| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -428577.2051 | 86194.3893 | -514771.5945 | 2744515.3015 | -2985119.1202 | 5729634.4217 |
| Total P&L (%) | -428.5772 | 86.1944 | -514.7716 | 2744.5153 | -2985.1191 | 5729.6344 |
| Avg Daily Profit (%) | -0.1778 | 0.0358 | -0.2136 | 0.139 | 0 | 0.1688 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -696096 | -73720 | -740471 | -4457309 | -3492430 | -1762113 |
| Profit Factor | 0.6302 | 1.3232 | 0.423 | 1.2212 | 0.6236 | 2.2806 |
| Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
| Winning Trades | 47 | 22 | 25 | 43 | 20 | 23 |
| Losing Trades | 31 | 17 | 14 | 35 | 19 | 16 |
| Profitability (%) | 60.2564 | 56.4103 | 64.1026 | 55.1282 | 51.2821 | 58.9744 |
| Ratio Avg Win / Avg Loss | 0.4156 | 1.0225 | 0.2369 | 0.994 | 0.5925 | 1.5865 |
| Largest Winning Trade | 92631 | 92631 | 42006 | 2890880 | 946893 | 2890880 |
| Largest Losing Trade | -602884 | -66030 | -602884 | -1425551 | -1425551 | -1393036 |
| Avg Bars in Trades | 59 | 73 | 44 | 59 | 73 | 44 |
| Avg Bars in Winners | 39 | 44 | 34 | 47 | 44 | 50 |
| Avg Bars in Losers | 89 | 110 | 63 | 73 | 103 | 36 |
| Bars Traded | 4607 | 2855 | 1751 | 4607 | 2855 | 1751 |
| 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 | -617948 | -144042 | -578929 | -47210 | -580591 | 478690 |
{
"trading_pair": "ZIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4820,
"evaluation_days": 2410,
"actual_first_datapoint_time": 1550534400000,
"first_datapoint_time": 1557446400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758946795981,
"expiration_time": 1764961920000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 161,
"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": [
[
-428577.2051330852,
86194.3893204375,
-514771.5944535228,
2744515.3014955763,
-2985119.1202493478,
5729634.421744922
],
[
-428.577205,
86.194389,
-514.771594,
2744.515301,
-2985.11912,
5729.634422
],
[
-0.177833,
0.035765,
-0.213598,
0.139017,
0,
0.168837
],
[
10,
10,
10,
10,
10,
10
],
[
-696096,
-73720,
-740471,
-4457309,
-3492430,
-1762113
],
[
0.630154,
1.323205,
0.422975,
1.221229,
0.623633,
2.280552
],
[
78,
39,
39,
78,
39,
39
],
[
47,
22,
25,
43,
20,
23
],
[
31,
17,
14,
35,
19,
16
],
[
60.25641,
56.410256,
64.102564,
55.128205,
51.282051,
58.974359
],
[
0.415634,
1.022477,
0.236866,
0.994024,
0.592451,
1.586471
],
[
92631,
92631,
42006,
2890880,
946893,
2890880
],
[
-602884,
-66030,
-602884,
-1425551,
-1425551,
-1393036
],
[
59,
73,
44,
59,
73,
44
],
[
39,
44,
34,
47,
44,
50
],
[
89,
110,
63,
73,
103,
36
],
[
4607,
2855,
1751,
4607,
2855,
1751
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-617948,
-144042,
-578929,
-47210,
-580591,
478690
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4820,
"evaluation_days": 2410,
"actual_first_datapoint_time": 1550534400000,
"first_datapoint_time": 1557446400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758946795981,
"expiration_time": 1764961920000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 161,
"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) |
|---|