| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -624535.7429 | 108977.8614 | -733513.6043 | 10825102.4252 | -4345103.3896 | 15170205.8149 |
| Total P&L (%) | -624.5357 | 108.9779 | -733.5136 | 10825.1024 | -4345.1034 | 15170.2058 |
| Avg Daily Profit (%) | -0.2573 | 0.0449 | -0.3022 | 0.1936 | 0 | 0.2074 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -948684 | -66822 | -1005983 | -6040796 | -7075933 | -2143548 |
| Profit Factor | 0.5581 | 1.371 | 0.3447 | 1.457 | 0.7504 | 3.4156 |
| Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
| Winning Trades | 60 | 28 | 32 | 54 | 25 | 29 |
| Losing Trades | 28 | 16 | 12 | 34 | 19 | 15 |
| Profitability (%) | 68.1818 | 63.6364 | 72.7273 | 61.3636 | 56.8182 | 65.9091 |
| Ratio Avg Win / Avg Loss | 0.2604 | 0.7834 | 0.1293 | 0.9174 | 0.5703 | 1.7667 |
| Largest Winning Trade | 77196 | 77196 | 39979 | 5129049 | 2111397 | 5129049 |
| Largest Losing Trade | -823906 | -64726 | -823906 | -3743483 | -3743483 | -2143548 |
| Avg Bars in Trades | 53 | 68 | 37 | 53 | 68 | 37 |
| Avg Bars in Winners | 32 | 43 | 22 | 38 | 45 | 32 |
| Avg Bars in Losers | 97 | 111 | 79 | 76 | 98 | 48 |
| Bars Traded | 4683 | 3012 | 1671 | 4683 | 3012 | 1671 |
| Profit Streak | 24.3037 | 161.8037 | 24.3037 | 24.3037 | 161.8037 | 24.3037 |
| Trades During Streak | 4 | 7 | 2 | 4 | 7 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -576403 | -130790 | -576744 | 390617 | -578366 | 640176 |
{
"trading_pair": "ZIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4854,
"evaluation_days": 2427,
"actual_first_datapoint_time": 1550534400000,
"first_datapoint_time": 1555718400000,
"last_datapoint_time": 1760184000000,
"evaluation_time": 1760210242916,
"expiration_time": 1766474784000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 121,
"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": [
[
-624535.7428741517,
108977.8613999212,
-733513.6042740729,
10825102.425249107,
-4345103.389645188,
15170205.814894296
],
[
-624.535743,
108.977861,
-733.513604,
10825.102425,
-4345.10339,
15170.205815
],
[
-0.257328,
0.044902,
-0.302231,
0.19358,
0,
0.207404
],
[
10,
10,
10,
10,
10,
10
],
[
-948684,
-66822,
-1005983,
-6040796,
-7075933,
-2143548
],
[
0.558054,
1.371035,
0.344748,
1.456989,
0.750392,
3.41556
],
[
88,
44,
44,
88,
44,
44
],
[
60,
28,
32,
54,
25,
29
],
[
28,
16,
12,
34,
19,
15
],
[
68.181818,
63.636364,
72.727273,
61.363636,
56.818182,
65.909091
],
[
0.260425,
0.783449,
0.12928,
0.917363,
0.570298,
1.766669
],
[
77196,
77196,
39979,
5129049,
2111397,
5129049
],
[
-823906,
-64726,
-823906,
-3743483,
-3743483,
-2143548
],
[
53,
68,
37,
53,
68,
37
],
[
32,
43,
22,
38,
45,
32
],
[
97,
111,
79,
76,
98,
48
],
[
4683,
3012,
1671,
4683,
3012,
1671
],
[
24.303737,
161.803737,
24.303737,
24.303737,
161.803737,
24.303737
],
[
4,
7,
2,
4,
7,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-576403,
-130790,
-576744,
390617,
-578366,
640176
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4854,
"evaluation_days": 2427,
"actual_first_datapoint_time": 1550534400000,
"first_datapoint_time": 1555718400000,
"last_datapoint_time": 1760184000000,
"evaluation_time": 1760210242916,
"expiration_time": 1766474784000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 121,
"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) |
|---|