| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 857217.6253 | 662398.7754 | 194818.8499 | 7358745.0367 | 5195107.4306 | 2163637.6061 |
| Total P&L (%) | 857.2176 | 662.3988 | 194.8189 | 7358.745 | 5195.1074 | 2163.6376 |
| Avg Daily Profit (%) | 0.4116 | 0.3181 | 0.0935 | 0.2073 | 0.1908 | 0.1499 |
| Buy And Hold Return (%) | 77.707 | 77.707 | 77.707 | 77.707 | 77.707 | 77.707 |
| Max Trade Drawdown | -111452 | -91170 | -111971 | -16873439 | -15955358 | -10853591 |
| Profit Factor | 1.6405 | 1.9928 | 1.2902 | 1.0551 | 1.0789 | 1.032 |
| Total Trades | 455 | 227 | 228 | 455 | 227 | 228 |
| Winning Trades | 216 | 99 | 117 | 216 | 99 | 117 |
| Losing Trades | 239 | 128 | 111 | 239 | 128 | 111 |
| Profitability (%) | 47.4725 | 43.6123 | 51.3158 | 47.4725 | 43.6123 | 51.3158 |
| Ratio Avg Win / Avg Loss | 1.8152 | 2.5766 | 1.2241 | 1.1675 | 1.395 | 0.9791 |
| Largest Winning Trade | 143575 | 143575 | 37923 | 13614821 | 13614821 | 5577950 |
| Largest Losing Trade | -62106 | -37993 | -62106 | -8783308 | -4632057 | -8783308 |
| Avg Bars in Trades | 54 | 46 | 61 | 54 | 46 | 61 |
| Avg Bars in Winners | 69 | 60 | 77 | 69 | 60 | 77 |
| Avg Bars in Losers | 40 | 35 | 46 | 40 | 35 | 46 |
| Bars Traded | 24655 | 10520 | 14135 | 24655 | 10520 | 14135 |
| 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 | 516523 | 395338 | -70793 | -150371 | -127620 | -178697 |
{
"trading_pair": "ZIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24991,
"evaluation_days": 2082.58,
"actual_first_datapoint_time": 1579644000000,
"first_datapoint_time": 1580760000000,
"last_datapoint_time": 1759644000000,
"evaluation_time": 1759652240569,
"expiration_time": 1766121667200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 156,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
857217.6252606912,
662398.7754066038,
194818.8498540858,
7358745.03673017,
5195107.430601589,
2163637.606128581
],
[
857.217625,
662.398775,
194.81885,
7358.745037,
5195.107431,
2163.637606
],
[
0.411613,
0.318066,
0.093547,
0.207264,
0.19078,
0.149905
],
[
77.707006,
77.707006,
77.707006,
77.707006,
77.707006,
77.707006
],
[
-111452,
-91170,
-111971,
-16873439,
-15955358,
-10853591
],
[
1.640484,
1.992835,
1.290249,
1.055146,
1.078909,
1.032004
],
[
455,
227,
228,
455,
227,
228
],
[
216,
99,
117,
216,
99,
117
],
[
239,
128,
111,
239,
128,
111
],
[
47.472527,
43.612335,
51.315789,
47.472527,
43.612335,
51.315789
],
[
1.815165,
2.576594,
1.224083,
1.167499,
1.394952,
0.979081
],
[
143575,
143575,
37923,
13614821,
13614821,
5577950
],
[
-62106,
-37993,
-62106,
-8783308,
-4632057,
-8783308
],
[
54,
46,
61,
54,
46,
61
],
[
69,
60,
77,
69,
60,
77
],
[
40,
35,
46,
40,
35,
46
],
[
24655,
10520,
14135,
24655,
10520,
14135
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
516523,
395338,
-70793,
-150371,
-127620,
-178697
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24991,
"evaluation_days": 2082.58,
"actual_first_datapoint_time": 1579644000000,
"first_datapoint_time": 1580760000000,
"last_datapoint_time": 1759644000000,
"evaluation_time": 1759652240569,
"expiration_time": 1766121667200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 156,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|