| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 812601.324 | 663507.9976 | 149093.3264 | 1878213.3178 | 598554.9099 | 1279658.4078 |
| Total P&L (%) | 812.6013 | 663.508 | 149.0933 | 1878.2133 | 598.5549 | 1279.6584 |
| Avg Daily Profit (%) | 0.3355 | 0.2739 | 0.0616 | 0.1233 | 0.0803 | 0.1084 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -92173 | -80575 | -150829 | -2999273 | -2671974 | -1344189 |
| Profit Factor | 2.0143 | 2.6464 | 1.3745 | 1.1275 | 1.0751 | 1.1894 |
| Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
| Winning Trades | 51 | 20 | 31 | 51 | 20 | 31 |
| Losing Trades | 82 | 47 | 35 | 82 | 47 | 35 |
| Profitability (%) | 38.3459 | 29.8507 | 46.9697 | 38.3459 | 29.8507 | 46.9697 |
| Ratio Avg Win / Avg Loss | 3.2387 | 6.2191 | 1.5518 | 1.8129 | 2.5265 | 1.3428 |
| Largest Winning Trade | 307925 | 307925 | 64979 | 1893170 | 1893170 | 1184519 |
| Largest Losing Trade | -30768 | -19699 | -30768 | -815163 | -634017 | -815163 |
| Avg Bars in Trades | 71 | 65 | 78 | 71 | 65 | 78 |
| Avg Bars in Winners | 128 | 129 | 127 | 128 | 129 | 127 |
| Avg Bars in Losers | 36 | 37 | 35 | 36 | 37 | 35 |
| Bars Traded | 9543 | 4360 | 5183 | 9543 | 4360 | 5183 |
| 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 | 318372 | -111676 | -234723 | -111292 | -347539 | -185697 |
{
"trading_pair": "ZIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9689,
"evaluation_days": 2422.25,
"actual_first_datapoint_time": 1550556000000,
"first_datapoint_time": 1552176000000,
"last_datapoint_time": 1759838400000,
"evaluation_time": 1759859487490,
"expiration_time": 1766116872000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 76,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 16,
"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": [
[
812601.3239738999,
663507.9976063443,
149093.3263675554,
1878213.3177605688,
598554.9099278275,
1279658.4078327408
],
[
812.601324,
663.507998,
149.093326,
1878.213318,
598.55491,
1279.658408
],
[
0.335474,
0.273922,
0.061552,
0.123299,
0.080282,
0.108405
],
[
10,
10,
10,
10,
10,
10
],
[
-92173,
-80575,
-150829,
-2999273,
-2671974,
-1344189
],
[
2.0143,
2.646434,
1.374467,
1.12754,
1.075107,
1.189378
],
[
133,
67,
66,
133,
67,
66
],
[
51,
20,
31,
51,
20,
31
],
[
82,
47,
35,
82,
47,
35
],
[
38.345865,
29.850746,
46.969697,
38.345865,
29.850746,
46.969697
],
[
3.238678,
6.219119,
1.551818,
1.812907,
2.526502,
1.342847
],
[
307925,
307925,
64979,
1893170,
1893170,
1184519
],
[
-30768,
-19699,
-30768,
-815163,
-634017,
-815163
],
[
71,
65,
78,
71,
65,
78
],
[
128,
129,
127,
128,
129,
127
],
[
36,
37,
35,
36,
37,
35
],
[
9543,
4360,
5183,
9543,
4360,
5183
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
318372,
-111676,
-234723,
-111292,
-347539,
-185697
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9689,
"evaluation_days": 2422.25,
"actual_first_datapoint_time": 1550556000000,
"first_datapoint_time": 1552176000000,
"last_datapoint_time": 1759838400000,
"evaluation_time": 1759859487490,
"expiration_time": 1766116872000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 76,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 16,
"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) |
|---|