| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -942783.2633 | 43864.3291 | -986647.5924 | 678566.1099 | -4723330.6003 | 5401896.7101 |
| Total P&L (%) | -942.7833 | 43.8643 | -986.6476 | 678.5661 | -4723.3306 | 5401.8967 |
| Avg Daily Profit (%) | -0.3884 | 0.0181 | -0.4064 | 0.0846 | 0 | 0.1652 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -1105801 | -146440 | -1129070 | -9249596 | -8295683 | -1214006 |
| Profit Factor | 0.4342 | 1.113 | 0.228 | 1.054 | 0.5433 | 3.4225 |
| Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
| Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
| Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
| Profitability (%) | 51.3514 | 51.3514 | 51.3514 | 51.3514 | 51.3514 | 51.3514 |
| Ratio Avg Win / Avg Loss | 0.4114 | 1.0544 | 0.216 | 0.9985 | 0.5147 | 3.2424 |
| Largest Winning Trade | 87551 | 87551 | 53524 | 3043643 | 2719041 | 3043643 |
| Largest Losing Trade | -891225 | -71050 | -891225 | -4792150 | -4792150 | -566272 |
| Avg Bars in Trades | 63 | 78 | 47 | 63 | 78 | 47 |
| Avg Bars in Winners | 52 | 64 | 39 | 57 | 61 | 53 |
| Avg Bars in Losers | 75 | 94 | 56 | 69 | 97 | 41 |
| Bars Traded | 4684 | 2917 | 1767 | 4684 | 2917 | 1767 |
| Profit Streak | 52.1151 | 52.1151 | 130.1151 | 52.1151 | 52.1151 | 130.1151 |
| Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -647839 | -265695 | -579212 | -309496 | -579610 | 570635 |
{
"trading_pair": "ZIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4855,
"evaluation_days": 2427.5,
"actual_first_datapoint_time": 1550534400000,
"first_datapoint_time": 1556841600000,
"last_datapoint_time": 1760227200000,
"evaluation_time": 1760237141896,
"expiration_time": 1766519280000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 44,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 147,
"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": [
[
-942783.2632714293,
43864.329095898,
-986647.5923673272,
678566.1098770823,
-4723330.600255495,
5401896.7101325765
],
[
-942.783263,
43.864329,
-986.647592,
678.56611,
-4723.3306,
5401.89671
],
[
-0.388376,
0.01807,
-0.406446,
0.084579,
0,
0.165231
],
[
10,
10,
10,
10,
10,
10
],
[
-1105801,
-146440,
-1129070,
-9249596,
-8295683,
-1214006
],
[
0.434247,
1.11296,
0.22804,
1.053978,
0.543258,
3.422506
],
[
74,
37,
37,
74,
37,
37
],
[
38,
19,
19,
38,
19,
19
],
[
36,
18,
18,
36,
18,
18
],
[
51.351351,
51.351351,
51.351351,
51.351351,
51.351351,
51.351351
],
[
0.411392,
1.054383,
0.216038,
0.998505,
0.514666,
3.242374
],
[
87551,
87551,
53524,
3043643,
2719041,
3043643
],
[
-891225,
-71050,
-891225,
-4792150,
-4792150,
-566272
],
[
63,
78,
47,
63,
78,
47
],
[
52,
64,
39,
57,
61,
53
],
[
75,
94,
56,
69,
97,
41
],
[
4684,
2917,
1767,
4684,
2917,
1767
],
[
52.115068,
52.115068,
130.115068,
52.115068,
52.115068,
130.115068
],
[
5,
2,
4,
5,
2,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-647839,
-265695,
-579212,
-309496,
-579610,
570635
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4855,
"evaluation_days": 2427.5,
"actual_first_datapoint_time": 1550534400000,
"first_datapoint_time": 1556841600000,
"last_datapoint_time": 1760227200000,
"evaluation_time": 1760237141896,
"expiration_time": 1766519280000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 44,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 147,
"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) |
|---|