| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 673781.3098 | 693593.3115 | -19812.0017 | -37745.0858 | 18324.7411 | -56069.8269 |
| Total P&L (%) | 673.7813 | 693.5933 | -19.812 | -37.7451 | 18.3247 | -56.0698 |
| Avg Daily Profit (%) | 0.2797 | 0.2879 | -0.0082 | -0.0197 | 0.007 | -0.0341 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -168763 | -99872 | -121031 | -320819 | -183734 | -196108 |
| Profit Factor | 1.6402 | 2.3122 | 0.9622 | 0.9705 | 1.0291 | 0.914 |
| Total Trades | 201 | 100 | 101 | 201 | 100 | 101 |
| Winning Trades | 79 | 38 | 41 | 79 | 38 | 41 |
| Losing Trades | 122 | 62 | 60 | 122 | 62 | 60 |
| Profitability (%) | 39.3035 | 38 | 40.5941 | 39.3035 | 38 | 40.5941 |
| Ratio Avg Win / Avg Loss | 2.533 | 3.7725 | 1.4081 | 1.4988 | 1.6791 | 1.3375 |
| Largest Winning Trade | 465462 | 465462 | 67778 | 192811 | 192811 | 144302 |
| Largest Losing Trade | -47240 | -47240 | -38126 | -144826 | -67150 | -144826 |
| Avg Bars in Trades | 46 | 57 | 35 | 46 | 57 | 35 |
| Avg Bars in Winners | 67 | 92 | 44 | 67 | 92 | 44 |
| Avg Bars in Losers | 32 | 35 | 29 | 32 | 35 | 29 |
| Bars Traded | 9286 | 5727 | 3559 | 9286 | 5727 | 3559 |
| Profit Streak | 22.0991 | 0 | 22.3491 | 22.0991 | 0 | 22.3491 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 333572 | 296545 | -582505 | -581669 | -383853 | -582505 |
{
"trading_pair": "ZIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9637,
"evaluation_days": 2409.25,
"actual_first_datapoint_time": 1550556000000,
"first_datapoint_time": 1554724800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758853358487,
"expiration_time": 1764959976000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 194,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 16,
"offset": 0,
"std": 3.94921
}
}
}
{
"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": [
[
673781.3097684515,
693593.3114777601,
-19812.0017093081,
-37745.0858482448,
18324.7410591178,
-56069.8269073627
],
[
673.78131,
693.593311,
-19.812002,
-37.745086,
18.324741,
-56.069827
],
[
0.279664,
0.287888,
-0.008223,
-0.019669,
0.006984,
-0.034136
],
[
10,
10,
10,
10,
10,
10
],
[
-168763,
-99872,
-121031,
-320819,
-183734,
-196108
],
[
1.640207,
2.312198,
0.962181,
0.97054,
1.029106,
0.913954
],
[
201,
100,
101,
201,
100,
101
],
[
79,
38,
41,
79,
38,
41
],
[
122,
62,
60,
122,
62,
60
],
[
39.303483,
38,
40.594059,
39.303483,
38,
40.594059
],
[
2.532977,
3.772534,
1.40807,
1.498808,
1.679068,
1.337494
],
[
465462,
465462,
67778,
192811,
192811,
144302
],
[
-47240,
-47240,
-38126,
-144826,
-67150,
-144826
],
[
46,
57,
35,
46,
57,
35
],
[
67,
92,
44,
67,
92,
44
],
[
32,
35,
29,
32,
35,
29
],
[
9286,
5727,
3559,
9286,
5727,
3559
],
[
22.099056,
0,
22.349056,
22.099057,
0,
22.349057
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
333572,
296545,
-582505,
-581669,
-383853,
-582505
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9637,
"evaluation_days": 2409.25,
"actual_first_datapoint_time": 1550556000000,
"first_datapoint_time": 1554724800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758853358487,
"expiration_time": 1764959976000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 194,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 16,
"offset": 0,
"std": 3.94921
}
}
}
| # | 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) |
|---|