| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 979232.2316 | 768181.6006 | 211050.6311 | 7045109.056 | -1655171.1586 | 8700280.2146 |
| Total P&L (%) | 979.2322 | 768.1816 | 211.0506 | 7045.1091 | -1655.1712 | 8700.2802 |
| Avg Daily Profit (%) | 0.4051 | 0.3178 | 0.0873 | 0.1767 | 0 | 0.1854 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -85946 | -67571 | -68647 | -9010992 | -8014935 | -3690137 |
| Profit Factor | 2.6977 | 3.328 | 1.855 | 1.2342 | 0.9154 | 1.8262 |
| Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
| Winning Trades | 36 | 13 | 23 | 36 | 13 | 23 |
| Losing Trades | 72 | 41 | 31 | 72 | 41 | 31 |
| Profitability (%) | 33.3333 | 24.0741 | 42.5926 | 33.3333 | 24.0741 | 42.5926 |
| Ratio Avg Win / Avg Loss | 5.3953 | 10.4961 | 2.5002 | 2.4683 | 2.8869 | 2.4614 |
| Largest Winning Trade | 359979 | 359979 | 62299 | 5165157 | 4187509 | 5165157 |
| Largest Losing Trade | -22034 | -19537 | -22034 | -2120793 | -2120793 | -1292084 |
| Avg Bars in Trades | 43 | 38 | 48 | 43 | 38 | 48 |
| Avg Bars in Winners | 90 | 95 | 87 | 90 | 95 | 87 |
| Avg Bars in Losers | 20 | 20 | 19 | 20 | 20 | 19 |
| Bars Traded | 4709 | 2087 | 2622 | 4709 | 2087 | 2622 |
| 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 | 314735 | -198821 | -255820 | 87742 | -792229 | -171558 |
{
"trading_pair": "ZIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4835,
"evaluation_days": 2417.5,
"actual_first_datapoint_time": 1550534400000,
"first_datapoint_time": 1551225600000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759394949344,
"expiration_time": 1765629360000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 155,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 17,
"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": [
[
979232.2316202982,
768181.600554941,
211050.6310653568,
7045109.056048949,
-1655171.1585556893,
8700280.214604639
],
[
979.232232,
768.181601,
211.050631,
7045.109056,
-1655.171159,
8700.280215
],
[
0.40506,
0.317759,
0.087301,
0.176744,
0,
0.185378
],
[
10,
10,
10,
10,
10,
10
],
[
-85946,
-67571,
-68647,
-9010992,
-8014935,
-3690137
],
[
2.697658,
3.328044,
1.854993,
1.234164,
0.915363,
1.826222
],
[
108,
54,
54,
108,
54,
54
],
[
36,
13,
23,
36,
13,
23
],
[
72,
41,
31,
72,
41,
31
],
[
33.333333,
24.074074,
42.592593,
33.333333,
24.074074,
42.592593
],
[
5.395316,
10.49614,
2.500207,
2.468328,
2.886913,
2.46143
],
[
359979,
359979,
62299,
5165157,
4187509,
5165157
],
[
-22034,
-19537,
-22034,
-2120793,
-2120793,
-1292084
],
[
43,
38,
48,
43,
38,
48
],
[
90,
95,
87,
90,
95,
87
],
[
20,
20,
19,
20,
20,
19
],
[
4709,
2087,
2622,
4709,
2087,
2622
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
314735,
-198821,
-255820,
87742,
-792229,
-171558
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4835,
"evaluation_days": 2417.5,
"actual_first_datapoint_time": 1550534400000,
"first_datapoint_time": 1551225600000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759394949344,
"expiration_time": 1765629360000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 155,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 17,
"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) |
|---|