| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 590403.3556 | 629455.0481 | -39051.6926 | -67534.6466 | 45024.1579 | -112558.8044 |
| Total P&L (%) | 590.4034 | 629.455 | -39.0517 | -67.5346 | 45.0242 | -112.5588 |
| Avg Daily Profit (%) | 0.2446 | 0.2608 | -0.0162 | -0.0466 | 0.0154 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -179657 | -131601 | -158108 | -196937 | -95257 | -150625 |
| Profit Factor | 1.6207 | 2.2345 | 0.9115 | 0.8906 | 1.1486 | 0.642 |
| Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
| Winning Trades | 59 | 26 | 33 | 59 | 26 | 33 |
| Losing Trades | 78 | 42 | 36 | 78 | 42 | 36 |
| Profitability (%) | 43.0657 | 38.2353 | 47.8261 | 43.0657 | 38.2353 | 47.8261 |
| Ratio Avg Win / Avg Loss | 2.1426 | 3.6096 | 0.9944 | 1.1774 | 1.8555 | 0.7004 |
| Largest Winning Trade | 484269 | 484269 | 48503 | 175054 | 175054 | 26680 |
| Largest Losing Trade | -48530 | -48530 | -44949 | -58824 | -50517 | -58824 |
| Avg Bars in Trades | 67 | 95 | 40 | 67 | 95 | 40 |
| Avg Bars in Winners | 89 | 141 | 49 | 89 | 141 | 49 |
| Avg Bars in Losers | 51 | 67 | 32 | 51 | 67 | 32 |
| Bars Traded | 9286 | 6487 | 2799 | 9286 | 6487 | 2799 |
| 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 | 329525 | -101223 | -683581 | -581445 | -344002 | -683581 |
{
"trading_pair": "ZIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9654,
"evaluation_days": 2413.5,
"actual_first_datapoint_time": 1550556000000,
"first_datapoint_time": 1554832800000,
"last_datapoint_time": 1759082400000,
"evaluation_time": 1759087259470,
"expiration_time": 1765338192000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 199,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 37,
"offset": 0,
"std": 3.80684
}
}
} {
"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": [
[
590403.3555846983,
629455.0481420116,
-39051.692557313,
-67534.6465680744,
45024.1578660144,
-112558.8044340888
],
[
590.403356,
629.455048,
-39.051693,
-67.534647,
45.024158,
-112.558804
],
[
0.244625,
0.260806,
-0.016181,
-0.046602,
0.015403,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-179657,
-131601,
-158108,
-196937,
-95257,
-150625
],
[
1.620672,
2.234495,
0.911516,
0.890607,
1.148629,
0.642018
],
[
137,
68,
69,
137,
68,
69
],
[
59,
26,
33,
59,
26,
33
],
[
78,
42,
36,
78,
42,
36
],
[
43.065693,
38.235294,
47.826087,
43.065693,
38.235294,
47.826087
],
[
2.142583,
3.609568,
0.994382,
1.177412,
1.855477,
0.700383
],
[
484269,
484269,
48503,
175054,
175054,
26680
],
[
-48530,
-48530,
-44949,
-58824,
-50517,
-58824
],
[
67,
95,
40,
67,
95,
40
],
[
89,
141,
49,
89,
141,
49
],
[
51,
67,
32,
51,
67,
32
],
[
9286,
6487,
2799,
9286,
6487,
2799
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
329525,
-101223,
-683581,
-581445,
-344002,
-683581
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9654,
"evaluation_days": 2413.5,
"actual_first_datapoint_time": 1550556000000,
"first_datapoint_time": 1554832800000,
"last_datapoint_time": 1759082400000,
"evaluation_time": 1759087259470,
"expiration_time": 1765338192000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 199,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 37,
"offset": 0,
"std": 3.80684
}
}
}
| # | 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) |
|---|