| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 750996.1898 | 689560.4287 | 61435.7611 | 624706.2609 | -25745.8097 | 650452.0706 |
| Total P&L (%) | 750.9962 | 689.5604 | 61.4358 | 624.7063 | -25.7458 | 650.4521 |
| Avg Daily Profit (%) | 0.3606 | 0.3311 | 0.0295 | 0.0952 | -0.0143 | 0.0968 |
| Buy And Hold Return (%) | 98.9189 | 98.9189 | 98.9189 | 98.9189 | 98.9189 | 98.9189 |
| Max Trade Drawdown | -166910 | -120330 | -117996 | -2166586 | -1619032 | -879079 |
| Profit Factor | 1.8525 | 2.5369 | 1.1421 | 1.0989 | 0.9926 | 1.2288 |
| Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
| Winning Trades | 82 | 39 | 43 | 82 | 39 | 43 |
| Losing Trades | 114 | 59 | 55 | 114 | 59 | 55 |
| Profitability (%) | 41.8367 | 39.7959 | 43.8776 | 41.8367 | 39.7959 | 43.8776 |
| Ratio Avg Win / Avg Loss | 2.5755 | 3.8379 | 1.4609 | 1.5278 | 1.5016 | 1.5717 |
| Largest Winning Trade | 305155 | 305155 | 46631 | 1072375 | 1072375 | 794513 |
| Largest Losing Trade | -37326 | -37326 | -32316 | -616274 | -616274 | -528760 |
| Avg Bars in Trades | 126 | 124 | 127 | 126 | 124 | 127 |
| Avg Bars in Winners | 174 | 168 | 179 | 174 | 168 | 179 |
| Avg Bars in Losers | 91 | 96 | 86 | 91 | 96 | 86 |
| Bars Traded | 24739 | 12243 | 12496 | 24739 | 12243 | 12496 |
| 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 | 388000 | 349716 | -386099 | -178733 | -582261 | -65480 |
{
"trading_pair": "ZIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580306400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758828711629,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 59,
"offset": 161
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 132,
"offset": 0,
"std": 2.0662
}
}
} {
"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": [
[
750996.1897527991,
689560.4286533132,
61435.7610994859,
624706.2608927401,
-25745.8097364615,
650452.0706292012
],
[
750.99619,
689.560429,
61.435761,
624.706261,
-25.74581,
650.452071
],
[
0.360622,
0.331121,
0.029501,
0.095152,
-0.014293,
0.09683
],
[
98.918919,
98.918919,
98.918919,
98.918919,
98.918919,
98.918919
],
[
-166910,
-120330,
-117996,
-2166586,
-1619032,
-879079
],
[
1.85253,
2.536888,
1.142137,
1.098916,
0.992585,
1.228765
],
[
196,
98,
98,
196,
98,
98
],
[
82,
39,
43,
82,
39,
43
],
[
114,
59,
55,
114,
59,
55
],
[
41.836735,
39.795918,
43.877551,
41.836735,
39.795918,
43.877551
],
[
2.575469,
3.837856,
1.460873,
1.527761,
1.501603,
1.571676
],
[
305155,
305155,
46631,
1072375,
1072375,
794513
],
[
-37326,
-37326,
-32316,
-616274,
-616274,
-528760
],
[
126,
124,
127,
126,
124,
127
],
[
174,
168,
179,
174,
168,
179
],
[
91,
96,
86,
91,
96,
86
],
[
24739,
12243,
12496,
24739,
12243,
12496
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
388000,
349716,
-386099,
-178733,
-582261,
-65480
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580306400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758828711629,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 59,
"offset": 161
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 132,
"offset": 0,
"std": 2.0662
}
}
}
| # | 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) |
|---|