| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1052903.4995 | 819732.1726 | 233171.3269 | 7913952.3308 | 1606198.5779 | 6307753.7529 |
| Total P&L (%) | 1052.9035 | 819.7322 | 233.1713 | 7913.9523 | 1606.1986 | 6307.7538 |
| Avg Daily Profit (%) | 0.4351 | 0.3387 | 0.0964 | 0.1813 | 0.1173 | 0.1721 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -98282 | -75155 | -116723 | -13124940 | -11168959 | -5109689 |
| Profit Factor | 1.9247 | 2.3271 | 1.4476 | 1.1167 | 1.0424 | 1.211 |
| Total Trades | 264 | 132 | 132 | 264 | 132 | 132 |
| Winning Trades | 93 | 39 | 54 | 93 | 39 | 54 |
| Losing Trades | 171 | 93 | 78 | 171 | 93 | 78 |
| Profitability (%) | 35.2273 | 29.5455 | 40.9091 | 35.2273 | 29.5455 | 40.9091 |
| Ratio Avg Win / Avg Loss | 3.5389 | 5.5491 | 2.0909 | 2.0533 | 2.4856 | 1.7492 |
| Largest Winning Trade | 406589 | 406589 | 35451 | 8557311 | 8557311 | 3976402 |
| Largest Losing Trade | -24948 | -24948 | -22573 | -2229379 | -2229379 | -1486953 |
| Avg Bars in Trades | 18 | 18 | 17 | 18 | 18 | 17 |
| Avg Bars in Winners | 33 | 40 | 28 | 33 | 40 | 28 |
| Avg Bars in Losers | 9 | 9 | 10 | 9 | 9 | 10 |
| Bars Traded | 4797 | 2440 | 2357 | 4797 | 2440 | 2357 |
| 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 | 346168 | 142107 | -65701 | -87263 | -218526 | 179570 |
{
"trading_pair": "ZIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4840,
"evaluation_days": 2420,
"actual_first_datapoint_time": 1550534400000,
"first_datapoint_time": 1551441600000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759599795955,
"expiration_time": 1765851840000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 4,
"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": [
[
1052903.4995463234,
819732.1726000706,
233171.326946253,
7913952.330780493,
1606198.57788024,
6307753.752900242
],
[
1052.9035,
819.732173,
233.171327,
7913.952331,
1606.198578,
6307.753753
],
[
0.435084,
0.338732,
0.096352,
0.181312,
0.117294,
0.172053
],
[
10,
10,
10,
10,
10,
10
],
[
-98282,
-75155,
-116723,
-13124940,
-11168959,
-5109689
],
[
1.924673,
2.327054,
1.447573,
1.116692,
1.042359,
1.210957
],
[
264,
132,
132,
264,
132,
132
],
[
93,
39,
54,
93,
39,
54
],
[
171,
93,
78,
171,
93,
78
],
[
35.227273,
29.545455,
40.909091,
35.227273,
29.545455,
40.909091
],
[
3.538916,
5.549129,
2.090939,
2.053272,
2.485626,
1.749159
],
[
406589,
406589,
35451,
8557311,
8557311,
3976402
],
[
-24948,
-24948,
-22573,
-2229379,
-2229379,
-1486953
],
[
18,
18,
17,
18,
18,
17
],
[
33,
40,
28,
33,
40,
28
],
[
9,
9,
10,
9,
9,
10
],
[
4797,
2440,
2357,
4797,
2440,
2357
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
346168,
142107,
-65701,
-87263,
-218526,
179570
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4840,
"evaluation_days": 2420,
"actual_first_datapoint_time": 1550534400000,
"first_datapoint_time": 1551441600000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759599795955,
"expiration_time": 1765851840000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 4,
"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) |
|---|