| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 816867.1571 | 662762.507 | 154104.6502 | 2233707.2137 | 2768475.2503 | -534768.0365 |
| Total P&L (%) | 816.8672 | 662.7625 | 154.1047 | 2233.7072 | 2768.4753 | -534.768 |
| Avg Daily Profit (%) | 0.3392 | 0.2752 | 0.064 | 0.1309 | 0.1395 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -87641 | -87628 | -83007 | -4737759 | -2338304 | -4298834 |
| Profit Factor | 2.1368 | 2.9322 | 1.4104 | 1.138 | 1.3896 | 0.9411 |
| Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
| Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
| Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
| Profitability (%) | 44.1441 | 38.1818 | 50 | 44.1441 | 38.1818 | 50 |
| Ratio Avg Win / Avg Loss | 2.7037 | 4.7473 | 1.4104 | 1.4399 | 2.2498 | 0.9411 |
| Largest Winning Trade | 336913 | 336913 | 72970 | 2032224 | 2032224 | 1011533 |
| Largest Losing Trade | -56405 | -37495 | -56405 | -3360113 | -971145 | -3360113 |
| Avg Bars in Trades | 126 | 99 | 153 | 126 | 99 | 153 |
| Avg Bars in Winners | 197 | 149 | 232 | 197 | 149 | 232 |
| Avg Bars in Losers | 70 | 68 | 73 | 70 | 68 | 73 |
| Bars Traded | 14047 | 5474 | 8573 | 14047 | 5474 | 8573 |
| 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 | 407128 | -170371 | -286791 | -88595 | -189362 | -760833 |
{
"trading_pair": "ZIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14451,
"evaluation_days": 2408.5,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1553788800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758865131491,
"expiration_time": 1764958032000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 224,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 101,
"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": [
[
816867.157135401,
662762.5069573489,
154104.650178052,
2233707.2137323604,
2768475.2502622805,
-534768.0365299197
],
[
816.867157,
662.762507,
154.10465,
2233.707214,
2768.47525,
-534.768037
],
[
0.33916,
0.275176,
0.063984,
0.130874,
0.139452,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-87641,
-87628,
-83007,
-4737759,
-2338304,
-4298834
],
[
2.136819,
2.932169,
1.410354,
1.138005,
1.389603,
0.941104
],
[
111,
55,
56,
111,
55,
56
],
[
49,
21,
28,
49,
21,
28
],
[
62,
34,
28,
62,
34,
28
],
[
44.144144,
38.181818,
50,
44.144144,
38.181818,
50
],
[
2.70373,
4.747322,
1.410354,
1.439924,
2.249834,
0.941104
],
[
336913,
336913,
72970,
2032224,
2032224,
1011533
],
[
-56405,
-37495,
-56405,
-3360113,
-971145,
-3360113
],
[
126,
99,
153,
126,
99,
153
],
[
197,
149,
232,
197,
149,
232
],
[
70,
68,
73,
70,
68,
73
],
[
14047,
5474,
8573,
14047,
5474,
8573
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
407128,
-170371,
-286791,
-88595,
-189362,
-760833
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14451,
"evaluation_days": 2408.5,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1553788800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758865131491,
"expiration_time": 1764958032000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 224,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 101,
"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) |
|---|