| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -720930.629 | 90463.8955 | -811394.5246 | 4337154.901 | -3623418.3344 | 7960573.2353 |
| Total P&L (%) | -720.9306 | 90.4639 | -811.3945 | 4337.1549 | -3623.4183 | 7960.5732 |
| Avg Daily Profit (%) | -0.2991 | 0.0375 | -0.3367 | 0.1575 | 0 | 0.1823 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -940257 | -63725 | -1026427 | -4846498 | -4429992 | -2545018 |
| Profit Factor | 0.4972 | 1.3344 | 0.3025 | 1.2424 | 0.7136 | 2.5201 |
| Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
| Winning Trades | 41 | 20 | 21 | 37 | 17 | 20 |
| Losing Trades | 24 | 13 | 11 | 28 | 16 | 12 |
| Profitability (%) | 63.0769 | 60.6061 | 65.625 | 56.9231 | 51.5152 | 62.5 |
| Ratio Avg Win / Avg Loss | 0.291 | 0.8674 | 0.1584 | 0.9402 | 0.6717 | 1.5121 |
| Largest Winning Trade | 72831 | 72831 | 47438 | 3088531 | 1692101 | 3088531 |
| Largest Losing Trade | -884382 | -60997 | -884382 | -2922919 | -2922919 | -2019329 |
| Avg Bars in Trades | 71 | 85 | 56 | 71 | 85 | 56 |
| Avg Bars in Winners | 47 | 55 | 40 | 56 | 57 | 54 |
| Avg Bars in Losers | 111 | 131 | 88 | 91 | 114 | 60 |
| Bars Traded | 4641 | 2822 | 1819 | 4641 | 2822 | 1819 |
| Profit Streak | 8.9411 | 31.9411 | 0 | 8.9411 | 31.9411 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -714414 | -141781 | -578784 | -128694 | -579608 | 514024 |
{
"trading_pair": "ZIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4820,
"evaluation_days": 2410,
"actual_first_datapoint_time": 1550534400000,
"first_datapoint_time": 1551441600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758882911451,
"expiration_time": 1764961920000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 221,
"offset": 0,
"poles": 3
}
}
} {
"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": [
[
-720930.629048614,
90463.8955390532,
-811394.5245876673,
4337154.900959513,
-3623418.334371771,
7960573.235331285
],
[
-720.930629,
90.463896,
-811.394525,
4337.154901,
-3623.418334,
7960.573235
],
[
-0.299141,
0.037537,
-0.336678,
0.157493,
0,
0.182306
],
[
10,
10,
10,
10,
10,
10
],
[
-940257,
-63725,
-1026427,
-4846498,
-4429992,
-2545018
],
[
0.497158,
1.334437,
0.302455,
1.242427,
0.713649,
2.520125
],
[
65,
33,
32,
65,
33,
32
],
[
41,
20,
21,
37,
17,
20
],
[
24,
13,
11,
28,
16,
12
],
[
63.076923,
60.606061,
65.625,
56.923077,
51.515152,
62.5
],
[
0.291019,
0.867384,
0.158429,
0.940215,
0.671669,
1.512075
],
[
72831,
72831,
47438,
3088531,
1692101,
3088531
],
[
-884382,
-60997,
-884382,
-2922919,
-2922919,
-2019329
],
[
71,
85,
56,
71,
85,
56
],
[
47,
55,
40,
56,
57,
54
],
[
111,
131,
88,
91,
114,
60
],
[
4641,
2822,
1819,
4641,
2822,
1819
],
[
8.941105,
31.941105,
0,
8.941105,
31.941105,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-714414,
-141781,
-578784,
-128694,
-579608,
514024
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4820,
"evaluation_days": 2410,
"actual_first_datapoint_time": 1550534400000,
"first_datapoint_time": 1551441600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758882911451,
"expiration_time": 1764961920000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 221,
"offset": 0,
"poles": 3
}
}
}
| # | 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) |
|---|