| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 960531.814 | 817312.4793 | 143219.3347 | 1214551.9236 | 704979.1206 | 509572.803 |
| Total P&L (%) | 960.5318 | 817.3125 | 143.2193 | 1214.5519 | 704.9791 | 509.5728 |
| Avg Daily Profit (%) | 0.3988 | 0.3393 | 0.0595 | 0.107 | 0.0866 | 0.0751 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -132761 | -104366 | -103421 | -2809867 | -2937127 | -2295748 |
| Profit Factor | 2.1146 | 2.5719 | 1.419 | 1.0816 | 1.0798 | 1.0843 |
| Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
| Winning Trades | 51 | 22 | 29 | 51 | 22 | 29 |
| Losing Trades | 87 | 47 | 40 | 87 | 47 | 40 |
| Profitability (%) | 36.9565 | 31.8841 | 42.029 | 36.9565 | 31.8841 | 42.029 |
| Ratio Avg Win / Avg Loss | 3.6072 | 5.4945 | 1.9572 | 1.8452 | 2.3069 | 1.4956 |
| Largest Winning Trade | 423761 | 423761 | 54614 | 1749907 | 1749907 | 1282091 |
| Largest Losing Trade | -37330 | -37330 | -35358 | -1226028 | -970810 | -1226028 |
| Avg Bars in Trades | 102 | 111 | 93 | 102 | 111 | 93 |
| Avg Bars in Winners | 170 | 188 | 156 | 170 | 188 | 156 |
| Avg Bars in Losers | 62 | 74 | 47 | 62 | 74 | 47 |
| Bars Traded | 14128 | 7665 | 6463 | 14128 | 7665 | 6463 |
| 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 | 325845 | -94870 | -216656 | -184021 | -317488 | -325149 |
{
"trading_pair": "ZIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14451,
"evaluation_days": 2408.5,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1553976000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758914668704,
"expiration_time": 1764958032000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 237,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 63,
"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": [
[
960531.8139936982,
817312.4793145051,
143219.3346791933,
1214551.9236368807,
704979.120603696,
509572.8030331853
],
[
960.531814,
817.312479,
143.219335,
1214.551924,
704.979121,
509.572803
],
[
0.398809,
0.339345,
0.059464,
0.107015,
0.086633,
0.075079
],
[
10,
10,
10,
10,
10,
10
],
[
-132761,
-104366,
-103421,
-2809867,
-2937127,
-2295748
],
[
2.11457,
2.571881,
1.418968,
1.081641,
1.079827,
1.084291
],
[
138,
69,
69,
138,
69,
69
],
[
51,
22,
29,
51,
22,
29
],
[
87,
47,
40,
87,
47,
40
],
[
36.956522,
31.884058,
42.028986,
36.956522,
31.884058,
42.028986
],
[
3.607207,
5.494473,
1.957198,
1.845152,
2.306902,
1.495574
],
[
423761,
423761,
54614,
1749907,
1749907,
1282091
],
[
-37330,
-37330,
-35358,
-1226028,
-970810,
-1226028
],
[
102,
111,
93,
102,
111,
93
],
[
170,
188,
156,
170,
188,
156
],
[
62,
74,
47,
62,
74,
47
],
[
14128,
7665,
6463,
14128,
7665,
6463
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
325845,
-94870,
-216656,
-184021,
-317488,
-325149
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14451,
"evaluation_days": 2408.5,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1553976000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758914668704,
"expiration_time": 1764958032000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 237,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 63,
"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) |
|---|