| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 822131.6354 | 725725.5971 | 96406.0383 | 1639800.1339 | -1239577.8675 | 2879378.0014 |
| Total P&L (%) | 822.1316 | 725.7256 | 96.406 | 1639.8001 | -1239.5779 | 2879.378 |
| Avg Daily Profit (%) | 0.3946 | 0.3484 | 0.0463 | 0.1372 | 0 | 0.1631 |
| Buy And Hold Return (%) | 55.4396 | 55.4396 | 55.4396 | 55.4396 | 55.4396 | 55.4396 |
| Max Trade Drawdown | -163534 | -118863 | -83103 | -6010365 | -5460793 | -1924648 |
| Profit Factor | 2.3252 | 3.1026 | 1.3503 | 1.1058 | 0.8751 | 1.5161 |
| Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
| Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
| Losing Trades | 68 | 37 | 31 | 68 | 37 | 31 |
| Profitability (%) | 35.8491 | 30.1887 | 41.5094 | 35.8491 | 30.1887 | 41.5094 |
| Ratio Avg Win / Avg Loss | 4.1608 | 7.1748 | 1.9026 | 1.9787 | 2.0237 | 2.1363 |
| Largest Winning Trade | 327624 | 327624 | 63274 | 3120948 | 3120948 | 2339279 |
| Largest Losing Trade | -37489 | -37489 | -30527 | -1552876 | -1552876 | -746390 |
| Avg Bars in Trades | 230 | 197 | 263 | 230 | 197 | 263 |
| Avg Bars in Winners | 434 | 389 | 467 | 434 | 389 | 467 |
| Avg Bars in Losers | 116 | 114 | 119 | 116 | 114 | 119 |
| Bars Traded | 24432 | 10458 | 13974 | 24432 | 10458 | 13974 |
| 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 | 320683 | -172803 | -321588 | -117754 | -766037 | -173119 |
{
"trading_pair": "ZIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 2083.25,
"actual_first_datapoint_time": 1579154400000,
"first_datapoint_time": 1580875200000,
"last_datapoint_time": 1759212000000,
"evaluation_time": 1759214160084,
"expiration_time": 1765691740800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 240,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 181,
"offset": 0,
"std": 4.45944
}
}
} {
"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": [
[
822131.6354104368,
725725.5971259475,
96406.0382844891,
1639800.1338810683,
-1239577.8674798303,
2879378.0013608974
],
[
822.131635,
725.725597,
96.406038,
1639.800134,
-1239.577867,
2879.378001
],
[
0.394639,
0.348362,
0.046277,
0.137205,
0,
0.163066
],
[
55.439642,
55.439642,
55.439642,
55.439642,
55.439642,
55.439642
],
[
-163534,
-118863,
-83103,
-6010365,
-5460793,
-1924648
],
[
2.325163,
3.102627,
1.350251,
1.105757,
0.875116,
1.516071
],
[
106,
53,
53,
106,
53,
53
],
[
38,
16,
22,
38,
16,
22
],
[
68,
37,
31,
68,
37,
31
],
[
35.849057,
30.188679,
41.509434,
35.849057,
30.188679,
41.509434
],
[
4.160818,
7.174825,
1.902626,
1.978724,
2.023707,
2.136282
],
[
327624,
327624,
63274,
3120948,
3120948,
2339279
],
[
-37489,
-37489,
-30527,
-1552876,
-1552876,
-746390
],
[
230,
197,
263,
230,
197,
263
],
[
434,
389,
467,
434,
389,
467
],
[
116,
114,
119,
116,
114,
119
],
[
24432,
10458,
13974,
24432,
10458,
13974
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
320683,
-172803,
-321588,
-117754,
-766037,
-173119
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 2083.25,
"actual_first_datapoint_time": 1579154400000,
"first_datapoint_time": 1580875200000,
"last_datapoint_time": 1759212000000,
"evaluation_time": 1759214160084,
"expiration_time": 1765691740800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 240,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 181,
"offset": 0,
"std": 4.45944
}
}
}
| # | 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) |
|---|