| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 934191.4688 | 738334.243 | 195857.2258 | 4022268.2347 | -1090695.4586 | 5112963.6934 |
| Total P&L (%) | 934.1915 | 738.3342 | 195.8572 | 4022.2682 | -1090.6955 | 5112.9637 |
| Avg Daily Profit (%) | 0.3867 | 0.3056 | 0.0811 | 0.1541 | 0 | 0.1638 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -101358 | -83501 | -80354 | -8525451 | -7331783 | -3420565 |
| Profit Factor | 2.1323 | 2.607 | 1.5358 | 1.1038 | 0.9514 | 1.313 |
| Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
| Winning Trades | 58 | 23 | 35 | 58 | 23 | 35 |
| Losing Trades | 110 | 61 | 49 | 110 | 61 | 49 |
| Profitability (%) | 34.5238 | 27.381 | 41.6667 | 34.5238 | 27.381 | 41.6667 |
| Ratio Avg Win / Avg Loss | 4.0441 | 6.9143 | 2.1501 | 2.0934 | 2.5232 | 1.8381 |
| Largest Winning Trade | 318010 | 318010 | 62105 | 5196838 | 5196838 | 3329273 |
| Largest Losing Trade | -26981 | -22616 | -26981 | -1690463 | -1595273 | -1690463 |
| Avg Bars in Trades | 84 | 73 | 94 | 84 | 73 | 94 |
| Avg Bars in Winners | 167 | 167 | 167 | 167 | 167 | 167 |
| Avg Bars in Losers | 39 | 38 | 41 | 39 | 38 | 41 |
| Bars Traded | 14128 | 6196 | 7932 | 14128 | 6196 | 7932 |
| 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 | 307827 | -5738 | -85636 | -102766 | -597650 | 195567 |
{
"trading_pair": "ZIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14494,
"evaluation_days": 2415.67,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1552622400000,
"last_datapoint_time": 1759334400000,
"evaluation_time": 1759337286648,
"expiration_time": 1765595808000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 143,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 29,
"offset": 0,
"poles": 2
}
}
} {
"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": [
[
934191.4687948122,
738334.2430336662,
195857.2257611456,
4022268.2347463393,
-1090695.4586304189,
5112963.693376754
],
[
934.191469,
738.334243,
195.857226,
4022.268235,
-1090.695459,
5112.963693
],
[
0.386721,
0.305644,
0.081078,
0.154071,
0,
0.163804
],
[
10,
10,
10,
10,
10,
10
],
[
-101358,
-83501,
-80354,
-8525451,
-7331783,
-3420565
],
[
2.132338,
2.607025,
1.535759,
1.103766,
0.951363,
1.312959
],
[
168,
84,
84,
168,
84,
84
],
[
58,
23,
35,
58,
23,
35
],
[
110,
61,
49,
110,
61,
49
],
[
34.52381,
27.380952,
41.666667,
34.52381,
27.380952,
41.666667
],
[
4.044089,
6.914285,
2.150062,
2.09335,
2.52318,
1.838143
],
[
318010,
318010,
62105,
5196838,
5196838,
3329273
],
[
-26981,
-22616,
-26981,
-1690463,
-1595273,
-1690463
],
[
84,
73,
94,
84,
73,
94
],
[
167,
167,
167,
167,
167,
167
],
[
39,
38,
41,
39,
38,
41
],
[
14128,
6196,
7932,
14128,
6196,
7932
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
307827,
-5738,
-85636,
-102766,
-597650,
195567
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14494,
"evaluation_days": 2415.67,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1552622400000,
"last_datapoint_time": 1759334400000,
"evaluation_time": 1759337286648,
"expiration_time": 1765595808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 143,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 29,
"offset": 0,
"poles": 2
}
}
}
| # | 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) |
|---|