| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 571106.7427 | 553937.4932 | 17169.2495 | 5394.5777 | 566960.7329 | -561566.1552 |
| Total P&L (%) | 571.1067 | 553.9375 | 17.1693 | 5.3946 | 566.9607 | -561.5662 |
| Avg Daily Profit (%) | 0.2356 | 0.2285 | 0.0071 | 0.0022 | 0.0783 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -155084 | -128140 | -164932 | -672475 | -310826 | -753265 |
| Profit Factor | 1.46 | 1.8824 | 1.028 | 1.0021 | 1.5456 | 0.6279 |
| Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
| Winning Trades | 114 | 57 | 57 | 114 | 57 | 57 |
| Losing Trades | 104 | 52 | 52 | 104 | 52 | 52 |
| Profitability (%) | 52.2936 | 52.2936 | 52.2936 | 52.2936 | 52.2936 | 52.2936 |
| Ratio Avg Win / Avg Loss | 1.3319 | 1.7173 | 0.9378 | 0.9142 | 1.41 | 0.5728 |
| Largest Winning Trade | 287169 | 287169 | 59860 | 271804 | 271804 | 90702 |
| Largest Losing Trade | -57106 | -38417 | -57106 | -188745 | -104594 | -188745 |
| Avg Bars in Trades | 21 | 24 | 18 | 21 | 24 | 18 |
| Avg Bars in Winners | 23 | 26 | 20 | 23 | 26 | 20 |
| Avg Bars in Losers | 18 | 22 | 15 | 18 | 22 | 15 |
| Bars Traded | 4671 | 2682 | 1989 | 4671 | 2682 | 1989 |
| Profit Streak | 7.8391 | 0 | 19.3391 | 7.8391 | 0 | 19.3391 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 424625 | 437954 | -382699 | -573167 | -86097 | -579908 |
{
"trading_pair": "ZIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4849,
"evaluation_days": 2424.5,
"actual_first_datapoint_time": 1550534400000,
"first_datapoint_time": 1557705600000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1759997296044,
"expiration_time": 1766252304000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 167,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
571106.7426883805,
553937.4931780258,
17169.2495103552,
5394.577666004,
566960.732857108,
-561566.1551911037
],
[
571.106743,
553.937493,
17.16925,
5.394578,
566.960733,
-561.566155
],
[
0.235557,
0.228475,
0.007082,
0.002167,
0.078297,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-155084,
-128140,
-164932,
-672475,
-310826,
-753265
],
[
1.459958,
1.882406,
1.027968,
1.002117,
1.545587,
0.627918
],
[
218,
109,
109,
218,
109,
109
],
[
114,
57,
57,
114,
57,
57
],
[
104,
52,
52,
104,
52,
52
],
[
52.293578,
52.293578,
52.293578,
52.293578,
52.293578,
52.293578
],
[
1.331892,
1.717282,
0.937795,
0.914212,
1.410009,
0.572837
],
[
287169,
287169,
59860,
271804,
271804,
90702
],
[
-57106,
-38417,
-57106,
-188745,
-104594,
-188745
],
[
21,
24,
18,
21,
24,
18
],
[
23,
26,
20,
23,
26,
20
],
[
18,
22,
15,
18,
22,
15
],
[
4671,
2682,
1989,
4671,
2682,
1989
],
[
7.839074,
0,
19.339074,
7.839075,
0,
19.339075
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
424625,
437954,
-382699,
-573167,
-86097,
-579908
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4849,
"evaluation_days": 2424.5,
"actual_first_datapoint_time": 1550534400000,
"first_datapoint_time": 1557705600000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1759997296044,
"expiration_time": 1766252304000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 167,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|