| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 427954.5231 | 451122.8853 | -23168.3622 | -67620.3664 | 932078.8019 | -999699.1684 |
| Total P&L (%) | 427.9545 | 451.1229 | -23.1684 | -67.6204 | 932.0788 | -999.6992 |
| Avg Daily Profit (%) | 0.177 | 0.1866 | -0.0096 | -0.0466 | 0.0966 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -307310 | -199711 | -231852 | -1119235 | -582536 | -1182749 |
| Profit Factor | 1.3264 | 1.7719 | 0.9681 | 0.9788 | 1.6553 | 0.4349 |
| Total Trades | 439 | 220 | 219 | 439 | 220 | 219 |
| Winning Trades | 207 | 99 | 108 | 207 | 99 | 108 |
| Losing Trades | 232 | 121 | 111 | 232 | 121 | 111 |
| Profitability (%) | 47.1526 | 45 | 49.3151 | 47.1526 | 45 | 49.3151 |
| Ratio Avg Win / Avg Loss | 1.4866 | 2.1657 | 0.995 | 1.097 | 2.0231 | 0.447 |
| Largest Winning Trade | 334775 | 334775 | 51916 | 760842 | 760842 | 180691 |
| Largest Losing Trade | -67870 | -43108 | -67870 | -366817 | -366817 | -254697 |
| Avg Bars in Trades | 32 | 29 | 35 | 32 | 29 | 35 |
| Avg Bars in Winners | 43 | 37 | 49 | 43 | 37 | 49 |
| Avg Bars in Losers | 22 | 23 | 21 | 22 | 23 | 21 |
| Bars Traded | 14292 | 6550 | 7742 | 14292 | 6550 | 7742 |
| Profit Streak | 1.7453 | 6.5786 | 0 | 1.7453 | 6.5786 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 236006 | 394539 | -580453 | -580225 | -60354 | -580453 |
{
"trading_pair": "ZIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14504,
"evaluation_days": 2417.33,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1553457600000,
"last_datapoint_time": 1759478400000,
"evaluation_time": 1759485194624,
"expiration_time": 1765744128000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 200,
"na": 0.74245,
"nb": 0.42295,
"nc": 0.08359
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 116,
"offset": 0,
"std": 3.71503
}
}
} {
"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": [
[
427954.5231159589,
451122.885320361,
-23168.3622044013,
-67620.3664471101,
932078.8019353331,
-999699.1683824443
],
[
427.954523,
451.122885,
-23.168362,
-67.620366,
932.078802,
-999.699168
],
[
0.177036,
0.18662,
-0.009584,
-0.046637,
0.096606,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-307310,
-199711,
-231852,
-1119235,
-582536,
-1182749
],
[
1.326402,
1.771916,
0.968119,
0.978812,
1.655274,
0.434874
],
[
439,
220,
219,
439,
220,
219
],
[
207,
99,
108,
207,
99,
108
],
[
232,
121,
111,
232,
121,
111
],
[
47.15262,
45,
49.315068,
47.15262,
45,
49.315068
],
[
1.486596,
2.165676,
0.995011,
1.097026,
2.023113,
0.446954
],
[
334775,
334775,
51916,
760842,
760842,
180691
],
[
-67870,
-43108,
-67870,
-366817,
-366817,
-254697
],
[
32,
29,
35,
32,
29,
35
],
[
43,
37,
49,
43,
37,
49
],
[
22,
23,
21,
22,
23,
21
],
[
14292,
6550,
7742,
14292,
6550,
7742
],
[
1.745308,
6.578641,
0,
1.745308,
6.578641,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
236006,
394539,
-580453,
-580225,
-60354,
-580453
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14504,
"evaluation_days": 2417.33,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1553457600000,
"last_datapoint_time": 1759478400000,
"evaluation_time": 1759485194624,
"expiration_time": 1765744128000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 200,
"na": 0.74245,
"nb": 0.42295,
"nc": 0.08359
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 116,
"offset": 0,
"std": 3.71503
}
}
}
| # | 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) |
|---|