| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 592364.3133 | 618001.1381 | -25636.8248 | -70091.7633 | 556362.5221 | -626454.2853 |
| Total P&L (%) | 592.3643 | 618.0011 | -25.6368 | -70.0918 | 556.3625 | -626.4543 |
| Avg Daily Profit (%) | 0.2447 | 0.2552 | -0.0106 | -0.0498 | 0.0777 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -187948 | -135703 | -106505 | -1009194 | -468188 | -730886 |
| Profit Factor | 1.6953 | 2.0073 | 0.8925 | 0.96 | 1.6131 | 0.259 |
| Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
| Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
| Losing Trades | 59 | 33 | 26 | 59 | 33 | 26 |
| Profitability (%) | 39.7959 | 32.6531 | 46.9388 | 39.7959 | 32.6531 | 46.9388 |
| Ratio Avg Win / Avg Loss | 2.5647 | 4.1401 | 1.0089 | 1.4523 | 3.3269 | 0.2927 |
| Largest Winning Trade | 399000 | 399000 | 41499 | 556881 | 556881 | 43964 |
| Largest Losing Trade | -69310 | -69310 | -38554 | -372742 | -284189 | -372742 |
| Avg Bars in Trades | 144 | 256 | 32 | 144 | 256 | 32 |
| Avg Bars in Winners | 143 | 297 | 36 | 143 | 297 | 36 |
| Avg Bars in Losers | 144 | 236 | 29 | 144 | 236 | 29 |
| Bars Traded | 14155 | 12547 | 1608 | 14155 | 12547 | 1608 |
| Profit Streak | 5.736 | 7.236 | 0 | 5.736 | 7.236 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 310552 | 228821 | -580205 | -582116 | -91648 | -581872 |
{
"trading_pair": "ZIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14527,
"evaluation_days": 2421.17,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1554163200000,
"last_datapoint_time": 1759809600000,
"evaluation_time": 1759815588885,
"expiration_time": 1766085264000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 209,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 250,
"offset": 0,
"scalar": 3
}
}
} {
"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": [
[
592364.3132532528,
618001.1380935254,
-25636.8248402724,
-70091.7632537191,
556362.5220870196,
-626454.2853407391
],
[
592.364313,
618.001138,
-25.636825,
-70.091763,
556.362522,
-626.454285
],
[
0.24466,
0.255249,
-0.010589,
-0.049841,
0.077742,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-187948,
-135703,
-106505,
-1009194,
-468188,
-730886
],
[
1.695282,
2.007344,
0.8925,
0.960014,
1.613056,
0.258968
],
[
98,
49,
49,
98,
49,
49
],
[
39,
16,
23,
39,
16,
23
],
[
59,
33,
26,
59,
33,
26
],
[
39.795918,
32.653061,
46.938776,
39.795918,
32.653061,
46.938776
],
[
2.564657,
4.140147,
1.008913,
1.452329,
3.326927,
0.292746
],
[
399000,
399000,
41499,
556881,
556881,
43964
],
[
-69310,
-69310,
-38554,
-372742,
-284189,
-372742
],
[
144,
256,
32,
144,
256,
32
],
[
143,
297,
36,
143,
297,
36
],
[
144,
236,
29,
144,
236,
29
],
[
14155,
12547,
1608,
14155,
12547,
1608
],
[
5.735982,
7.235982,
0,
5.735982,
7.235982,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
310552,
228821,
-580205,
-582116,
-91648,
-581872
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14527,
"evaluation_days": 2421.17,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1554163200000,
"last_datapoint_time": 1759809600000,
"evaluation_time": 1759815588885,
"expiration_time": 1766085264000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 209,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 250,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|