| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 840074.425 | 731695.6416 | 108378.7834 | 467105.963 | 761617.0734 | -294511.1105 |
| Total P&L (%) | 840.0744 | 731.6956 | 108.3788 | 467.106 | 761.6171 | -294.5111 |
| Avg Daily Profit (%) | 0.3485 | 0.3036 | 0.045 | 0.072 | 0.0894 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -160110 | -95324 | -161990 | -886503 | -562268 | -1201479 |
| Profit Factor | 2.0392 | 2.7186 | 1.2832 | 1.1112 | 1.3641 | 0.8603 |
| Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
| Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
| Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
| Profitability (%) | 44.6809 | 42.5532 | 46.8085 | 44.6809 | 42.5532 | 46.8085 |
| Ratio Avg Win / Avg Loss | 2.5247 | 3.6702 | 1.4582 | 1.3758 | 1.8416 | 0.9776 |
| Largest Winning Trade | 448769 | 448769 | 59635 | 492981 | 492981 | 246670 |
| Largest Losing Trade | -62198 | -53309 | -62198 | -643662 | -382089 | -643662 |
| Avg Bars in Trades | 74 | 80 | 69 | 74 | 80 | 69 |
| Avg Bars in Winners | 98 | 94 | 103 | 98 | 94 | 103 |
| Avg Bars in Losers | 55 | 69 | 40 | 55 | 69 | 40 |
| Bars Traded | 7033 | 3761 | 3272 | 7033 | 3761 | 3272 |
| 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 | 409147 | 406626 | -134032 | -196782 | -74430 | -581938 |
{
"trading_pair": "ZIL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7231,
"evaluation_days": 2410.33,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1554681600000,
"last_datapoint_time": 1758787200000,
"evaluation_time": 1758807681270,
"expiration_time": 1765034784000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 144,
"offset": 0
}
},
"second_band": {
"type": "dema",
"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": [
[
840074.4250387242,
731695.6416224919,
108378.7834162322,
467105.9629616893,
761617.0734233691,
-294511.1104616796
],
[
840.074425,
731.695642,
108.378783,
467.105963,
761.617073,
-294.51111
],
[
0.348531,
0.303567,
0.044964,
0.072023,
0.08939,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-160110,
-95324,
-161990,
-886503,
-562268,
-1201479
],
[
2.039216,
2.718647,
1.283244,
1.111217,
1.364123,
0.860309
],
[
94,
47,
47,
94,
47,
47
],
[
42,
20,
22,
42,
20,
22
],
[
52,
27,
25,
52,
27,
25
],
[
44.680851,
42.553191,
46.808511,
44.680851,
42.553191,
46.808511
],
[
2.524743,
3.670174,
1.458232,
1.375793,
1.841566,
0.977624
],
[
448769,
448769,
59635,
492981,
492981,
246670
],
[
-62198,
-53309,
-62198,
-643662,
-382089,
-643662
],
[
74,
80,
69,
74,
80,
69
],
[
98,
94,
103,
98,
94,
103
],
[
55,
69,
40,
55,
69,
40
],
[
7033,
3761,
3272,
7033,
3761,
3272
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
409147,
406626,
-134032,
-196782,
-74430,
-581938
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7231,
"evaluation_days": 2410.33,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1554681600000,
"last_datapoint_time": 1758787200000,
"evaluation_time": 1758807681270,
"expiration_time": 1765034784000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 144,
"offset": 0
}
},
"second_band": {
"type": "dema",
"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) |
|---|