| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 801732.5786 | 642869.671 | 158862.9075 | 2461413.4861 | -79471.4346 | 2540884.9208 |
| Total P&L (%) | 801.7326 | 642.8697 | 158.8629 | 2461.4135 | -79.4714 | 2540.8849 |
| Avg Daily Profit (%) | 0.3327 | 0.2668 | 0.0659 | 0.1347 | -0.0657 | 0.1359 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -106525 | -78435 | -82553 | -3095288 | -2754056 | -1138028 |
| Profit Factor | 2.3085 | 3.0366 | 1.5348 | 1.2277 | 0.9875 | 1.5726 |
| Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
| Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
| Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
| Profitability (%) | 42.0455 | 38.6364 | 45.4545 | 42.0455 | 38.6364 | 45.4545 |
| Ratio Avg Win / Avg Loss | 3.182 | 4.8228 | 1.8418 | 1.6922 | 1.5684 | 1.8871 |
| Largest Winning Trade | 318696 | 318696 | 72311 | 1590030 | 1369950 | 1590030 |
| Largest Losing Trade | -36680 | -36122 | -36680 | -711770 | -711770 | -640959 |
| Avg Bars in Trades | 80 | 65 | 95 | 80 | 65 | 95 |
| Avg Bars in Winners | 130 | 109 | 148 | 130 | 109 | 148 |
| Avg Bars in Losers | 43 | 37 | 50 | 43 | 37 | 50 |
| Bars Traded | 7065 | 2871 | 4193 | 7065 | 2871 | 4193 |
| 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 | 385516 | 361734 | -103994 | -14947 | -582360 | -9997 |
{
"trading_pair": "ZIL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7230,
"evaluation_days": 2410,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1553587200000,
"last_datapoint_time": 1758758400000,
"evaluation_time": 1758792250849,
"expiration_time": 1765005120000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 106,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 49,
"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": [
[
801732.578557692,
642869.6710246613,
158862.907533031,
2461413.4861205006,
-79471.4346418235,
2540884.920762324
],
[
801.732579,
642.869671,
158.862908,
2461.413486,
-79.471435,
2540.884921
],
[
0.332669,
0.266751,
0.065918,
0.134661,
-0.065678,
0.13593
],
[
10,
10,
10,
10,
10,
10
],
[
-106525,
-78435,
-82553,
-3095288,
-2754056,
-1138028
],
[
2.30852,
3.036606,
1.534812,
1.227662,
0.987533,
1.572609
],
[
88,
44,
44,
88,
44,
44
],
[
37,
17,
20,
37,
17,
20
],
[
51,
27,
24,
51,
27,
24
],
[
42.045455,
38.636364,
45.454545,
42.045455,
38.636364,
45.454545
],
[
3.182014,
4.822845,
1.841774,
1.692183,
1.568434,
1.887131
],
[
318696,
318696,
72311,
1590030,
1369950,
1590030
],
[
-36680,
-36122,
-36680,
-711770,
-711770,
-640959
],
[
80,
65,
95,
80,
65,
95
],
[
130,
109,
148,
130,
109,
148
],
[
43,
37,
50,
43,
37,
50
],
[
7065,
2871,
4193,
7065,
2871,
4193
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
385516,
361734,
-103994,
-14947,
-582360,
-9997
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7230,
"evaluation_days": 2410,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1553587200000,
"last_datapoint_time": 1758758400000,
"evaluation_time": 1758792250849,
"expiration_time": 1765005120000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 106,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 49,
"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) |
|---|