| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -772407.0201 | 59640.0503 | -832047.0703 | 7217671.3674 | -3307301.2559 | 10524972.6234 |
| Total P&L (%) | -772.407 | 59.6401 | -832.0471 | 7217.6714 | -3307.3013 | 10524.9726 |
| Avg Daily Profit (%) | -0.3188 | 0.0246 | -0.3434 | 0.1773 | 0 | 0.1927 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -1065207 | -77049 | -1098880 | -4297210 | -6371561 | -1874051 |
| Profit Factor | 0.4816 | 1.2032 | 0.3045 | 1.4117 | 0.7564 | 3.6636 |
| Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
| Winning Trades | 93 | 43 | 50 | 91 | 41 | 50 |
| Losing Trades | 27 | 17 | 10 | 29 | 19 | 10 |
| Profitability (%) | 77.5 | 71.6667 | 83.3333 | 75.8333 | 68.3333 | 83.3333 |
| Ratio Avg Win / Avg Loss | 0.1398 | 0.4757 | 0.0609 | 0.4499 | 0.3505 | 0.7327 |
| Largest Winning Trade | 38493 | 38493 | 27709 | 3580750 | 1033966 | 3580750 |
| Largest Losing Trade | -919710 | -59791 | -919710 | -2927868 | -2927868 | -1874051 |
| Avg Bars in Trades | 38 | 46 | 31 | 38 | 46 | 31 |
| Avg Bars in Winners | 20 | 21 | 19 | 22 | 18 | 25 |
| Avg Bars in Losers | 103 | 110 | 90 | 89 | 106 | 57 |
| Bars Traded | 4658 | 2790 | 1868 | 4658 | 2790 | 1868 |
| Profit Streak | 68.6929 | 68.6929 | 74.6929 | 68.6929 | 68.6929 | 74.6929 |
| Trades During Streak | 7 | 3 | 5 | 7 | 3 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -575031 | -327844 | -744274 | 449073 | -746201 | -151483 |
{
"trading_pair": "ZIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4846,
"evaluation_days": 2423,
"actual_first_datapoint_time": 1550534400000,
"first_datapoint_time": 1556496000000,
"last_datapoint_time": 1759838400000,
"evaluation_time": 1759855064387,
"expiration_time": 1766118816000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 139,
"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": [
[
-772407.0200649688,
59640.0502691765,
-832047.0703341452,
7217671.3674413,
-3307301.255943971,
10524972.62338527
],
[
-772.40702,
59.64005,
-832.04707,
7217.671367,
-3307.301256,
10524.972623
],
[
-0.318781,
0.024614,
-0.343395,
0.177329,
0,
0.192748
],
[
10,
10,
10,
10,
10,
10
],
[
-1065207,
-77049,
-1098880,
-4297210,
-6371561,
-1874051
],
[
0.481586,
1.203167,
0.304535,
1.411712,
0.756448,
3.663571
],
[
120,
60,
60,
120,
60,
60
],
[
93,
43,
50,
91,
41,
50
],
[
27,
17,
10,
29,
19,
10
],
[
77.5,
71.666667,
83.333333,
75.833333,
68.333333,
83.333333
],
[
0.139815,
0.475671,
0.060907,
0.449886,
0.350549,
0.732714
],
[
38493,
38493,
27709,
3580750,
1033966,
3580750
],
[
-919710,
-59791,
-919710,
-2927868,
-2927868,
-1874051
],
[
38,
46,
31,
38,
46,
31
],
[
20,
21,
19,
22,
18,
25
],
[
103,
110,
90,
89,
106,
57
],
[
4658,
2790,
1868,
4658,
2790,
1868
],
[
68.692875,
68.692875,
74.692875,
68.692875,
68.692875,
74.692875
],
[
7,
3,
5,
7,
3,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-575031,
-327844,
-744274,
449073,
-746201,
-151483
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4846,
"evaluation_days": 2423,
"actual_first_datapoint_time": 1550534400000,
"first_datapoint_time": 1556496000000,
"last_datapoint_time": 1759838400000,
"evaluation_time": 1759855064387,
"expiration_time": 1766118816000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 139,
"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) |
|---|