| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 931439.0508 | 843150.3251 | 88288.7257 | 538022.2049 | -26623.8844 | 564646.0893 |
| Total P&L (%) | 931.4391 | 843.1503 | 88.2887 | 538.0222 | -26.6239 | 564.6461 |
| Avg Daily Profit (%) | 0.3842 | 0.3478 | 0.0364 | 0.0765 | -0.0128 | 0.0782 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -108463 | -62220 | -142244 | -689346 | -508479 | -279692 |
| Profit Factor | 2.6983 | 4.1174 | 1.3176 | 1.2588 | 0.9772 | 1.6183 |
| Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
| Winning Trades | 21 | 9 | 12 | 21 | 9 | 12 |
| Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
| Profitability (%) | 36.2069 | 31.0345 | 41.3793 | 36.2069 | 31.0345 | 41.3793 |
| Ratio Avg Win / Avg Loss | 4.7542 | 9.1499 | 1.8666 | 2.2178 | 2.1715 | 2.2925 |
| Largest Winning Trade | 648295 | 648295 | 65065 | 370442 | 237813 | 370442 |
| Largest Losing Trade | -40366 | -28025 | -40366 | -176984 | -176984 | -145458 |
| Avg Bars in Trades | 80 | 67 | 94 | 80 | 67 | 94 |
| Avg Bars in Winners | 158 | 135 | 175 | 158 | 135 | 175 |
| Avg Bars in Losers | 36 | 36 | 36 | 36 | 36 | 36 |
| Bars Traded | 4685 | 1954 | 2731 | 4685 | 1954 | 2731 |
| 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 | -170381 | 324642 | -146357 | -274633 | -585430 | -88529 |
{
"trading_pair": "ZIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4849,
"evaluation_days": 2424.5,
"actual_first_datapoint_time": 1550534400000,
"first_datapoint_time": 1556107200000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1760005960060,
"expiration_time": 1766252304000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 130,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 12,
"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": [
[
931439.050779801,
843150.3250582962,
88288.7257215046,
538022.2049315447,
-26623.8843523038,
564646.0892838485
],
[
931.439051,
843.150325,
88.288726,
538.022205,
-26.623884,
564.646089
],
[
0.384178,
0.347763,
0.036415,
0.076466,
-0.012768,
0.078153
],
[
10,
10,
10,
10,
10,
10
],
[
-108463,
-62220,
-142244,
-689346,
-508479,
-279692
],
[
2.698331,
4.117435,
1.317607,
1.258769,
0.977164,
1.618251
],
[
58,
29,
29,
58,
29,
29
],
[
21,
9,
12,
21,
9,
12
],
[
37,
20,
17,
37,
20,
17
],
[
36.206897,
31.034483,
41.37931,
36.206897,
31.034483,
41.37931
],
[
4.754202,
9.149856,
1.86661,
2.21783,
2.171475,
2.292522
],
[
648295,
648295,
65065,
370442,
237813,
370442
],
[
-40366,
-28025,
-40366,
-176984,
-176984,
-145458
],
[
80,
67,
94,
80,
67,
94
],
[
158,
135,
175,
158,
135,
175
],
[
36,
36,
36,
36,
36,
36
],
[
4685,
1954,
2731,
4685,
1954,
2731
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-170381,
324642,
-146357,
-274633,
-585430,
-88529
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4849,
"evaluation_days": 2424.5,
"actual_first_datapoint_time": 1550534400000,
"first_datapoint_time": 1556107200000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1760005960060,
"expiration_time": 1766252304000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 130,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 12,
"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) |
|---|