| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 759129.2365 | 619018.0166 | 140111.2199 | 1038954.2062 | 109376.8898 | 929577.3164 |
| Total P&L (%) | 759.1292 | 619.018 | 140.1112 | 1038.9542 | 109.3769 | 929.5773 |
| Avg Daily Profit (%) | 0.3143 | 0.2563 | 0.058 | 0.1008 | 0.0306 | 0.0966 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -160909 | -103953 | -81866 | -5615113 | -3961179 | -2622474 |
| Profit Factor | 1.8538 | 2.3482 | 1.3259 | 1.052 | 1.0106 | 1.0958 |
| Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
| Winning Trades | 79 | 33 | 46 | 79 | 33 | 46 |
| Losing Trades | 101 | 57 | 44 | 101 | 57 | 44 |
| Profitability (%) | 43.8889 | 36.6667 | 51.1111 | 43.8889 | 36.6667 | 51.1111 |
| Ratio Avg Win / Avg Loss | 2.3701 | 4.056 | 1.2682 | 1.3449 | 1.7457 | 1.0481 |
| Largest Winning Trade | 286218 | 286218 | 53028 | 1705597 | 1705597 | 1284735 |
| Largest Losing Trade | -40723 | -30795 | -40723 | -1285653 | -1003092 | -1285653 |
| Avg Bars in Trades | 78 | 73 | 82 | 78 | 73 | 82 |
| Avg Bars in Winners | 114 | 122 | 108 | 114 | 122 | 108 |
| Avg Bars in Losers | 50 | 45 | 55 | 50 | 45 | 55 |
| Bars Traded | 14076 | 6644 | 7433 | 14076 | 6644 | 7433 |
| Profit Streak | 0 | 0 | 82.8668 | 0 | 0 | 82.8668 |
| Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 399546 | 269705 | -113988 | -222820 | -365219 | -177582 |
{
"trading_pair": "ZIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14494,
"evaluation_days": 2415.67,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1552896000000,
"last_datapoint_time": 1759334400000,
"evaluation_time": 1759337291166,
"expiration_time": 1765595808000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 47,
"offset": 115
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 26,
"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": [
[
759129.2365266483,
619018.016593873,
140111.2199327751,
1038954.206211563,
109376.8898002483,
929577.3164113156
],
[
759.129237,
619.018017,
140.11122,
1038.954206,
109.37689,
929.577316
],
[
0.314252,
0.256251,
0.058001,
0.100756,
0.030595,
0.096572
],
[
10,
10,
10,
10,
10,
10
],
[
-160909,
-103953,
-81866,
-5615113,
-3961179,
-2622474
],
[
1.853818,
2.348183,
1.325878,
1.05199,
1.010644,
1.095755
],
[
180,
90,
90,
180,
90,
90
],
[
79,
33,
46,
79,
33,
46
],
[
101,
57,
44,
101,
57,
44
],
[
43.888889,
36.666667,
51.111111,
43.888889,
36.666667,
51.111111
],
[
2.370071,
4.055952,
1.268231,
1.344949,
1.745658,
1.048113
],
[
286218,
286218,
53028,
1705597,
1705597,
1284735
],
[
-40723,
-30795,
-40723,
-1285653,
-1003092,
-1285653
],
[
78,
73,
82,
78,
73,
82
],
[
114,
122,
108,
114,
122,
108
],
[
50,
45,
55,
50,
45,
55
],
[
14076,
6644,
7433,
14076,
6644,
7433
],
[
0,
0,
82.866796,
0,
0,
82.866796
],
[
0,
0,
4,
0,
0,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
399546,
269705,
-113988,
-222820,
-365219,
-177582
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14494,
"evaluation_days": 2415.67,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1552896000000,
"last_datapoint_time": 1759334400000,
"evaluation_time": 1759337291166,
"expiration_time": 1765595808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 47,
"offset": 115
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 26,
"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) |
|---|