| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 822807.6347 | 653594.0568 | 169213.5779 | 2364142.6912 | 3326771.7216 | -962629.0304 |
| Total P&L (%) | 822.8076 | 653.5941 | 169.2136 | 2364.1427 | 3326.7717 | -962.629 |
| Avg Daily Profit (%) | 0.3415 | 0.2713 | 0.0702 | 0.1331 | 0.1468 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -82814 | -66012 | -71847 | -5643979 | -2232728 | -5110926 |
| Profit Factor | 1.9915 | 2.7224 | 1.3757 | 1.1009 | 1.3319 | 0.9281 |
| Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
| Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
| Losing Trades | 95 | 50 | 45 | 95 | 50 | 45 |
| Profitability (%) | 38.3117 | 35.0649 | 41.5584 | 38.3117 | 35.0649 | 41.5584 |
| Ratio Avg Win / Avg Loss | 3.2066 | 5.0414 | 1.9346 | 1.7727 | 2.4664 | 1.3052 |
| Largest Winning Trade | 311960 | 311960 | 75928 | 2554797 | 2554797 | 1487914 |
| Largest Losing Trade | -71847 | -21985 | -71847 | -5110926 | -821118 | -5110926 |
| Avg Bars in Trades | 61 | 49 | 73 | 61 | 49 | 73 |
| Avg Bars in Winners | 110 | 89 | 128 | 110 | 89 | 128 |
| Avg Bars in Losers | 30 | 27 | 33 | 30 | 27 | 33 |
| Bars Traded | 9423 | 3802 | 5621 | 9423 | 3802 | 5621 |
| 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 | 334534 | -33924 | -142743 | -127044 | -43031 | -624352 |
{
"trading_pair": "ZIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9637,
"evaluation_days": 2409.25,
"actual_first_datapoint_time": 1550556000000,
"first_datapoint_time": 1552780800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758913024997,
"expiration_time": 1764959976000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 104,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 40,
"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": [
[
822807.6346630072,
653594.0567581139,
169213.5779048935,
2364142.691173448,
3326771.7215965847,
-962629.0304231367
],
[
822.807635,
653.594057,
169.213578,
2364.142691,
3326.771722,
-962.62903
],
[
0.34152,
0.271285,
0.070235,
0.133094,
0.146801,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-82814,
-66012,
-71847,
-5643979,
-2232728,
-5110926
],
[
1.991472,
2.722359,
1.375689,
1.100946,
1.331852,
0.928135
],
[
154,
77,
77,
154,
77,
77
],
[
59,
27,
32,
59,
27,
32
],
[
95,
50,
45,
95,
50,
45
],
[
38.311688,
35.064935,
41.558442,
38.311688,
35.064935,
41.558442
],
[
3.206607,
5.041406,
1.934562,
1.77271,
2.466392,
1.30519
],
[
311960,
311960,
75928,
2554797,
2554797,
1487914
],
[
-71847,
-21985,
-71847,
-5110926,
-821118,
-5110926
],
[
61,
49,
73,
61,
49,
73
],
[
110,
89,
128,
110,
89,
128
],
[
30,
27,
33,
30,
27,
33
],
[
9423,
3802,
5621,
9423,
3802,
5621
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
334534,
-33924,
-142743,
-127044,
-43031,
-624352
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9637,
"evaluation_days": 2409.25,
"actual_first_datapoint_time": 1550556000000,
"first_datapoint_time": 1552780800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758913024997,
"expiration_time": 1764959976000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 104,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 40,
"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) |
|---|