| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 856360.2224 | 862440.5861 | -6080.3637 | 56285.3894 | 198884.8151 | -142599.4256 |
| Total P&L (%) | 856.3602 | 862.4406 | -6.0804 | 56.2854 | 198.8848 | -142.5994 |
| Avg Daily Profit (%) | 0.4111 | 0.414 | -0.0029 | 0.0214 | 0.0526 | 0 |
| Buy And Hold Return (%) | 105.8824 | 105.8824 | 105.8824 | 105.8824 | 105.8824 | 105.8824 |
| Max Trade Drawdown | -175989 | -147694 | -82861 | -1856662 | -1787221 | -466965 |
| Profit Factor | 1.7139 | 1.9456 | 0.9789 | 1.0092 | 1.0415 | 0.8918 |
| Total Trades | 305 | 152 | 153 | 305 | 152 | 153 |
| Winning Trades | 130 | 65 | 65 | 130 | 65 | 65 |
| Losing Trades | 175 | 87 | 88 | 175 | 87 | 88 |
| Profitability (%) | 42.623 | 42.7632 | 42.4837 | 42.623 | 42.7632 | 42.4837 |
| Ratio Avg Win / Avg Loss | 2.3072 | 2.6042 | 1.3252 | 1.3586 | 1.394 | 1.2074 |
| Largest Winning Trade | 427316 | 427316 | 19859 | 914110 | 914110 | 90612 |
| Largest Losing Trade | -41206 | -41206 | -25035 | -553902 | -553902 | -189515 |
| Avg Bars in Trades | 80 | 146 | 14 | 80 | 146 | 14 |
| Avg Bars in Winners | 111 | 208 | 15 | 111 | 208 | 15 |
| Avg Bars in Losers | 56 | 99 | 14 | 56 | 99 | 14 |
| Bars Traded | 24459 | 22195 | 2263 | 24459 | 22195 | 2263 |
| Profit Streak | 2.701 | 0 | 55.7843 | 2.701 | 0 | 55.7843 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 373942 | 395587 | -580528 | -543101 | -307863 | -580528 |
{
"trading_pair": "ZIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579053600000,
"first_datapoint_time": 1579600800000,
"last_datapoint_time": 1759118400000,
"evaluation_time": 1759121366714,
"expiration_time": 1765598400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 43,
"offset": 0,
"std": 1.26239
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 70,
"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": [
[
856360.2224138725,
862440.5861074321,
-6080.3636935598,
56285.389444081,
198884.8150557152,
-142599.4256116335
],
[
856.360222,
862.440586,
-6.080364,
56.285389,
198.884815,
-142.599426
],
[
0.411054,
0.413972,
-0.002919,
0.021435,
0.052569,
0
],
[
105.882353,
105.882353,
105.882353,
105.882353,
105.882353,
105.882353
],
[
-175989,
-147694,
-82861,
-1856662,
-1787221,
-466965
],
[
1.713888,
1.945635,
0.978855,
1.009211,
1.041501,
0.891835
],
[
305,
152,
153,
305,
152,
153
],
[
130,
65,
65,
130,
65,
65
],
[
175,
87,
88,
175,
87,
88
],
[
42.622951,
42.763158,
42.48366,
42.622951,
42.763158,
42.48366
],
[
2.307157,
2.604158,
1.325219,
1.358553,
1.394009,
1.207407
],
[
427316,
427316,
19859,
914110,
914110,
90612
],
[
-41206,
-41206,
-25035,
-553902,
-553902,
-189515
],
[
80,
146,
14,
80,
146,
14
],
[
111,
208,
15,
111,
208,
15
],
[
56,
99,
14,
56,
99,
14
],
[
24459,
22195,
2263,
24459,
22195,
2263
],
[
2.701004,
0,
55.784337,
2.701004,
0,
55.784337
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
373942,
395587,
-580528,
-543101,
-307863,
-580528
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579053600000,
"first_datapoint_time": 1579600800000,
"last_datapoint_time": 1759118400000,
"evaluation_time": 1759121366714,
"expiration_time": 1765598400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 43,
"offset": 0,
"std": 1.26239
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 70,
"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) |
|---|