| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 915138.3138 | 768276.0626 | 146862.2512 | 1197977.0781 | 2753211.1684 | -1555234.0902 |
| Total P&L (%) | 915.1383 | 768.2761 | 146.8623 | 1197.9771 | 2753.2112 | -1555.2341 |
| Avg Daily Profit (%) | 0.38 | 0.319 | 0.061 | 0.1065 | 0.1392 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -172083 | -112336 | -109600 | -4189988 | -3344969 | -4105851 |
| Profit Factor | 2.2174 | 2.9183 | 1.4182 | 1.0857 | 1.4124 | 0.7871 |
| Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
| Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
| Losing Trades | 65 | 36 | 29 | 65 | 36 | 29 |
| Profitability (%) | 38.6792 | 32.0755 | 45.283 | 38.6792 | 32.0755 | 45.283 |
| Ratio Avg Win / Avg Loss | 3.5155 | 6.1799 | 1.7136 | 1.7212 | 2.9909 | 0.9511 |
| Largest Winning Trade | 383510 | 383510 | 71207 | 2644903 | 2644903 | 1580690 |
| Largest Losing Trade | -69785 | -34054 | -69785 | -3129118 | -1656155 | -3129118 |
| Avg Bars in Trades | 132 | 120 | 144 | 132 | 120 | 144 |
| Avg Bars in Winners | 229 | 223 | 232 | 229 | 223 | 232 |
| Avg Bars in Losers | 72 | 72 | 71 | 72 | 72 | 71 |
| Bars Traded | 14076 | 6405 | 7672 | 14076 | 6405 | 7672 |
| 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 | 348305 | -172676 | -291476 | -179691 | -192171 | -762667 |
{
"trading_pair": "ZIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14451,
"evaluation_days": 2408.5,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1553702400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758832662820,
"expiration_time": 1764958032000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 94,
"offset": 0,
"a": 0.76166
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 218,
"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": [
[
915138.313834666,
768276.0625883107,
146862.251246355,
1197977.078138319,
2753211.168379461,
-1555234.0902411419
],
[
915.138314,
768.276063,
146.862251,
1197.977078,
2753.211168,
-1555.23409
],
[
0.379962,
0.318985,
0.060977,
0.106488,
0.13923,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-172083,
-112336,
-109600,
-4189988,
-3344969,
-4105851
],
[
2.217448,
2.918286,
1.418191,
1.085683,
1.412375,
0.787101
],
[
106,
53,
53,
106,
53,
53
],
[
41,
17,
24,
41,
17,
24
],
[
65,
36,
29,
65,
36,
29
],
[
38.679245,
32.075472,
45.283019,
38.679245,
32.075472,
45.283019
],
[
3.515466,
6.179899,
1.713648,
1.721205,
2.990913,
0.951081
],
[
383510,
383510,
71207,
2644903,
2644903,
1580690
],
[
-69785,
-34054,
-69785,
-3129118,
-1656155,
-3129118
],
[
132,
120,
144,
132,
120,
144
],
[
229,
223,
232,
229,
223,
232
],
[
72,
72,
71,
72,
72,
71
],
[
14076,
6405,
7672,
14076,
6405,
7672
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
348305,
-172676,
-291476,
-179691,
-192171,
-762667
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14451,
"evaluation_days": 2408.5,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1553702400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758832662820,
"expiration_time": 1764958032000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 94,
"offset": 0,
"a": 0.76166
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 218,
"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) |
|---|