| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 586724.1222 | 582024.4609 | 4699.6613 | 110245.1001 | 495793.3277 | -385548.2276 |
| Total P&L (%) | 586.7241 | 582.0245 | 4.6997 | 110.2451 | 495.7933 | -385.5482 |
| Avg Daily Profit (%) | 0.2816 | 0.2794 | 0.0023 | 0.0357 | 0.0857 | 0 |
| Buy And Hold Return (%) | 77.3649 | 77.3649 | 77.3649 | 77.3649 | 77.3649 | 77.3649 |
| Max Trade Drawdown | -132632 | -117212 | -183673 | -463471 | -305088 | -634455 |
| Profit Factor | 1.6398 | 2.365 | 1.0096 | 1.0489 | 1.5013 | 0.6953 |
| Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
| Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
| Losing Trades | 98 | 50 | 48 | 98 | 50 | 48 |
| Profitability (%) | 39.5062 | 38.2716 | 40.7407 | 39.5062 | 38.2716 | 40.7407 |
| Ratio Avg Win / Avg Loss | 2.5109 | 3.8146 | 1.4685 | 1.6061 | 2.4215 | 1.0113 |
| Largest Winning Trade | 308865 | 308865 | 57838 | 372134 | 372134 | 130020 |
| Largest Losing Trade | -39207 | -27997 | -39207 | -133613 | -87274 | -133613 |
| Avg Bars in Trades | 150 | 146 | 155 | 150 | 146 | 155 |
| Avg Bars in Winners | 224 | 224 | 224 | 224 | 224 | 224 |
| Avg Bars in Losers | 102 | 97 | 108 | 102 | 97 | 108 |
| Bars Traded | 24441 | 11830 | 12611 | 24441 | 11830 | 12611 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 309898 | -3298 | -581126 | -347646 | -93022 | -594670 |
{
"trading_pair": "ZIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579053600000,
"first_datapoint_time": 1580529600000,
"last_datapoint_time": 1759118400000,
"evaluation_time": 1759121367543,
"expiration_time": 1765598400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 77,
"offset": 0,
"std": 4.53145
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 206,
"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": [
[
586724.1221500166,
582024.4608927842,
4699.6612572322,
110245.1000743942,
495793.3277020473,
-385548.227627653
],
[
586.724122,
582.024461,
4.699661,
110.2451,
495.793328,
-385.548228
],
[
0.281628,
0.279372,
0.002256,
0.035675,
0.085704,
0
],
[
77.364865,
77.364865,
77.364865,
77.364865,
77.364865,
77.364865
],
[
-132632,
-117212,
-183673,
-463471,
-305088,
-634455
],
[
1.639783,
2.365033,
1.009578,
1.048906,
1.501319,
0.695275
],
[
162,
81,
81,
162,
81,
81
],
[
64,
31,
33,
64,
31,
33
],
[
98,
50,
48,
98,
50,
48
],
[
39.506173,
38.271605,
40.740741,
39.506173,
38.271605,
40.740741
],
[
2.510918,
3.814569,
1.468477,
1.606138,
2.421482,
1.01131
],
[
308865,
308865,
57838,
372134,
372134,
130020
],
[
-39207,
-27997,
-39207,
-133613,
-87274,
-133613
],
[
150,
146,
155,
150,
146,
155
],
[
224,
224,
224,
224,
224,
224
],
[
102,
97,
108,
102,
97,
108
],
[
24441,
11830,
12611,
24441,
11830,
12611
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
309898,
-3298,
-581126,
-347646,
-93022,
-594670
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579053600000,
"first_datapoint_time": 1580529600000,
"last_datapoint_time": 1759118400000,
"evaluation_time": 1759121367543,
"expiration_time": 1765598400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 77,
"offset": 0,
"std": 4.53145
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 206,
"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) |
|---|