| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1007123.48 | 795936.366 | 211187.1141 | 5081427.1291 | 1854753.5996 | 3226673.5294 |
| Total P&L (%) | 1007.1235 | 795.9364 | 211.1871 | 5081.4271 | 1854.7536 | 3226.6735 |
| Avg Daily Profit (%) | 0.4166 | 0.3292 | 0.0874 | 0.1634 | 0.123 | 0.1451 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -83977 | -97898 | -108319 | -8367993 | -7931551 | -5507490 |
| Profit Factor | 1.8508 | 2.2187 | 1.398 | 1.0781 | 1.0499 | 1.1158 |
| Total Trades | 292 | 146 | 146 | 292 | 146 | 146 |
| Winning Trades | 102 | 44 | 58 | 102 | 44 | 58 |
| Losing Trades | 190 | 102 | 88 | 190 | 102 | 88 |
| Profitability (%) | 34.9315 | 30.137 | 39.726 | 34.9315 | 30.137 | 39.726 |
| Ratio Avg Win / Avg Loss | 3.4476 | 5.1434 | 2.1211 | 2.0083 | 2.4338 | 1.693 |
| Largest Winning Trade | 406589 | 406589 | 38925 | 6345253 | 6345253 | 2454641 |
| Largest Losing Trade | -22952 | -22952 | -22573 | -2253133 | -2253133 | -1353596 |
| Avg Bars in Trades | 16 | 17 | 15 | 16 | 17 | 15 |
| Avg Bars in Winners | 30 | 37 | 25 | 30 | 37 | 25 |
| Avg Bars in Losers | 8 | 8 | 9 | 8 | 8 | 9 |
| Bars Traded | 4797 | 2492 | 2305 | 4797 | 2492 | 2305 |
| 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 | 336468 | 207014 | -78420 | -129799 | -200484 | -94836 |
{
"trading_pair": "ZIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4835,
"evaluation_days": 2417.5,
"actual_first_datapoint_time": 1550534400000,
"first_datapoint_time": 1551441600000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759384117270,
"expiration_time": 1765629360000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hlc3",
"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": [
[
1007123.4800499135,
795936.3659842229,
211187.1140656901,
5081427.129076975,
1854753.5996338967,
3226673.529443078
],
[
1007.12348,
795.936366,
211.187114,
5081.427129,
1854.7536,
3226.673529
],
[
0.416597,
0.329239,
0.087358,
0.163429,
0.123048,
0.145071
],
[
10,
10,
10,
10,
10,
10
],
[
-83977,
-97898,
-108319,
-8367993,
-7931551,
-5507490
],
[
1.850796,
2.218721,
1.397978,
1.078133,
1.049883,
1.115842
],
[
292,
146,
146,
292,
146,
146
],
[
102,
44,
58,
102,
44,
58
],
[
190,
102,
88,
190,
102,
88
],
[
34.931507,
30.136986,
39.726027,
34.931507,
30.136986,
39.726027
],
[
3.447562,
5.143399,
2.12107,
2.008286,
2.43382,
1.693001
],
[
406589,
406589,
38925,
6345253,
6345253,
2454641
],
[
-22952,
-22952,
-22573,
-2253133,
-2253133,
-1353596
],
[
16,
17,
15,
16,
17,
15
],
[
30,
37,
25,
30,
37,
25
],
[
8,
8,
9,
8,
8,
9
],
[
4797,
2492,
2305,
4797,
2492,
2305
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
336468,
207014,
-78420,
-129799,
-200484,
-94836
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4835,
"evaluation_days": 2417.5,
"actual_first_datapoint_time": 1550534400000,
"first_datapoint_time": 1551441600000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759384117270,
"expiration_time": 1765629360000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hlc3",
"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) |
|---|