| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 948850.256 | 769679.4548 | 179170.8012 | 2594730.5221 | 506318.2264 | 2088412.2957 |
| Total P&L (%) | 948.8503 | 769.6795 | 179.1708 | 2594.7305 | 506.3182 | 2088.4123 |
| Avg Daily Profit (%) | 0.3922 | 0.3181 | 0.0741 | 0.1362 | 0.0745 | 0.1276 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -101933 | -105068 | -112941 | -5938132 | -4749420 | -1619954 |
| Profit Factor | 1.7547 | 2.1235 | 1.3131 | 1.0818 | 1.0285 | 1.1495 |
| Total Trades | 284 | 142 | 142 | 284 | 142 | 142 |
| Winning Trades | 98 | 42 | 56 | 98 | 42 | 56 |
| Losing Trades | 186 | 100 | 86 | 186 | 100 | 86 |
| Profitability (%) | 34.507 | 29.5775 | 39.4366 | 34.507 | 29.5775 | 39.4366 |
| Ratio Avg Win / Avg Loss | 3.3304 | 5.0559 | 2.0166 | 2.0531 | 2.4488 | 1.7654 |
| Largest Winning Trade | 406589 | 406589 | 35451 | 3589191 | 3589191 | 1435760 |
| Largest Losing Trade | -21812 | -21812 | -20474 | -962140 | -962140 | -835225 |
| Avg Bars in Trades | 16 | 17 | 16 | 16 | 17 | 16 |
| Avg Bars in Winners | 31 | 38 | 25 | 31 | 38 | 25 |
| Avg Bars in Losers | 9 | 8 | 10 | 9 | 8 | 10 |
| Bars Traded | 4797 | 2488 | 2309 | 4797 | 2488 | 2309 |
| 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 | 314830 | 127640 | -96801 | -144493 | -290651 | -81167 |
{
"trading_pair": "ZIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4839,
"evaluation_days": 2419.5,
"actual_first_datapoint_time": 1550534400000,
"first_datapoint_time": 1551441600000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759564799850,
"expiration_time": 1765807344000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 10,
"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": [
[
948850.2560204866,
769679.4548196094,
179170.8012008763,
2594730.5220925277,
506318.2263791424,
2088412.2957133795
],
[
948.850256,
769.679455,
179.170801,
2594.730522,
506.318226,
2088.412296
],
[
0.392168,
0.318115,
0.074053,
0.136232,
0.074516,
0.127619
],
[
10,
10,
10,
10,
10,
10
],
[
-101933,
-105068,
-112941,
-5938132,
-4749420,
-1619954
],
[
1.754701,
2.12349,
1.31314,
1.081756,
1.028491,
1.149534
],
[
284,
142,
142,
284,
142,
142
],
[
98,
42,
56,
98,
42,
56
],
[
186,
100,
86,
186,
100,
86
],
[
34.507042,
29.577465,
39.43662,
34.507042,
29.577465,
39.43662
],
[
3.330351,
5.055929,
2.016608,
2.05313,
2.448788,
1.765356
],
[
406589,
406589,
35451,
3589191,
3589191,
1435760
],
[
-21812,
-21812,
-20474,
-962140,
-962140,
-835225
],
[
16,
17,
16,
16,
17,
16
],
[
31,
38,
25,
31,
38,
25
],
[
9,
8,
10,
9,
8,
10
],
[
4797,
2488,
2309,
4797,
2488,
2309
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
314830,
127640,
-96801,
-144493,
-290651,
-81167
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4839,
"evaluation_days": 2419.5,
"actual_first_datapoint_time": 1550534400000,
"first_datapoint_time": 1551441600000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759564799850,
"expiration_time": 1765807344000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 10,
"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) |
|---|