| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -557588.628 | 85474.2134 | -643062.8414 | 6569965.278 | -3971137.1366 | 10541102.4146 |
| Total P&L (%) | -557.5886 | 85.4742 | -643.0628 | 6569.9653 | -3971.1371 | 10541.1024 |
| Avg Daily Profit (%) | -0.2314 | 0.0355 | -0.2669 | 0.1745 | 0 | 0.1939 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -922512 | -98284 | -917768 | -6069182 | -6815127 | -2812997 |
| Profit Factor | 0.5869 | 1.2709 | 0.3782 | 1.3084 | 0.7364 | 2.6899 |
| Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
| Winning Trades | 125 | 58 | 67 | 123 | 57 | 66 |
| Losing Trades | 37 | 23 | 14 | 39 | 24 | 15 |
| Profitability (%) | 77.1605 | 71.6049 | 82.716 | 75.9259 | 70.3704 | 81.4815 |
| Ratio Avg Win / Avg Loss | 0.1737 | 0.504 | 0.079 | 0.4149 | 0.3101 | 0.6113 |
| Largest Winning Trade | 43919 | 43919 | 28616 | 5341779 | 1375806 | 5341779 |
| Largest Losing Trade | -741759 | -60269 | -741759 | -3726402 | -3726402 | -2381094 |
| Avg Bars in Trades | 57 | 67 | 47 | 57 | 67 | 47 |
| Avg Bars in Winners | 24 | 22 | 25 | 31 | 26 | 36 |
| Avg Bars in Losers | 170 | 182 | 152 | 139 | 166 | 97 |
| Bars Traded | 9358 | 5495 | 3863 | 9358 | 5495 | 3863 |
| Profit Streak | 24.7995 | 49.5495 | 24.7995 | 24.7995 | 49.5495 | 24.7995 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -575382 | -155152 | -587761 | 414847 | -588827 | 116482 |
{
"trading_pair": "ZIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9637,
"evaluation_days": 2409.25,
"actual_first_datapoint_time": 1550556000000,
"first_datapoint_time": 1556172000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758892278897,
"expiration_time": 1764959976000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 58,
"offset": 203
}
}
} {
"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": [
[
-557588.6280048885,
85474.2133611855,
-643062.8413660743,
6569965.277980122,
-3971137.1365726697,
10541102.414552787
],
[
-557.588628,
85.474213,
-643.062841,
6569.965278,
-3971.137137,
10541.102415
],
[
-0.231437,
0.035478,
-0.266914,
0.174488,
0,
0.193912
],
[
10,
10,
10,
10,
10,
10
],
[
-922512,
-98284,
-917768,
-6069182,
-6815127,
-2812997
],
[
0.586855,
1.270939,
0.378169,
1.308386,
0.736431,
2.689925
],
[
162,
81,
81,
162,
81,
81
],
[
125,
58,
67,
123,
57,
66
],
[
37,
23,
14,
39,
24,
15
],
[
77.160494,
71.604938,
82.716049,
75.925926,
70.37037,
81.481481
],
[
0.173709,
0.503993,
0.07902,
0.414854,
0.310076,
0.611347
],
[
43919,
43919,
28616,
5341779,
1375806,
5341779
],
[
-741759,
-60269,
-741759,
-3726402,
-3726402,
-2381094
],
[
57,
67,
47,
57,
67,
47
],
[
24,
22,
25,
31,
26,
36
],
[
170,
182,
152,
139,
166,
97
],
[
9358,
5495,
3863,
9358,
5495,
3863
],
[
24.799524,
49.549524,
24.799524,
24.799524,
49.549524,
24.799524
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-575382,
-155152,
-587761,
414847,
-588827,
116482
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9637,
"evaluation_days": 2409.25,
"actual_first_datapoint_time": 1550556000000,
"first_datapoint_time": 1556172000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758892278897,
"expiration_time": 1764959976000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 58,
"offset": 203
}
}
}
| # | 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) |
|---|