| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 686767.3333 | 687959.6851 | -1192.3518 | -34406.755 | 526019.9723 | -560426.7273 |
| Total P&L (%) | 686.7673 | 687.9597 | -1.1924 | -34.4068 | 526.02 | -560.4267 |
| Avg Daily Profit (%) | 0.2848 | 0.2853 | -0.0005 | -0.0175 | 0.0761 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -261659 | -142588 | -141062 | -1206117 | -676732 | -854352 |
| Profit Factor | 1.5999 | 2.2431 | 0.998 | 0.9895 | 1.3837 | 0.7047 |
| Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
| Winning Trades | 79 | 32 | 47 | 79 | 32 | 47 |
| Losing Trades | 102 | 59 | 43 | 102 | 59 | 43 |
| Profitability (%) | 43.6464 | 35.1648 | 52.2222 | 43.6464 | 35.1648 | 52.2222 |
| Ratio Avg Win / Avg Loss | 2.0657 | 4.1356 | 0.913 | 1.2775 | 2.5512 | 0.6447 |
| Largest Winning Trade | 395969 | 395969 | 53409 | 621531 | 621531 | 433743 |
| Largest Losing Trade | -48453 | -38311 | -48453 | -485276 | -395757 | -485276 |
| Avg Bars in Trades | 39 | 37 | 41 | 39 | 37 | 41 |
| Avg Bars in Winners | 54 | 56 | 53 | 54 | 56 | 53 |
| Avg Bars in Losers | 27 | 27 | 27 | 27 | 27 | 27 |
| Bars Traded | 7153 | 3448 | 3705 | 7153 | 3448 | 3705 |
| 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 | 369606 | 250396 | -580803 | -580634 | -95316 | -580803 |
{
"trading_pair": "ZIL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7235,
"evaluation_days": 2411.67,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1552118400000,
"last_datapoint_time": 1758902400000,
"evaluation_time": 1758922931824,
"expiration_time": 1765153440000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 55,
"offset": 0,
"a": 0.6771
}
},
"second_band": {
"type": "hilo",
"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": [
[
686767.3332941498,
687959.6850769911,
-1192.3517828413,
-34406.7550032616,
526019.9723450262,
-560426.7273482874
],
[
686.767333,
687.959685,
-1.192352,
-34.406755,
526.019972,
-560.426727
],
[
0.284768,
0.285263,
-0.000494,
-0.017484,
0.076085,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-261659,
-142588,
-141062,
-1206117,
-676732,
-854352
],
[
1.599872,
2.243051,
0.997984,
0.989473,
1.383722,
0.70465
],
[
181,
91,
90,
181,
91,
90
],
[
79,
32,
47,
79,
32,
47
],
[
102,
59,
43,
102,
59,
43
],
[
43.646409,
35.164835,
52.222222,
43.646409,
35.164835,
52.222222
],
[
2.065657,
4.135626,
0.913049,
1.277547,
2.551237,
0.644679
],
[
395969,
395969,
53409,
621531,
621531,
433743
],
[
-48453,
-38311,
-48453,
-485276,
-395757,
-485276
],
[
39,
37,
41,
39,
37,
41
],
[
54,
56,
53,
54,
56,
53
],
[
27,
27,
27,
27,
27,
27
],
[
7153,
3448,
3705,
7153,
3448,
3705
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
369606,
250396,
-580803,
-580634,
-95316,
-580803
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7235,
"evaluation_days": 2411.67,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1552118400000,
"last_datapoint_time": 1758902400000,
"evaluation_time": 1758922931824,
"expiration_time": 1765153440000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 55,
"offset": 0,
"a": 0.6771
}
},
"second_band": {
"type": "hilo",
"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) |
|---|