| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 914847.3422 | 729409.6405 | 185437.7018 | 3694038.369 | 1593705.2037 | 2100333.1653 |
| Total P&L (%) | 914.8473 | 729.4096 | 185.4377 | 3694.0384 | 1593.7052 | 2100.3332 |
| Avg Daily Profit (%) | 0.3774 | 0.3009 | 0.0765 | 0.1501 | 0.1168 | 0.1276 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -125456 | -71426 | -140606 | -2598258 | -2283551 | -1836319 |
| Profit Factor | 2.1264 | 2.9325 | 1.4266 | 1.2347 | 1.2093 | 1.2584 |
| Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
| Winning Trades | 63 | 30 | 33 | 63 | 30 | 33 |
| Losing Trades | 73 | 38 | 35 | 73 | 38 | 35 |
| Profitability (%) | 46.3235 | 44.1176 | 48.5294 | 46.3235 | 44.1176 | 48.5294 |
| Ratio Avg Win / Avg Loss | 2.4639 | 3.7144 | 1.513 | 1.4307 | 1.5318 | 1.3347 |
| Largest Winning Trade | 253075 | 253075 | 76297 | 2237263 | 2237263 | 1189754 |
| Largest Losing Trade | -50212 | -33865 | -50212 | -1836319 | -698436 | -1836319 |
| Avg Bars in Trades | 34 | 28 | 40 | 34 | 28 | 40 |
| Avg Bars in Winners | 49 | 39 | 58 | 49 | 39 | 58 |
| Avg Bars in Losers | 21 | 20 | 23 | 21 | 20 | 23 |
| Bars Traded | 4707 | 1961 | 2746 | 4707 | 1961 | 2746 |
| 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 | 451034 | -96968 | -198866 | 224152 | -147487 | -132448 |
{
"trading_pair": "ZIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4848,
"evaluation_days": 2424,
"actual_first_datapoint_time": 1550534400000,
"first_datapoint_time": 1552867200000,
"last_datapoint_time": 1759924800000,
"evaluation_time": 1759955638848,
"expiration_time": 1766207808000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 55,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 18,
"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": [
[
914847.3422336191,
729409.6404566198,
185437.7017769986,
3694038.3689987105,
1593705.2037386708,
2100333.165260039
],
[
914.847342,
729.40964,
185.437702,
3694.038369,
1593.705204,
2100.333165
],
[
0.377412,
0.300912,
0.076501,
0.150113,
0.116797,
0.127606
],
[
10,
10,
10,
10,
10,
10
],
[
-125456,
-71426,
-140606,
-2598258,
-2283551,
-1836319
],
[
2.126408,
2.932454,
1.42656,
1.234672,
1.209308,
1.258434
],
[
136,
68,
68,
136,
68,
68
],
[
63,
30,
33,
63,
30,
33
],
[
73,
38,
35,
73,
38,
35
],
[
46.323529,
44.117647,
48.529412,
46.323529,
44.117647,
48.529412
],
[
2.463933,
3.714442,
1.513018,
1.430651,
1.53179,
1.334703
],
[
253075,
253075,
76297,
2237263,
2237263,
1189754
],
[
-50212,
-33865,
-50212,
-1836319,
-698436,
-1836319
],
[
34,
28,
40,
34,
28,
40
],
[
49,
39,
58,
49,
39,
58
],
[
21,
20,
23,
21,
20,
23
],
[
4707,
1961,
2746,
4707,
1961,
2746
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
451034,
-96968,
-198866,
224152,
-147487,
-132448
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4848,
"evaluation_days": 2424,
"actual_first_datapoint_time": 1550534400000,
"first_datapoint_time": 1552867200000,
"last_datapoint_time": 1759924800000,
"evaluation_time": 1759955638848,
"expiration_time": 1766207808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 55,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 18,
"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) |
|---|