| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -615401.4216 | 65396.831 | -680798.2526 | 3225829.8813 | -4373107.3107 | 7598937.192 |
| Total P&L (%) | -615.4014 | 65.3968 | -680.7983 | 3225.8299 | -4373.1073 | 7598.9372 |
| Avg Daily Profit (%) | -0.2554 | 0.0271 | -0.2825 | 0.1455 | 0 | 0.1804 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -818179 | -64577 | -895011 | -5587264 | -5279556 | -2258849 |
| Profit Factor | 0.555 | 1.1923 | 0.3472 | 1.1652 | 0.6989 | 2.5176 |
| Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
| Winning Trades | 51 | 23 | 28 | 47 | 23 | 24 |
| Losing Trades | 33 | 19 | 14 | 37 | 19 | 18 |
| Profitability (%) | 60.7143 | 54.7619 | 66.6667 | 55.9524 | 54.7619 | 57.1429 |
| Ratio Avg Win / Avg Loss | 0.3591 | 0.985 | 0.1736 | 0.9173 | 0.5773 | 1.8882 |
| Largest Winning Trade | 60029 | 60029 | 47438 | 3130032 | 1410150 | 3130032 |
| Largest Losing Trade | -711901 | -60877 | -711901 | -3116827 | -3116827 | -1478740 |
| Avg Bars in Trades | 54 | 67 | 41 | 54 | 67 | 41 |
| Avg Bars in Winners | 34 | 45 | 25 | 40 | 41 | 39 |
| Avg Bars in Losers | 86 | 94 | 74 | 73 | 99 | 44 |
| Bars Traded | 4610 | 2847 | 1763 | 4610 | 2847 | 1763 |
| 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 | -578886 | -166911 | -578574 | -37867 | -580117 | 490987 |
{
"trading_pair": "ZIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4820,
"evaluation_days": 2410,
"actual_first_datapoint_time": 1550534400000,
"first_datapoint_time": 1557403200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758875672678,
"expiration_time": 1764961920000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 160,
"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": [
[
-615401.4216418283,
65396.8309954678,
-680798.2526372963,
3225829.88132596,
-4373107.310679046,
7598937.192005
],
[
-615.401422,
65.396831,
-680.798253,
3225.829881,
-4373.107311,
7598.937192
],
[
-0.255353,
0.027136,
-0.282489,
0.145513,
0,
0.180398
],
[
10,
10,
10,
10,
10,
10
],
[
-818179,
-64577,
-895011,
-5587264,
-5279556,
-2258849
],
[
0.555008,
1.192322,
0.347214,
1.165184,
0.698853,
2.51761
],
[
84,
42,
42,
84,
42,
42
],
[
51,
23,
28,
47,
23,
24
],
[
33,
19,
14,
37,
19,
18
],
[
60.714286,
54.761905,
66.666667,
55.952381,
54.761905,
57.142857
],
[
0.359123,
0.984962,
0.173607,
0.917273,
0.577313,
1.888207
],
[
60029,
60029,
47438,
3130032,
1410150,
3130032
],
[
-711901,
-60877,
-711901,
-3116827,
-3116827,
-1478740
],
[
54,
67,
41,
54,
67,
41
],
[
34,
45,
25,
40,
41,
39
],
[
86,
94,
74,
73,
99,
44
],
[
4610,
2847,
1763,
4610,
2847,
1763
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-578886,
-166911,
-578574,
-37867,
-580117,
490987
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4820,
"evaluation_days": 2410,
"actual_first_datapoint_time": 1550534400000,
"first_datapoint_time": 1557403200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758875672678,
"expiration_time": 1764961920000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 160,
"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) |
|---|