| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 354367.8543 | 400664.4921 | -46296.6378 | -81899.0104 | 503689.7794 | -585588.7898 |
| Total P&L (%) | 354.3679 | 400.6645 | -46.2966 | -81.899 | 503.6898 | -585.5888 |
| Avg Daily Profit (%) | 0.147 | 0.1663 | -0.0192 | -0.0709 | 0.0746 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -169518 | -111328 | -239449 | -789807 | -165611 | -764417 |
| Profit Factor | 1.3642 | 1.7895 | 0.9005 | 0.9374 | 2.0766 | 0.3037 |
| Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
| Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
| Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
| Profitability (%) | 50.5051 | 46.9388 | 54 | 50.5051 | 46.9388 | 54 |
| Ratio Avg Win / Avg Loss | 1.3369 | 2.0229 | 0.7671 | 0.9187 | 2.3474 | 0.2587 |
| Largest Winning Trade | 150805 | 150805 | 55112 | 454510 | 454510 | 61638 |
| Largest Losing Trade | -61842 | -46142 | -61842 | -419764 | -116734 | -419764 |
| Avg Bars in Trades | 47 | 54 | 39 | 47 | 54 | 39 |
| Avg Bars in Winners | 50 | 56 | 45 | 50 | 56 | 45 |
| Avg Bars in Losers | 44 | 53 | 33 | 44 | 53 | 33 |
| Bars Traded | 4673 | 2683 | 1989 | 4673 | 2683 | 1989 |
| Profit Streak | 129.1895 | 129.1895 | 151.6895 | 129.1895 | 129.1895 | 151.6895 |
| Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 196984 | 381299 | -758962 | -579030 | -89071 | -758962 |
{
"trading_pair": "ZIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4820,
"evaluation_days": 2410,
"actual_first_datapoint_time": 1550534400000,
"first_datapoint_time": 1555934400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758861169175,
"expiration_time": 1764961920000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 74,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 126,
"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": [
[
354367.8542982681,
400664.492121629,
-46296.6378233611,
-81899.0104019355,
503689.7794352695,
-585588.7898372055
],
[
354.367854,
400.664492,
-46.296638,
-81.89901,
503.689779,
-585.58879
],
[
0.147041,
0.166251,
-0.01921,
-0.070896,
0.074629,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-169518,
-111328,
-239449,
-789807,
-165611,
-764417
],
[
1.364216,
1.789463,
0.900533,
0.937429,
2.076554,
0.303717
],
[
99,
49,
50,
99,
49,
50
],
[
50,
23,
27,
50,
23,
27
],
[
49,
26,
23,
49,
26,
23
],
[
50.505051,
46.938776,
54,
50.505051,
46.938776,
54
],
[
1.336932,
2.022872,
0.76712,
0.91868,
2.347408,
0.258722
],
[
150805,
150805,
55112,
454510,
454510,
61638
],
[
-61842,
-46142,
-61842,
-419764,
-116734,
-419764
],
[
47,
54,
39,
47,
54,
39
],
[
50,
56,
45,
50,
56,
45
],
[
44,
53,
33,
44,
53,
33
],
[
4673,
2683,
1989,
4673,
2683,
1989
],
[
129.189458,
129.189458,
151.689458,
129.189458,
129.189458,
151.689458
],
[
5,
2,
3,
5,
2,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
196984,
381299,
-758962,
-579030,
-89071,
-758962
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4820,
"evaluation_days": 2410,
"actual_first_datapoint_time": 1550534400000,
"first_datapoint_time": 1555934400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758861169175,
"expiration_time": 1764961920000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 74,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 126,
"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) |
|---|