| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1000100.4905 | -69760.6942 | -930339.7962 | 1013049.8726 | -2522548.2246 | 3535598.0972 |
| Total P&L (%) | -1000.1005 | -69.7607 | -930.3398 | 1013.0499 | -2522.5482 | 3535.5981 |
| Avg Daily Profit (%) | -0.4127 | -0.0288 | -0.3839 | 0.0995 | 0 | 0.1484 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -1128105 | -119089 | -1123823 | -2820256 | -2719756 | -968864 |
| Profit Factor | 0.3361 | 0.7688 | 0.2278 | 1.1677 | 0.4229 | 3.1192 |
| Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
| Winning Trades | 37 | 16 | 21 | 33 | 13 | 20 |
| Losing Trades | 20 | 12 | 8 | 24 | 15 | 9 |
| Profitability (%) | 64.9123 | 57.1429 | 72.4138 | 57.8947 | 46.4286 | 68.9655 |
| Ratio Avg Win / Avg Loss | 0.1817 | 0.5766 | 0.0868 | 0.8493 | 0.488 | 1.4036 |
| Largest Winning Trade | 47003 | 38761 | 47003 | 2136130 | 440946 | 2136130 |
| Largest Losing Trade | -876978 | -61016 | -876978 | -968864 | -714410 | -968864 |
| Avg Bars in Trades | 83 | 99 | 67 | 83 | 99 | 67 |
| Avg Bars in Winners | 41 | 37 | 44 | 50 | 38 | 58 |
| Avg Bars in Losers | 161 | 182 | 129 | 129 | 153 | 88 |
| Bars Traded | 4761 | 2799 | 1962 | 4761 | 2799 | 1962 |
| Profit Streak | 86.4002 | 86.4002 | 289.9002 | 86.4002 | 86.4002 | 289.9002 |
| Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -756981 | -600349 | -576579 | -274545 | -602663 | 505880 |
{
"trading_pair": "ZIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4847,
"evaluation_days": 2423.5,
"actual_first_datapoint_time": 1550534400000,
"first_datapoint_time": 1552780800000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759916175752,
"expiration_time": 1766163312000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 53,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 47,
"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": [
[
-1000100.4904763963,
-69760.6942468611,
-930339.7962295351,
1013049.8726131683,
-2522548.224597502,
3535598.097210671
],
[
-1000.10049,
-69.760694,
-930.339796,
1013.049873,
-2522.548225,
3535.598097
],
[
-0.412668,
-0.028785,
-0.383883,
0.09948,
0,
0.148381
],
[
10,
10,
10,
10,
10,
10
],
[
-1128105,
-119089,
-1123823,
-2820256,
-2719756,
-968864
],
[
0.336119,
0.768797,
0.227752,
1.167737,
0.422905,
3.119162
],
[
57,
28,
29,
57,
28,
29
],
[
37,
16,
21,
33,
13,
20
],
[
20,
12,
8,
24,
15,
9
],
[
64.912281,
57.142857,
72.413793,
57.894737,
46.428571,
68.965517
],
[
0.181686,
0.576598,
0.086763,
0.849263,
0.487967,
1.403623
],
[
47003,
38761,
47003,
2136130,
440946,
2136130
],
[
-876978,
-61016,
-876978,
-968864,
-714410,
-968864
],
[
83,
99,
67,
83,
99,
67
],
[
41,
37,
44,
50,
38,
58
],
[
161,
182,
129,
129,
153,
88
],
[
4761,
2799,
1962,
4761,
2799,
1962
],
[
86.400182,
86.400182,
289.900182,
86.400182,
86.400182,
289.900182
],
[
3,
1,
3,
3,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-756981,
-600349,
-576579,
-274545,
-602663,
505880
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4847,
"evaluation_days": 2423.5,
"actual_first_datapoint_time": 1550534400000,
"first_datapoint_time": 1552780800000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759916175752,
"expiration_time": 1766163312000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 53,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 47,
"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) |
|---|