| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 795222.7686 | 662389.71 | 132833.0586 | 1081791.3861 | -122656.2839 | 1204447.67 |
| Total P&L (%) | 795.2228 | 662.3897 | 132.8331 | 1081.7914 | -122.6563 | 1204.4477 |
| Avg Daily Profit (%) | 0.329 | 0.2741 | 0.055 | 0.1022 | 0 | 0.1063 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -147952 | -78364 | -170901 | -1189042 | -1175126 | -519856 |
| Profit Factor | 2.011 | 2.618 | 1.3522 | 1.1877 | 0.9655 | 1.5449 |
| Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
| Winning Trades | 67 | 28 | 39 | 67 | 28 | 39 |
| Losing Trades | 75 | 43 | 32 | 75 | 43 | 32 |
| Profitability (%) | 47.1831 | 39.4366 | 54.9296 | 47.1831 | 39.4366 | 54.9296 |
| Ratio Avg Win / Avg Loss | 2.2511 | 4.0205 | 1.1095 | 1.3295 | 1.4827 | 1.2676 |
| Largest Winning Trade | 291424 | 291424 | 64938 | 827680 | 827680 | 653561 |
| Largest Losing Trade | -37339 | -27000 | -37339 | -366031 | -338404 | -366031 |
| Avg Bars in Trades | 49 | 41 | 58 | 49 | 41 | 58 |
| Avg Bars in Winners | 72 | 70 | 74 | 72 | 70 | 74 |
| Avg Bars in Losers | 29 | 22 | 38 | 29 | 22 | 38 |
| Bars Traded | 7057 | 2933 | 4124 | 7057 | 2933 | 4124 |
| 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 | 440723 | -77402 | -205167 | -70879 | -670177 | -135091 |
{
"trading_pair": "ZIL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7251,
"evaluation_days": 2417,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1551168000000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759383083417,
"expiration_time": 1765628064000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 214,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "hilo",
"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": [
[
795222.7685986232,
662389.7099807935,
132833.0586178292,
1081791.3860767772,
-122656.2839068819,
1204447.6699836592
],
[
795.222769,
662.38971,
132.833059,
1081.791386,
-122.656284,
1204.44767
],
[
0.329012,
0.274054,
0.054958,
0.102229,
0,
0.106319
],
[
10,
10,
10,
10,
10,
10
],
[
-147952,
-78364,
-170901,
-1189042,
-1175126,
-519856
],
[
2.011024,
2.618012,
1.352186,
1.187683,
0.965485,
1.544932
],
[
142,
71,
71,
142,
71,
71
],
[
67,
28,
39,
67,
28,
39
],
[
75,
43,
32,
75,
43,
32
],
[
47.183099,
39.43662,
54.929577,
47.183099,
39.43662,
54.929577
],
[
2.251146,
4.020518,
1.109486,
1.329496,
1.482708,
1.267637
],
[
291424,
291424,
64938,
827680,
827680,
653561
],
[
-37339,
-27000,
-37339,
-366031,
-338404,
-366031
],
[
49,
41,
58,
49,
41,
58
],
[
72,
70,
74,
72,
70,
74
],
[
29,
22,
38,
29,
22,
38
],
[
7057,
2933,
4124,
7057,
2933,
4124
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
440723,
-77402,
-205167,
-70879,
-670177,
-135091
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7251,
"evaluation_days": 2417,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1551168000000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759383083417,
"expiration_time": 1765628064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 214,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "hilo",
"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) |
|---|