| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -216338.054 | 227444.7297 | -443782.7837 | 336497244.18 | 103561522.5678 | 232935721.6122 |
| Total P&L (%) | -216.3381 | 227.4447 | -443.7828 | 336497.2442 | 103561.5226 | 232935.7216 |
| Avg Daily Profit (%) | -0.0898 | 0.0944 | -0.1841 | 0.3376 | 0.2885 | 0.3223 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -857610 | -32616 | -890248 | -141493561 | -57975263 | -130391328 |
| Profit Factor | 0.811 | 3.3546 | 0.5765 | 1.7542 | 1.6363 | 1.8218 |
| Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
| Winning Trades | 69 | 33 | 36 | 67 | 31 | 36 |
| Losing Trades | 22 | 13 | 9 | 24 | 15 | 9 |
| Profitability (%) | 75.8242 | 71.7391 | 80 | 73.6264 | 67.3913 | 80 |
| Ratio Avg Win / Avg Loss | 0.2586 | 1.3215 | 0.1441 | 0.6284 | 0.7917 | 0.4555 |
| Largest Winning Trade | 51228 | 29110 | 51228 | 56117063 | 47984716 | 56117063 |
| Largest Losing Trade | -626824 | -24908 | -626824 | -69186394 | -57527744 | -69186394 |
| Avg Bars in Trades | 49 | 19 | 79 | 49 | 19 | 79 |
| Avg Bars in Winners | 32 | 17 | 47 | 40 | 17 | 60 |
| Avg Bars in Losers | 100 | 26 | 207 | 74 | 24 | 157 |
| Bars Traded | 4495 | 915 | 3580 | 4495 | 915 | 3580 |
| Profit Streak | 0 | 0 | 110.1894 | 0 | 0 | 110.1894 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -576909 | -58500 | -576260 | 480408 | 421946 | 514026 |
{
"trading_pair": "ZIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4820,
"evaluation_days": 2410,
"actual_first_datapoint_time": 1550534400000,
"first_datapoint_time": 1555243200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758861167042,
"expiration_time": 1764961920000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 10,
"offset": 0
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 166,
"offset": 0,
"std": 1.24888
}
}
} {
"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": [
[
-216338.0540305544,
227444.7296866338,
-443782.7837171881,
336497244.180015,
103561522.56781602,
232935721.61219883
],
[
-216.338054,
227.44473,
-443.782784,
336497.24418,
103561.522568,
232935.721612
],
[
-0.089767,
0.094375,
-0.184142,
0.337559,
0.288536,
0.322252
],
[
10,
10,
10,
10,
10,
10
],
[
-857610,
-32616,
-890248,
-141493561,
-57975263,
-130391328
],
[
0.810957,
3.354565,
0.576459,
1.754151,
1.636268,
1.821848
],
[
91,
46,
45,
91,
46,
45
],
[
69,
33,
36,
67,
31,
36
],
[
22,
13,
9,
24,
15,
9
],
[
75.824176,
71.73913,
80,
73.626374,
67.391304,
80
],
[
0.258566,
1.321495,
0.144115,
0.628353,
0.791743,
0.455462
],
[
51228,
29110,
51228,
56117063,
47984716,
56117063
],
[
-626824,
-24908,
-626824,
-69186394,
-57527744,
-69186394
],
[
49,
19,
79,
49,
19,
79
],
[
32,
17,
47,
40,
17,
60
],
[
100,
26,
207,
74,
24,
157
],
[
4495,
915,
3580,
4495,
915,
3580
],
[
0,
0,
110.189433,
0,
0,
110.189433
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-576909,
-58500,
-576260,
480408,
421946,
514026
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4820,
"evaluation_days": 2410,
"actual_first_datapoint_time": 1550534400000,
"first_datapoint_time": 1555243200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758861167042,
"expiration_time": 1764961920000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 10,
"offset": 0
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 166,
"offset": 0,
"std": 1.24888
}
}
}
| # | 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) |
|---|