| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 815130.832 | 717621.5585 | 97509.2735 | 402618.196 | -293807.7411 | 696425.9371 |
| Total P&L (%) | 815.1308 | 717.6216 | 97.5093 | 402.6182 | -293.8077 | 696.4259 |
| Avg Daily Profit (%) | 0.3375 | 0.2972 | 0.0404 | 0.0669 | 0 | 0.086 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -232532 | -140583 | -102708 | -6368119 | -4328212 | -2270462 |
| Profit Factor | 1.9635 | 2.5307 | 1.2585 | 1.0355 | 0.9565 | 1.1524 |
| Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
| Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
| Losing Trades | 67 | 36 | 31 | 67 | 36 | 31 |
| Profitability (%) | 40.1786 | 35.7143 | 44.6429 | 40.1786 | 35.7143 | 44.6429 |
| Ratio Avg Win / Avg Loss | 2.9234 | 4.5553 | 1.5605 | 1.5418 | 1.7218 | 1.429 |
| Largest Winning Trade | 404306 | 404306 | 51762 | 2835756 | 2835756 | 2282985 |
| Largest Losing Trade | -43325 | -42528 | -43325 | -2887863 | -2887863 | -1690771 |
| Avg Bars in Trades | 84 | 79 | 88 | 84 | 79 | 88 |
| Avg Bars in Winners | 139 | 146 | 133 | 139 | 146 | 133 |
| Avg Bars in Losers | 47 | 42 | 52 | 47 | 42 | 52 |
| Bars Traded | 9415 | 4451 | 4964 | 9415 | 4451 | 4964 |
| 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 | 339159 | -172196 | -320167 | -287476 | -763888 | -312775 |
{
"trading_pair": "ZIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9660,
"evaluation_days": 2415,
"actual_first_datapoint_time": 1550556000000,
"first_datapoint_time": 1552003200000,
"last_datapoint_time": 1759212000000,
"evaluation_time": 1759222461590,
"expiration_time": 1765471680000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 214,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 68,
"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": [
[
815130.8320327892,
717621.5584839542,
97509.2735488352,
402618.1960075176,
-293807.7411132319,
696425.9371207488
],
[
815.130832,
717.621558,
97.509274,
402.618196,
-293.807741,
696.425937
],
[
0.337528,
0.297152,
0.040377,
0.066882,
0,
0.085957
],
[
10,
10,
10,
10,
10,
10
],
[
-232532,
-140583,
-102708,
-6368119,
-4328212,
-2270462
],
[
1.963481,
2.530745,
1.258493,
1.035538,
0.95654,
1.152428
],
[
112,
56,
56,
112,
56,
56
],
[
45,
20,
25,
45,
20,
25
],
[
67,
36,
31,
67,
36,
31
],
[
40.178571,
35.714286,
44.642857,
40.178571,
35.714286,
44.642857
],
[
2.923405,
4.555341,
1.560532,
1.541801,
1.721771,
1.42901
],
[
404306,
404306,
51762,
2835756,
2835756,
2282985
],
[
-43325,
-42528,
-43325,
-2887863,
-2887863,
-1690771
],
[
84,
79,
88,
84,
79,
88
],
[
139,
146,
133,
139,
146,
133
],
[
47,
42,
52,
47,
42,
52
],
[
9415,
4451,
4964,
9415,
4451,
4964
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
339159,
-172196,
-320167,
-287476,
-763888,
-312775
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9660,
"evaluation_days": 2415,
"actual_first_datapoint_time": 1550556000000,
"first_datapoint_time": 1552003200000,
"last_datapoint_time": 1759212000000,
"evaluation_time": 1759222461590,
"expiration_time": 1765471680000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 214,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 68,
"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) |
|---|