| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 989280.8972 | 755523.2719 | 233757.6254 | 14724598.3852 | 4807430.8618 | 9917167.5234 |
| Total P&L (%) | 989.2809 | 755.5233 | 233.7576 | 14724.5984 | 4807.4309 | 9917.1675 |
| Avg Daily Profit (%) | 0.409 | 0.3124 | 0.0967 | 0.2069 | 0.1611 | 0.1907 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -95250 | -40482 | -109647 | -1047120 | -1802140 | -652472 |
| Profit Factor | 3.5964 | 5.3149 | 2.1352 | 3.5773 | 2.2341 | 6.4556 |
| Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
| Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
| Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
| Profitability (%) | 48.3871 | 41.9355 | 54.8387 | 48.3871 | 41.9355 | 54.8387 |
| Ratio Avg Win / Avg Loss | 3.8362 | 7.3591 | 1.7584 | 3.8158 | 3.0934 | 5.3164 |
| Largest Winning Trade | 360561 | 360561 | 71889 | 4527451 | 3766555 | 4527451 |
| Largest Losing Trade | -32963 | -20351 | -32963 | -679121 | -679121 | -442988 |
| Avg Bars in Trades | 151 | 128 | 173 | 151 | 128 | 173 |
| Avg Bars in Winners | 238 | 211 | 258 | 238 | 211 | 258 |
| Avg Bars in Losers | 69 | 68 | 71 | 69 | 68 | 71 |
| Bars Traded | 9368 | 3987 | 5381 | 9368 | 3987 | 5381 |
| Profit Streak | 0 | 0 | 595.1755 | 0 | 0 | 595.1755 |
| Trades During Streak | 0 | 0 | 6 | 0 | 0 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -142536 | 498531 | -57902 | -144278 | 316125 | 664442 |
{
"trading_pair": "ZIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9674,
"evaluation_days": 2418.5,
"actual_first_datapoint_time": 1550556000000,
"first_datapoint_time": 1553709600000,
"last_datapoint_time": 1759514400000,
"evaluation_time": 1759529566815,
"expiration_time": 1765783152000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 38,
"offset": 0,
"a": 0.24247
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 147,
"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": [
[
989280.897248856,
755523.2718684247,
233757.6253804311,
14724598.385180632,
4807430.861807622,
9917167.523373011
],
[
989.280897,
755.523272,
233.757625,
14724.598385,
4807.430862,
9917.167523
],
[
0.409047,
0.312393,
0.096654,
0.206907,
0.161111,
0.190667
],
[
10,
10,
10,
10,
10,
10
],
[
-95250,
-40482,
-109647,
-1047120,
-1802140,
-652472
],
[
3.596424,
5.314897,
2.135186,
3.577295,
2.234124,
6.455648
],
[
62,
31,
31,
62,
31,
31
],
[
30,
13,
17,
30,
13,
17
],
[
32,
18,
14,
32,
18,
14
],
[
48.387097,
41.935484,
54.83871,
48.387097,
41.935484,
54.83871
],
[
3.836186,
7.359089,
1.758388,
3.815781,
3.093403,
5.316416
],
[
360561,
360561,
71889,
4527451,
3766555,
4527451
],
[
-32963,
-20351,
-32963,
-679121,
-679121,
-442988
],
[
151,
128,
173,
151,
128,
173
],
[
238,
211,
258,
238,
211,
258
],
[
69,
68,
71,
69,
68,
71
],
[
9368,
3987,
5381,
9368,
3987,
5381
],
[
0,
0,
595.175542,
0,
0,
595.175542
],
[
0,
0,
6,
0,
0,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-142536,
498531,
-57902,
-144278,
316125,
664442
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9674,
"evaluation_days": 2418.5,
"actual_first_datapoint_time": 1550556000000,
"first_datapoint_time": 1553709600000,
"last_datapoint_time": 1759514400000,
"evaluation_time": 1759529566815,
"expiration_time": 1765783152000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 38,
"offset": 0,
"a": 0.24247
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 147,
"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) |
|---|