| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 877953.3463 | 942071.1651 | -64117.8189 | -130323.6868 | 339295.1745 | -469618.8612 |
| Total P&L (%) | 877.9533 | 942.0712 | -64.1178 | -130.3237 | 339.2952 | -469.6189 |
| Avg Daily Profit (%) | 0.3644 | 0.391 | -0.0266 | 0 | 0.0614 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -282844 | -171767 | -235384 | -963287 | -603564 | -547183 |
| Profit Factor | 2.0788 | 3.9281 | 0.8697 | 0.9121 | 1.464 | 0.3754 |
| Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
| Winning Trades | 44 | 21 | 23 | 46 | 25 | 21 |
| Losing Trades | 47 | 24 | 23 | 45 | 20 | 25 |
| Profitability (%) | 48.3516 | 46.6667 | 50 | 50.5495 | 55.5556 | 45.6522 |
| Ratio Avg Win / Avg Loss | 2.2205 | 4.4892 | 0.8697 | 0.8923 | 1.1712 | 0.4469 |
| Largest Winning Trade | 939577 | 939577 | 62749 | 798523 | 798523 | 44427 |
| Largest Losing Trade | -125758 | -42605 | -125758 | -359521 | -359521 | -259989 |
| Avg Bars in Trades | 102 | 81 | 122 | 102 | 81 | 122 |
| Avg Bars in Winners | 134 | 107 | 159 | 90 | 73 | 111 |
| Avg Bars in Losers | 72 | 59 | 85 | 114 | 92 | 131 |
| Bars Traded | 9316 | 3677 | 5639 | 9316 | 3677 | 5639 |
| Profit Streak | 0 | 0 | 0 | 26.7896 | 33.7896 | 26.7896 |
| Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 467891 | 556164 | -580704 | -579448 | -108460 | -581853 |
{
"trading_pair": "ZIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9637,
"evaluation_days": 2409.25,
"actual_first_datapoint_time": 1550556000000,
"first_datapoint_time": 1555480800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758913022949,
"expiration_time": 1764959976000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 229,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 72,
"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": [
[
877953.3462797302,
942071.1651483646,
-64117.8188686348,
-130323.6867816088,
339295.1744536621,
-469618.8612352708
],
[
877.953346,
942.071165,
-64.117819,
-130.323687,
339.295174,
-469.618861
],
[
0.364409,
0.391023,
-0.026613,
0,
0.061449,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-282844,
-171767,
-235384,
-963287,
-603564,
-547183
],
[
2.078782,
3.928089,
0.869706,
0.912126,
1.464038,
0.375416
],
[
91,
45,
46,
91,
45,
46
],
[
44,
21,
23,
46,
25,
21
],
[
47,
24,
23,
45,
20,
25
],
[
48.351648,
46.666667,
50,
50.549451,
55.555556,
45.652174
],
[
2.220518,
4.489245,
0.869706,
0.892297,
1.17123,
0.446924
],
[
939577,
939577,
62749,
798523,
798523,
44427
],
[
-125758,
-42605,
-125758,
-359521,
-359521,
-259989
],
[
102,
81,
122,
102,
81,
122
],
[
134,
107,
159,
90,
73,
111
],
[
72,
59,
85,
114,
92,
131
],
[
9316,
3677,
5639,
9316,
3677,
5639
],
[
0,
0,
0,
26.789617,
33.789617,
26.789617
],
[
0,
0,
0,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
467891,
556164,
-580704,
-579448,
-108460,
-581853
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9637,
"evaluation_days": 2409.25,
"actual_first_datapoint_time": 1550556000000,
"first_datapoint_time": 1555480800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758913022949,
"expiration_time": 1764959976000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 229,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 72,
"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) |
|---|