| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 838878.1626 | 787525.2666 | 51352.896 | 184471.7698 | 31789.555 | 152682.2148 |
| Total P&L (%) | 838.8782 | 787.5253 | 51.3529 | 184.4718 | 31.7896 | 152.6822 |
| Avg Daily Profit (%) | 0.3475 | 0.3262 | 0.0213 | 0.0433 | 0.0114 | 0.0384 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -109862 | -65593 | -127330 | -430222 | -436240 | -224389 |
| Profit Factor | 2.3664 | 3.608 | 1.1646 | 1.0988 | 1.0336 | 1.1654 |
| Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
| Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
| Losing Trades | 59 | 30 | 29 | 59 | 30 | 29 |
| Profitability (%) | 34.4444 | 33.3333 | 35.5556 | 34.4444 | 33.3333 | 35.5556 |
| Ratio Avg Win / Avg Loss | 4.5037 | 7.216 | 2.1108 | 2.0912 | 2.0673 | 2.1123 |
| Largest Winning Trade | 661069 | 661069 | 64363 | 330624 | 330624 | 227785 |
| Largest Losing Trade | -34980 | -33525 | -34980 | -186905 | -186905 | -115847 |
| Avg Bars in Trades | 104 | 86 | 121 | 104 | 86 | 121 |
| Avg Bars in Winners | 200 | 160 | 237 | 200 | 160 | 237 |
| Avg Bars in Losers | 53 | 49 | 57 | 53 | 49 | 57 |
| Bars Traded | 9371 | 3886 | 5485 | 9371 | 3886 | 5485 |
| 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 | 287875 | 341112 | -209588 | -251632 | -369329 | -184612 |
{
"trading_pair": "ZIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9656,
"evaluation_days": 2414,
"actual_first_datapoint_time": 1550556000000,
"first_datapoint_time": 1555178400000,
"last_datapoint_time": 1759125600000,
"evaluation_time": 1759143202091,
"expiration_time": 1765382688000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 215,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 20,
"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": [
[
838878.162624315,
787525.2666308571,
51352.8959934581,
184471.7697880631,
31789.5549897556,
152682.2147983074
],
[
838.878163,
787.525267,
51.352896,
184.47177,
31.789555,
152.682215
],
[
0.347505,
0.326233,
0.021273,
0.043318,
0.011435,
0.038407
],
[
10,
10,
10,
10,
10,
10
],
[
-109862,
-65593,
-127330,
-430222,
-436240,
-224389
],
[
2.366375,
3.607999,
1.164604,
1.098765,
1.033649,
1.165411
],
[
90,
45,
45,
90,
45,
45
],
[
31,
15,
16,
31,
15,
16
],
[
59,
30,
29,
59,
30,
29
],
[
34.444444,
33.333333,
35.555556,
34.444444,
33.333333,
35.555556
],
[
4.503746,
7.215997,
2.110844,
2.091197,
2.067298,
2.112307
],
[
661069,
661069,
64363,
330624,
330624,
227785
],
[
-34980,
-33525,
-34980,
-186905,
-186905,
-115847
],
[
104,
86,
121,
104,
86,
121
],
[
200,
160,
237,
200,
160,
237
],
[
53,
49,
57,
53,
49,
57
],
[
9371,
3886,
5485,
9371,
3886,
5485
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
287875,
341112,
-209588,
-251632,
-369329,
-184612
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9656,
"evaluation_days": 2414,
"actual_first_datapoint_time": 1550556000000,
"first_datapoint_time": 1555178400000,
"last_datapoint_time": 1759125600000,
"evaluation_time": 1759143202091,
"expiration_time": 1765382688000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 215,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 20,
"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) |
|---|