| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 559280.172 | 505007.766 | 54272.406 | -24351.0808 | 97511.9329 | -121863.0136 |
| Total P&L (%) | 559.2802 | 505.0078 | 54.2724 | -24.3511 | 97.5119 | -121.863 |
| Avg Daily Profit (%) | 0.2313 | 0.2089 | 0.0225 | -0.0115 | 0.0282 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -121500 | -98455 | -196546 | -166682 | -67954 | -241251 |
| Profit Factor | 1.9362 | 2.5026 | 1.2077 | 0.9532 | 1.394 | 0.5524 |
| Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
| Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
| Losing Trades | 28 | 17 | 11 | 28 | 17 | 11 |
| Profitability (%) | 58.8235 | 50 | 67.6471 | 58.8235 | 50 | 67.6471 |
| Ratio Avg Win / Avg Loss | 1.3554 | 2.5026 | 0.5776 | 0.6672 | 1.394 | 0.2642 |
| Largest Winning Trade | 450302 | 450302 | 35553 | 138892 | 138892 | 26351 |
| Largest Losing Trade | -76783 | -53309 | -76783 | -113549 | -51808 | -113549 |
| Avg Bars in Trades | 67 | 98 | 36 | 67 | 98 | 36 |
| Avg Bars in Winners | 57 | 78 | 42 | 57 | 78 | 42 |
| Avg Bars in Losers | 81 | 119 | 23 | 81 | 119 | 23 |
| Bars Traded | 4593 | 3356 | 1237 | 4593 | 3356 | 1237 |
| Profit Streak | 0 | 0 | 352.8675 | 0 | 0 | 352.8675 |
| Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -101484 | 463202 | -162435 | -693134 | -154621 | -577144 |
{
"trading_pair": "ZIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4835,
"evaluation_days": 2417.5,
"actual_first_datapoint_time": 1550534400000,
"first_datapoint_time": 1556539200000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759394949655,
"expiration_time": 1765629360000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 82,
"offset": 0,
"std": 2.77713
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 140,
"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": [
[
559280.1719985667,
505007.765983969,
54272.4060145975,
-24351.0807875286,
97511.932859736,
-121863.0136472646
],
[
559.280172,
505.007766,
54.272406,
-24.351081,
97.511933,
-121.863014
],
[
0.231347,
0.208897,
0.02245,
-0.011543,
0.028158,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-121500,
-98455,
-196546,
-166682,
-67954,
-241251
],
[
1.936234,
2.502621,
1.207711,
0.953153,
1.393972,
0.552444
],
[
68,
34,
34,
68,
34,
34
],
[
40,
17,
23,
40,
17,
23
],
[
28,
17,
11,
28,
17,
11
],
[
58.823529,
50,
67.647059,
58.823529,
50,
67.647059
],
[
1.355364,
2.502621,
0.577601,
0.667207,
1.393972,
0.264212
],
[
450302,
450302,
35553,
138892,
138892,
26351
],
[
-76783,
-53309,
-76783,
-113549,
-51808,
-113549
],
[
67,
98,
36,
67,
98,
36
],
[
57,
78,
42,
57,
78,
42
],
[
81,
119,
23,
81,
119,
23
],
[
4593,
3356,
1237,
4593,
3356,
1237
],
[
0,
0,
352.867473,
0,
0,
352.867473
],
[
0,
0,
4,
0,
0,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-101484,
463202,
-162435,
-693134,
-154621,
-577144
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4835,
"evaluation_days": 2417.5,
"actual_first_datapoint_time": 1550534400000,
"first_datapoint_time": 1556539200000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759394949655,
"expiration_time": 1765629360000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 82,
"offset": 0,
"std": 2.77713
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 140,
"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) |
|---|