| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 962620.2759 | 799085.3477 | 163534.9282 | 2163957.8373 | -725939.9772 | 2889897.8145 |
| Total P&L (%) | 962.6203 | 799.0853 | 163.5349 | 2163.9578 | -725.94 | 2889.8978 |
| Avg Daily Profit (%) | 0.3997 | 0.3318 | 0.0679 | 0.1296 | 0 | 0.1412 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -149833 | -103115 | -115128 | -11680969 | -8119104 | -4813264 |
| Profit Factor | 2.0073 | 2.6546 | 1.3459 | 1.0686 | 0.9561 | 1.1922 |
| Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
| Winning Trades | 81 | 30 | 51 | 81 | 30 | 51 |
| Losing Trades | 123 | 72 | 51 | 123 | 72 | 51 |
| Profitability (%) | 39.7059 | 29.4118 | 50 | 39.7059 | 29.4118 | 50 |
| Ratio Avg Win / Avg Loss | 3.0481 | 6.3711 | 1.3459 | 1.6226 | 2.2946 | 1.1922 |
| Largest Winning Trade | 335870 | 335870 | 55798 | 5459138 | 5459138 | 4994312 |
| Largest Losing Trade | -40602 | -19568 | -40602 | -1772422 | -1772422 | -1737850 |
| Avg Bars in Trades | 70 | 61 | 79 | 70 | 61 | 79 |
| Avg Bars in Winners | 110 | 112 | 109 | 110 | 112 | 109 |
| Avg Bars in Losers | 43 | 39 | 49 | 43 | 39 | 49 |
| Bars Traded | 14343 | 6235 | 8107 | 14343 | 6235 | 8107 |
| 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 | 382438 | 128693 | -102192 | -166518 | -588652 | -13547 |
{
"trading_pair": "ZIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14451,
"evaluation_days": 2408.5,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1551916800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758876354477,
"expiration_time": 1764958032000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 95,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
962620.2759152735,
799085.3477408817,
163534.9281743917,
2163957.8372590668,
-725939.9772123252,
2889897.814471396
],
[
962.620276,
799.085348,
163.534928,
2163.957837,
-725.939977,
2889.897814
],
[
0.399676,
0.331777,
0.067899,
0.129613,
0,
0.141176
],
[
10,
10,
10,
10,
10,
10
],
[
-149833,
-103115,
-115128,
-11680969,
-8119104,
-4813264
],
[
2.007271,
2.654618,
1.345938,
1.06855,
0.956088,
1.192197
],
[
204,
102,
102,
204,
102,
102
],
[
81,
30,
51,
81,
30,
51
],
[
123,
72,
51,
123,
72,
51
],
[
39.705882,
29.411765,
50,
39.705882,
29.411765,
50
],
[
3.048078,
6.371082,
1.345938,
1.622613,
2.294611,
1.192197
],
[
335870,
335870,
55798,
5459138,
5459138,
4994312
],
[
-40602,
-19568,
-40602,
-1772422,
-1772422,
-1737850
],
[
70,
61,
79,
70,
61,
79
],
[
110,
112,
109,
110,
112,
109
],
[
43,
39,
49,
43,
39,
49
],
[
14343,
6235,
8107,
14343,
6235,
8107
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
382438,
128693,
-102192,
-166518,
-588652,
-13547
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14451,
"evaluation_days": 2408.5,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1551916800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758876354477,
"expiration_time": 1764958032000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 95,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|