| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 934306.5624 | 936303.7332 | -1997.1708 | -35018.2719 | 28133.4835 | -63151.7554 |
| Total P&L (%) | 934.3066 | 936.3037 | -1.9972 | -35.0183 | 28.1335 | -63.1518 |
| Avg Daily Profit (%) | 0.3878 | 0.3886 | -0.0008 | -0.0179 | 0.0103 | -0.0414 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -103675 | -91640 | -147903 | -117712 | -95936 | -94016 |
| Profit Factor | 2.1909 | 3.8893 | 0.9957 | 0.9397 | 1.1091 | 0.8041 |
| Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
| Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
| Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
| Profitability (%) | 44.3299 | 43.75 | 44.898 | 44.3299 | 43.75 | 44.898 |
| Ratio Avg Win / Avg Loss | 2.7514 | 5.0005 | 1.222 | 1.18 | 1.4259 | 0.9868 |
| Largest Winning Trade | 853706 | 853706 | 65651 | 139543 | 139543 | 44617 |
| Largest Losing Trade | -66652 | -32054 | -66652 | -45158 | -45158 | -36435 |
| Avg Bars in Trades | 96 | 72 | 120 | 96 | 72 | 120 |
| Avg Bars in Winners | 117 | 88 | 146 | 117 | 88 | 146 |
| Avg Bars in Losers | 79 | 60 | 99 | 79 | 60 | 99 |
| Bars Traded | 9367 | 3480 | 5887 | 9367 | 3480 | 5887 |
| Profit Streak | 27.7674 | 52.0174 | 27.7674 | 27.7674 | 52.0174 | 27.7674 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 463536 | 549933 | -580458 | -580046 | -284271 | -582125 |
{
"trading_pair": "ZIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9637,
"evaluation_days": 2409.25,
"actual_first_datapoint_time": 1550556000000,
"first_datapoint_time": 1555567200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758911105423,
"expiration_time": 1764959976000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 233,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 34,
"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": [
[
934306.5623733609,
936303.7331815168,
-1997.1708081562,
-35018.2719217259,
28133.483461078,
-63151.755382804
],
[
934.306562,
936.303733,
-1.997171,
-35.018272,
28.133483,
-63.151755
],
[
0.3878,
0.388629,
-0.000829,
-0.01789,
0.01029,
-0.04143
],
[
10,
10,
10,
10,
10,
10
],
[
-103675,
-91640,
-147903,
-117712,
-95936,
-94016
],
[
2.1909,
3.889272,
0.995663,
0.939654,
1.109067,
0.804084
],
[
97,
48,
49,
97,
48,
49
],
[
43,
21,
22,
43,
21,
22
],
[
54,
27,
27,
54,
27,
27
],
[
44.329897,
43.75,
44.897959,
44.329897,
43.75,
44.897959
],
[
2.751362,
5.000492,
1.22195,
1.18003,
1.425943,
0.986831
],
[
853706,
853706,
65651,
139543,
139543,
44617
],
[
-66652,
-32054,
-66652,
-45158,
-45158,
-36435
],
[
96,
72,
120,
96,
72,
120
],
[
117,
88,
146,
117,
88,
146
],
[
79,
60,
99,
79,
60,
99
],
[
9367,
3480,
5887,
9367,
3480,
5887
],
[
27.767424,
52.017424,
27.767424,
27.767424,
52.017424,
27.767424
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
463536,
549933,
-580458,
-580046,
-284271,
-582125
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9637,
"evaluation_days": 2409.25,
"actual_first_datapoint_time": 1550556000000,
"first_datapoint_time": 1555567200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758911105423,
"expiration_time": 1764959976000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 233,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 34,
"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) |
|---|