profit Factor | 1.347 | 1.6426 | 1.0576 | 1.0266 | 1.0985 | 0.9455 |
| Total Trades | 427 | 214 | 213 | 427 | 214 | 213 |
| Winning Trades | 207 | 109 | 98 | 207 | 109 | 98 |
| Losing Trades | 220 | 105 | 115 | 220 | 105 | 115 |
| Profitability (%) | 48.4778 | 50.9346 | 46.0094 | 48.4778 | 50.9346 | 46.0094 |
| Ratio Avg Win / Avg Loss | 1.4316 | 1.5823 | 1.2411 | 1.0911 | 1.0582 | 1.1095 |
| Largest Winning Trade | 90494 | 90494 | 61457 | 537390 | 537390 | 362684 |
| Largest Losing Trade | -78026 | -28787 | -78026 | -489294 | -412467 | -489294 |
| Avg Bars in Trades | 57 | 54 | 61 | 57 | 54 | 61 |
| Avg Bars in Winners | 55 | 48 | 63 | 55 | 48 | 63 |
| Avg Bars in Losers | 60 | 61 | 59 | 60 | 61 | 59 |
| Bars Traded | 24751 | 11692 | 13059 | 24751 | 11692 | 13059 |
| 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 | 336726 | 381530 | -487240 | -301139 | -186231 | -580103 |
{
"trading_pair": "ZIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24997,
"evaluation_days": 2083.08,
"actual_first_datapoint_time": 1579154400000,
"first_datapoint_time": 1580054400000,
"last_datapoint_time": 1759197600000,
"evaluation_time": 1759202519532,
"expiration_time": 1765676822400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 126,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 41,
"offset": 0,
"a": 0.73003
}
}
} {
"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": [
[
548936.2953666046,
502873.9097128382,
46062.3856537673,
275551.7034687136,
540383.3443180012,
-264831.640849288
],
[
548.936295,
502.87391,
46.062386,
275.551703,
540.383344,
-264.831641
],
[
0.263521,
0.241409,
0.022113,
0.063543,
0.089182,
0
],
[
106.732673,
106.732673,
106.732673,
106.732673,
106.732673,
106.732673
],
[
-188684,
-108721,
-171701,
-2322872,
-1401032,
-1088381
],
[
1.346976,
1.642558,
1.057618,
1.026648,
1.098529,
0.945464
],
[
427,
214,
213,
427,
214,
213
],
[
207,
109,
98,
207,
109,
98
],
[
220,
105,
115,
220,
105,
115
],
[
48.477752,
50.934579,
46.00939,
48.477752,
50.934579,
46.00939
],
[
1.431568,
1.58228,
1.241082,
1.091123,
1.058216,
1.109473
],
[
90494,
90494,
61457,
537390,
537390,
362684
],
[
-78026,
-28787,
-78026,
-489294,
-412467,
-489294
],
[
57,
54,
61,
57,
54,
61
],
[
55,
48,
63,
55,
48,
63
],
[
60,
61,
59,
60,
61,
59
],
[
24751,
11692,
13059,
24751,
11692,
13059
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
336726,
381530,
-487240,
-301139,
-186231,
-580103
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24997,
"evaluation_days": 2083.08,
"actual_first_datapoint_time": 1579154400000,
"first_datapoint_time": 1580054400000,
"last_datapoint_time": 1759197600000,
"evaluation_time": 1759202519532,
"expiration_time": 1765676822400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 126,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 41,
"offset": 0,
"a": 0.73003
}
}
}
| # | 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) |
|---|