| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 993468.1578 | 764167.0937 | 229301.0641 | 9562801.1967 | 248439.1277 | 9314362.069 |
| Total P&L (%) | 993.4682 | 764.1671 | 229.3011 | 9562.8012 | 248.4391 | 9314.3621 |
| Avg Daily Profit (%) | 0.4106 | 0.3158 | 0.0948 | 0.1891 | 0.0516 | 0.188 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -136335 | -90596 | -88590 | -10593847 | -7366776 | -3387597 |
| Profit Factor | 2.739 | 3.4637 | 1.8781 | 1.3424 | 1.0142 | 1.8948 |
| Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
| Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
| Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
| Profitability (%) | 41.8367 | 38.7755 | 44.898 | 41.8367 | 38.7755 | 44.898 |
| Ratio Avg Win / Avg Loss | 3.8078 | 5.4691 | 2.3049 | 1.8663 | 1.6013 | 2.3254 |
| Largest Winning Trade | 310383 | 310383 | 63131 | 5219681 | 5149707 | 5219681 |
| Largest Losing Trade | -39487 | -34247 | -39487 | -2828492 | -2828492 | -1782392 |
| Avg Bars in Trades | 48 | 42 | 53 | 48 | 42 | 53 |
| Avg Bars in Winners | 82 | 75 | 88 | 82 | 75 | 88 |
| Avg Bars in Losers | 23 | 21 | 25 | 23 | 21 | 25 |
| Bars Traded | 4707 | 2067 | 2640 | 4707 | 2067 | 2640 |
| 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 | 437418 | 409822 | -64766 | 233471 | -332080 | 347205 |
{
"trading_pair": "ZIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4839,
"evaluation_days": 2419.5,
"actual_first_datapoint_time": 1550534400000,
"first_datapoint_time": 1550966400000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759564797681,
"expiration_time": 1765807344000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 132,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 11,
"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": [
[
993468.1578117912,
764167.0937358035,
229301.0640759876,
9562801.196667714,
248439.1277080919,
9314362.068959622
],
[
993.468158,
764.167094,
229.301064,
9562.801197,
248.439128,
9314.362069
],
[
0.410609,
0.315837,
0.094772,
0.189096,
0.051606,
0.188018
],
[
10,
10,
10,
10,
10,
10
],
[
-136335,
-90596,
-88590,
-10593847,
-7366776,
-3387597
],
[
2.738953,
3.463733,
1.878091,
1.342442,
1.014184,
1.894753
],
[
98,
49,
49,
98,
49,
49
],
[
41,
19,
22,
41,
19,
22
],
[
57,
30,
27,
57,
30,
27
],
[
41.836735,
38.77551,
44.897959,
41.836735,
38.77551,
44.897959
],
[
3.807813,
5.469051,
2.304929,
1.866321,
1.601343,
2.325378
],
[
310383,
310383,
63131,
5219681,
5149707,
5219681
],
[
-39487,
-34247,
-39487,
-2828492,
-2828492,
-1782392
],
[
48,
42,
53,
48,
42,
53
],
[
82,
75,
88,
82,
75,
88
],
[
23,
21,
25,
23,
21,
25
],
[
4707,
2067,
2640,
4707,
2067,
2640
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
437418,
409822,
-64766,
233471,
-332080,
347205
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4839,
"evaluation_days": 2419.5,
"actual_first_datapoint_time": 1550534400000,
"first_datapoint_time": 1550966400000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759564797681,
"expiration_time": 1765807344000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 132,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 11,
"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) |
|---|