| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 732570.6687 | 611623.7398 | 120946.9288 | 940244.0541 | 552411.2217 | 387832.8324 |
| Total P&L (%) | 732.5707 | 611.6237 | 120.9469 | 940.2441 | 552.4112 | 387.8328 |
| Avg Daily Profit (%) | 0.3022 | 0.2523 | 0.0499 | 0.0967 | 0.0774 | 0.0654 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -229405 | -101308 | -250027 | -821755 | -785625 | -679102 |
| Profit Factor | 1.3501 | 1.5999 | 1.1127 | 1.1171 | 1.1412 | 1.0942 |
| Total Trades | 891 | 446 | 445 | 891 | 446 | 445 |
| Winning Trades | 274 | 139 | 135 | 274 | 139 | 135 |
| Losing Trades | 617 | 307 | 310 | 617 | 307 | 310 |
| Profitability (%) | 30.752 | 31.1659 | 30.3371 | 30.752 | 31.1659 | 30.3371 |
| Ratio Avg Win / Avg Loss | 3.0402 | 3.5335 | 2.5552 | 2.5155 | 2.5204 | 2.5126 |
| Largest Winning Trade | 289556 | 289556 | 46361 | 351372 | 351372 | 326108 |
| Largest Losing Trade | -18897 | -15799 | -18897 | -134444 | -134444 | -88785 |
| Avg Bars in Trades | 16 | 15 | 16 | 16 | 15 | 16 |
| Avg Bars in Winners | 34 | 32 | 36 | 34 | 32 | 36 |
| Avg Bars in Losers | 8 | 8 | 7 | 8 | 8 | 7 |
| Bars Traded | 14463 | 7060 | 7403 | 14463 | 7060 | 7403 |
| Profit Streak | 5.1675 | 5.3342 | 0 | 5.1675 | 5.3342 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 308605 | 250248 | -227271 | -155960 | -157883 | -226995 |
{
"trading_pair": "ZIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14543,
"evaluation_days": 2423.83,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1551024000000,
"last_datapoint_time": 1760040000000,
"evaluation_time": 1760054472574,
"expiration_time": 1766322576000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 33,
"offset": 0
}
},
"second_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"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": [
[
732570.668661737,
611623.7398386627,
120946.928823074,
940244.054101837,
552411.2217164414,
387832.8323853966
],
[
732.570669,
611.62374,
120.946929,
940.244054,
552.411222,
387.832832
],
[
0.302237,
0.252338,
0.049899,
0.096672,
0.077408,
0.065406
],
[
10,
10,
10,
10,
10,
10
],
[
-229405,
-101308,
-250027,
-821755,
-785625,
-679102
],
[
1.350116,
1.599867,
1.112743,
1.117082,
1.141157,
1.094198
],
[
891,
446,
445,
891,
446,
445
],
[
274,
139,
135,
274,
139,
135
],
[
617,
307,
310,
617,
307,
310
],
[
30.751964,
31.165919,
30.337079,
30.751964,
31.165919,
30.337079
],
[
3.040224,
3.533519,
2.555187,
2.515472,
2.520397,
2.512602
],
[
289556,
289556,
46361,
351372,
351372,
326108
],
[
-18897,
-15799,
-18897,
-134444,
-134444,
-88785
],
[
16,
15,
16,
16,
15,
16
],
[
34,
32,
36,
34,
32,
36
],
[
8,
8,
7,
8,
8,
7
],
[
14463,
7060,
7403,
14463,
7060,
7403
],
[
5.167506,
5.334173,
0,
5.167507,
5.334173,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
308605,
250248,
-227271,
-155960,
-157883,
-226995
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14543,
"evaluation_days": 2423.83,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1551024000000,
"last_datapoint_time": 1760040000000,
"evaluation_time": 1760054472574,
"expiration_time": 1766322576000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 33,
"offset": 0
}
},
"second_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"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) |
|---|