| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 745337.8609 | 634764.5217 | 110573.3392 | 758458.1561 | 12733.5871 | 745724.569 |
| Total P&L (%) | 745.3379 | 634.7645 | 110.5733 | 758.4582 | 12.7336 | 745.7246 |
| Avg Daily Profit (%) | 0.3093 | 0.2634 | 0.0459 | 0.0893 | 0.005 | 0.0886 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -126858 | -95591 | -175998 | -1384830 | -1222916 | -694369 |
| Profit Factor | 1.3933 | 1.6757 | 1.1157 | 1.0646 | 1.002 | 1.1385 |
| Total Trades | 636 | 318 | 318 | 636 | 318 | 318 |
| Winning Trades | 227 | 110 | 117 | 227 | 110 | 117 |
| Losing Trades | 409 | 208 | 201 | 409 | 208 | 201 |
| Profitability (%) | 35.6918 | 34.5912 | 36.7925 | 35.6918 | 34.5912 | 36.7925 |
| Ratio Avg Win / Avg Loss | 2.5104 | 3.1686 | 1.9167 | 1.9182 | 1.8947 | 1.9558 |
| Largest Winning Trade | 274038 | 274038 | 45327 | 606788 | 606788 | 389043 |
| Largest Losing Trade | -26416 | -26416 | -22499 | -276851 | -276851 | -130695 |
| Avg Bars in Trades | 7 | 7 | 7 | 7 | 7 | 7 |
| Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
| Avg Bars in Losers | 4 | 4 | 4 | 4 | 4 | 4 |
| Bars Traded | 4802 | 2351 | 2451 | 4802 | 2351 | 2451 |
| 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 | 315832 | 257285 | -227512 | -223676 | -488726 | -145071 |
{
"trading_pair": "ZIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4820,
"evaluation_days": 2410,
"actual_first_datapoint_time": 1550534400000,
"first_datapoint_time": 1550923200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759043953291,
"expiration_time": 1764961920000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 10,
"offset": 0
}
},
"second_band": {
"type": "hl2",
"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": [
[
745337.8608843823,
634764.5217223016,
110573.3391620806,
758458.1560777734,
12733.5870765077,
745724.5690012657
],
[
745.337861,
634.764522,
110.573339,
758.458156,
12.733587,
745.724569
],
[
0.309269,
0.263388,
0.045881,
0.08925,
0.004973,
0.088629
],
[
10,
10,
10,
10,
10,
10
],
[
-126858,
-95591,
-175998,
-1384830,
-1222916,
-694369
],
[
1.393328,
1.675723,
1.115715,
1.06463,
1.002005,
1.138467
],
[
636,
318,
318,
636,
318,
318
],
[
227,
110,
117,
227,
110,
117
],
[
409,
208,
201,
409,
208,
201
],
[
35.691824,
34.591195,
36.792453,
35.691824,
34.591195,
36.792453
],
[
2.510446,
3.16864,
1.916741,
1.91821,
1.894701,
1.955827
],
[
274038,
274038,
45327,
606788,
606788,
389043
],
[
-26416,
-26416,
-22499,
-276851,
-276851,
-130695
],
[
7,
7,
7,
7,
7,
7
],
[
12,
12,
12,
12,
12,
12
],
[
4,
4,
4,
4,
4,
4
],
[
4802,
2351,
2451,
4802,
2351,
2451
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
315832,
257285,
-227512,
-223676,
-488726,
-145071
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4820,
"evaluation_days": 2410,
"actual_first_datapoint_time": 1550534400000,
"first_datapoint_time": 1550923200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759043953291,
"expiration_time": 1764961920000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 10,
"offset": 0
}
},
"second_band": {
"type": "hl2",
"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) |
|---|