| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 941602.7379 | 748450.5507 | 193152.1871 | 3772226.5815 | 796421.9592 | 2975804.6223 |
| Total P&L (%) | 941.6027 | 748.4506 | 193.1522 | 3772.2266 | 796.422 | 2975.8046 |
| Avg Daily Profit (%) | 0.3901 | 0.31 | 0.08 | 0.1516 | 0.0909 | 0.142 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -101735 | -78354 | -117396 | -8705080 | -6420497 | -3615963 |
| Profit Factor | 2.1664 | 2.787 | 1.4972 | 1.1207 | 1.0489 | 1.1988 |
| Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
| Winning Trades | 57 | 23 | 34 | 57 | 23 | 34 |
| Losing Trades | 103 | 57 | 46 | 103 | 57 | 46 |
| Profitability (%) | 35.625 | 28.75 | 42.5 | 35.625 | 28.75 | 42.5 |
| Ratio Avg Win / Avg Loss | 3.9147 | 6.907 | 2.0256 | 2.0251 | 2.5994 | 1.6219 |
| Largest Winning Trade | 315133 | 315133 | 63454 | 4918932 | 4918932 | 2408107 |
| Largest Losing Trade | -29299 | -23607 | -29299 | -2352548 | -1283572 | -2352548 |
| Avg Bars in Trades | 28 | 25 | 31 | 28 | 25 | 31 |
| Avg Bars in Winners | 53 | 53 | 52 | 53 | 53 | 52 |
| Avg Bars in Losers | 14 | 14 | 15 | 14 | 14 | 15 |
| Bars Traded | 4573 | 2048 | 2525 | 4573 | 2048 | 2525 |
| 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 | 335133 | -18170 | -106096 | -83517 | -269290 | -26151 |
{
"trading_pair": "ZIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4828,
"evaluation_days": 2414,
"actual_first_datapoint_time": 1550534400000,
"first_datapoint_time": 1557835200000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759062130478,
"expiration_time": 1765317888000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 32,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 170,
"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": [
[
941602.7378503196,
748450.5507298246,
193152.1871204951,
3772226.5814990783,
796421.9591510468,
2975804.622348032
],
[
941.602738,
748.450551,
193.152187,
3772.226581,
796.421959,
2975.804622
],
[
0.390059,
0.310046,
0.080013,
0.151582,
0.090896,
0.142029
],
[
10,
10,
10,
10,
10,
10
],
[
-101735,
-78354,
-117396,
-8705080,
-6420497,
-3615963
],
[
2.16637,
2.787032,
1.497213,
1.120681,
1.048898,
1.198779
],
[
160,
80,
80,
160,
80,
80
],
[
57,
23,
34,
57,
23,
34
],
[
103,
57,
46,
103,
57,
46
],
[
35.625,
28.75,
42.5,
35.625,
28.75,
42.5
],
[
3.914669,
6.906992,
2.025641,
2.02509,
2.599443,
1.621877
],
[
315133,
315133,
63454,
4918932,
4918932,
2408107
],
[
-29299,
-23607,
-29299,
-2352548,
-1283572,
-2352548
],
[
28,
25,
31,
28,
25,
31
],
[
53,
53,
52,
53,
53,
52
],
[
14,
14,
15,
14,
14,
15
],
[
4573,
2048,
2525,
4573,
2048,
2525
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
335133,
-18170,
-106096,
-83517,
-269290,
-26151
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4828,
"evaluation_days": 2414,
"actual_first_datapoint_time": 1550534400000,
"first_datapoint_time": 1557835200000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759062130478,
"expiration_time": 1765317888000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 32,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 170,
"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) |
|---|