| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1088462.6762 | 1049521.4139 | 38941.2623 | 35251.3549 | 308005.5134 | -272754.1585 |
| Total P&L (%) | 1088.4627 | 1049.5214 | 38.9413 | 35.2514 | 308.0055 | -272.7542 |
| Avg Daily Profit (%) | 0.4516 | 0.4355 | 0.0162 | 0.0125 | 0.0584 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -171801 | -146779 | -43582 | -2318456 | -1969207 | -439533 |
| Profit Factor | 2.5205 | 2.7486 | 1.3368 | 1.009 | 1.0965 | 0.6274 |
| Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
| Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
| Losing Trades | 68 | 36 | 32 | 68 | 36 | 32 |
| Profitability (%) | 37.6147 | 33.3333 | 41.8182 | 37.6147 | 33.3333 | 41.8182 |
| Ratio Avg Win / Avg Loss | 4.1804 | 5.4972 | 1.8599 | 1.6734 | 2.193 | 0.873 |
| Largest Winning Trade | 899177 | 899177 | 18494 | 2162961 | 2162961 | 130944 |
| Largest Losing Trade | -39984 | -39984 | -17251 | -431728 | -431728 | -255283 |
| Avg Bars in Trades | 42 | 81 | 2 | 42 | 81 | 2 |
| Avg Bars in Winners | 79 | 176 | 4 | 79 | 176 | 4 |
| Avg Bars in Losers | 19 | 34 | 2 | 19 | 34 | 2 |
| Bars Traded | 4579 | 4415 | 164 | 4579 | 4415 | 164 |
| Profit Streak | 95.7077 | 96.2077 | 95.7077 | 95.7077 | 96.2077 | 95.7077 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 411316 | -170959 | -354558 | -391845 | -414511 | -763177 |
{
"trading_pair": "ZIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4820,
"evaluation_days": 2410,
"actual_first_datapoint_time": 1550534400000,
"first_datapoint_time": 1552176000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758905941803,
"expiration_time": 1764961920000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 216,
"offset": 0,
"std": 2.27754
}
},
"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": [
[
1088462.676205193,
1049521.4138639832,
38941.2623412091,
35251.3549447497,
308005.5134476527,
-272754.1585029025
],
[
1088.462676,
1049.521414,
38.941262,
35.251355,
308.005513,
-272.754159
],
[
0.451644,
0.435486,
0.016158,
0.01253,
0.058362,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-171801,
-146779,
-43582,
-2318456,
-1969207,
-439533
],
[
2.520533,
2.748588,
1.336768,
1.008984,
1.0965,
0.627445
],
[
109,
54,
55,
109,
54,
55
],
[
41,
18,
23,
41,
18,
23
],
[
68,
36,
32,
68,
36,
32
],
[
37.614679,
33.333333,
41.818182,
37.614679,
33.333333,
41.818182
],
[
4.180396,
5.497177,
1.859851,
1.673437,
2.193,
0.872967
],
[
899177,
899177,
18494,
2162961,
2162961,
130944
],
[
-39984,
-39984,
-17251,
-431728,
-431728,
-255283
],
[
42,
81,
2,
42,
81,
2
],
[
79,
176,
4,
79,
176,
4
],
[
19,
34,
2,
19,
34,
2
],
[
4579,
4415,
164,
4579,
4415,
164
],
[
95.70766,
96.20766,
95.70766,
95.70766,
96.20766,
95.70766
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
411316,
-170959,
-354558,
-391845,
-414511,
-763177
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4820,
"evaluation_days": 2410,
"actual_first_datapoint_time": 1550534400000,
"first_datapoint_time": 1552176000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758905941803,
"expiration_time": 1764961920000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 216,
"offset": 0,
"std": 2.27754
}
},
"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) |
|---|