| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 400085.6609 | 423790.83 | -23705.1691 | -68579.1515 | 107809.4525 | -176388.604 |
| Total P&L (%) | 400.0857 | 423.7908 | -23.7052 | -68.5792 | 107.8095 | -176.3886 |
| Avg Daily Profit (%) | 0.1657 | 0.1756 | -0.0098 | -0.0479 | 0.0303 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -145809 | -115217 | -227961 | -173432 | -124090 | -274818 |
| Profit Factor | 1.2853 | 1.6126 | 0.9666 | 0.9209 | 1.3059 | 0.6575 |
| Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
| Winning Trades | 118 | 58 | 60 | 118 | 58 | 60 |
| Losing Trades | 108 | 55 | 53 | 108 | 55 | 53 |
| Profitability (%) | 52.2124 | 51.3274 | 53.0973 | 52.2124 | 51.3274 | 53.0973 |
| Ratio Avg Win / Avg Loss | 1.1763 | 1.5292 | 0.8539 | 0.8429 | 1.2383 | 0.5808 |
| Largest Winning Trade | 186817 | 186817 | 49602 | 69140 | 69140 | 55579 |
| Largest Losing Trade | -57912 | -37755 | -57912 | -100397 | -55054 | -100397 |
| Avg Bars in Trades | 20 | 23 | 17 | 20 | 23 | 17 |
| Avg Bars in Winners | 19 | 21 | 16 | 19 | 21 | 16 |
| Avg Bars in Losers | 22 | 24 | 19 | 22 | 24 | 19 |
| Bars Traded | 4640 | 2629 | 2011 | 4640 | 2629 | 2011 |
| Profit Streak | 14.466 | 37.966 | 14.466 | 14.466 | 37.966 | 14.466 |
| Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 365172 | 435360 | -579760 | -577956 | -150651 | -579760 |
{
"trading_pair": "ZIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4828,
"evaluation_days": 2414,
"actual_first_datapoint_time": 1550534400000,
"first_datapoint_time": 1557748800000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759101064233,
"expiration_time": 1765317888000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "tema",
"factors": {
"length": 168,
"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": [
[
400085.6609194989,
423790.8299859579,
-23705.1690664589,
-68579.1515186397,
107809.452470883,
-176388.6039895227
],
[
400.085661,
423.79083,
-23.705169,
-68.579152,
107.809452,
-176.388604
],
[
0.165736,
0.175555,
-0.00982,
-0.047946,
0.030305,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-145809,
-115217,
-227961,
-173432,
-124090,
-274818
],
[
1.285269,
1.612604,
0.966645,
0.920947,
1.30588,
0.657531
],
[
226,
113,
113,
226,
113,
113
],
[
118,
58,
60,
118,
58,
60
],
[
108,
55,
53,
108,
55,
53
],
[
52.212389,
51.327434,
53.097345,
52.212389,
51.327434,
53.097345
],
[
1.176348,
1.529194,
0.85387,
0.842901,
1.238335,
0.580819
],
[
186817,
186817,
49602,
69140,
69140,
55579
],
[
-57912,
-37755,
-57912,
-100397,
-55054,
-100397
],
[
20,
23,
17,
20,
23,
17
],
[
19,
21,
16,
19,
21,
16
],
[
22,
24,
19,
22,
24,
19
],
[
4640,
2629,
2011,
4640,
2629,
2011
],
[
14.466021,
37.966021,
14.466021,
14.466021,
37.966021,
14.466021
],
[
2,
3,
1,
2,
3,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
365172,
435360,
-579760,
-577956,
-150651,
-579760
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4828,
"evaluation_days": 2414,
"actual_first_datapoint_time": 1550534400000,
"first_datapoint_time": 1557748800000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759101064233,
"expiration_time": 1765317888000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 168,
"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) |
|---|