| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 348563.0985 | 377164.578 | -28601.4795 | -38342.164 | 135841.8199 | -174183.9838 |
| Total P&L (%) | 348.5631 | 377.1646 | -28.6015 | -38.3422 | 135.8418 | -174.184 |
| Avg Daily Profit (%) | 0.1446 | 0.1565 | -0.0119 | -0.0201 | 0.0356 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -87408 | -112234 | -139111 | -263925 | -276297 | -234908 |
| Profit Factor | 1.5465 | 2.3523 | 0.9203 | 0.9589 | 1.3094 | 0.6478 |
| Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
| Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
| Losing Trades | 40 | 18 | 22 | 40 | 18 | 22 |
| Profitability (%) | 45.2055 | 50 | 40.5405 | 45.2055 | 50 | 40.5405 |
| Ratio Avg Win / Avg Loss | 1.8745 | 2.3523 | 1.3498 | 1.1623 | 1.3094 | 0.9502 |
| Largest Winning Trade | 255623 | 255623 | 68319 | 202598 | 202598 | 57670 |
| Largest Losing Trade | -54057 | -54057 | -43696 | -166292 | -166292 | -114313 |
| Avg Bars in Trades | 95 | 92 | 99 | 95 | 92 | 99 |
| Avg Bars in Winners | 131 | 120 | 144 | 131 | 120 | 144 |
| Avg Bars in Losers | 66 | 64 | 68 | 66 | 64 | 68 |
| Bars Traded | 6988 | 3319 | 3670 | 6988 | 3319 | 3670 |
| Profit Streak | 0 | 45.2371 | 0 | 0 | 45.2371 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -75431 | 457734 | -582784 | -657253 | -144208 | -584451 |
{
"trading_pair": "ZIL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7231,
"evaluation_days": 2410.33,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1554451200000,
"last_datapoint_time": 1758787200000,
"evaluation_time": 1758807683926,
"expiration_time": 1765034784000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 136,
"offset": 0,
"a": 0.65291
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 44,
"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": [
[
348563.0985388628,
377164.5780357466,
-28601.4794968836,
-38342.163959789,
135841.8198628908,
-174183.98382268
],
[
348.563099,
377.164578,
-28.601479,
-38.342164,
135.84182,
-174.183984
],
[
0.144612,
0.156478,
-0.011866,
-0.02006,
0.035603,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-87408,
-112234,
-139111,
-263925,
-276297,
-234908
],
[
1.546483,
2.352313,
0.920314,
0.958934,
1.309392,
0.647833
],
[
73,
36,
37,
73,
36,
37
],
[
33,
18,
15,
33,
18,
15
],
[
40,
18,
22,
40,
18,
22
],
[
45.205479,
50,
40.540541,
45.205479,
50,
40.540541
],
[
1.874524,
2.352313,
1.349794,
1.162344,
1.309392,
0.950156
],
[
255623,
255623,
68319,
202598,
202598,
57670
],
[
-54057,
-54057,
-43696,
-166292,
-166292,
-114313
],
[
95,
92,
99,
95,
92,
99
],
[
131,
120,
144,
131,
120,
144
],
[
66,
64,
68,
66,
64,
68
],
[
6988,
3319,
3670,
6988,
3319,
3670
],
[
0,
45.237082,
0,
0,
45.237082,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-75431,
457734,
-582784,
-657253,
-144208,
-584451
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7231,
"evaluation_days": 2410.33,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1554451200000,
"last_datapoint_time": 1758787200000,
"evaluation_time": 1758807683926,
"expiration_time": 1765034784000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 136,
"offset": 0,
"a": 0.65291
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 44,
"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) |
|---|