| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 903320.7015 | 892649.0624 | 10671.6392 | 17823.6835 | -132071.8299 | 149895.5133 |
| Total P&L (%) | 903.3207 | 892.6491 | 10.6716 | 17.8237 | -132.0718 | 149.8955 |
| Avg Daily Profit (%) | 0.3748 | 0.3704 | 0.0044 | 0.0068 | 0 | 0.038 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -249875 | -235030 | -53271 | -2436241 | -2505138 | -521464 |
| Profit Factor | 2.6409 | 3.4116 | 1.0592 | 1.0049 | 0.9527 | 1.1805 |
| Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
| Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
| Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
| Profitability (%) | 45.0704 | 42.8571 | 47.2222 | 45.0704 | 42.8571 | 47.2222 |
| Ratio Avg Win / Avg Loss | 3.2186 | 4.5489 | 1.1838 | 1.2247 | 1.2702 | 1.3194 |
| Largest Winning Trade | 901693 | 901693 | 32366 | 2195767 | 2195767 | 393986 |
| Largest Losing Trade | -43117 | -43117 | -27189 | -1002274 | -1002274 | -400239 |
| Avg Bars in Trades | 63 | 96 | 31 | 63 | 96 | 31 |
| Avg Bars in Winners | 65 | 96 | 39 | 65 | 96 | 39 |
| Avg Bars in Losers | 61 | 96 | 23 | 61 | 96 | 23 |
| Bars Traded | 4494 | 3375 | 1119 | 4494 | 3375 | 1119 |
| Profit Streak | 0 | 109.9111 | 0 | 0 | 109.9111 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -78625 | 496562 | -488310 | -500379 | -581336 | -165169 |
{
"trading_pair": "ZIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4820,
"evaluation_days": 2410,
"actual_first_datapoint_time": 1550534400000,
"first_datapoint_time": 1558224000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758966716217,
"expiration_time": 1764961920000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 179,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 154,
"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": [
[
903320.7015237819,
892649.0623552781,
10671.6391685035,
17823.683455775,
-132071.8298647535,
149895.5133205282
],
[
903.320702,
892.649062,
10.671639,
17.823683,
-132.07183,
149.895513
],
[
0.374822,
0.370394,
0.004428,
0.006806,
0,
0.03801
],
[
10,
10,
10,
10,
10,
10
],
[
-249875,
-235030,
-53271,
-2436241,
-2505138,
-521464
],
[
2.640893,
3.411645,
1.059167,
1.004922,
0.952681,
1.180515
],
[
71,
35,
36,
71,
35,
36
],
[
32,
15,
17,
32,
15,
17
],
[
39,
20,
19,
39,
20,
19
],
[
45.070423,
42.857143,
47.222222,
45.070423,
42.857143,
47.222222
],
[
3.218588,
4.54886,
1.183775,
1.224748,
1.270241,
1.319399
],
[
901693,
901693,
32366,
2195767,
2195767,
393986
],
[
-43117,
-43117,
-27189,
-1002274,
-1002274,
-400239
],
[
63,
96,
31,
63,
96,
31
],
[
65,
96,
39,
65,
96,
39
],
[
61,
96,
23,
61,
96,
23
],
[
4494,
3375,
1119,
4494,
3375,
1119
],
[
0,
109.911067,
0,
0,
109.911067,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-78625,
496562,
-488310,
-500379,
-581336,
-165169
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4820,
"evaluation_days": 2410,
"actual_first_datapoint_time": 1550534400000,
"first_datapoint_time": 1558224000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758966716217,
"expiration_time": 1764961920000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 179,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 154,
"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) |
|---|