| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 247087.3553 | 395166.1862 | -148078.831 | -99681.5258 | -46439.8595 | -53241.6663 |
| Total P&L (%) | 247.0874 | 395.1662 | -148.0788 | -99.6815 | -46.4399 | -53.2417 |
| Avg Daily Profit (%) | 0.1024 | 0.1637 | -0.0614 | -0.2379 | -0.0259 | -0.0315 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -248226 | -161696 | -245561 | -165190 | -27877 | -118783 |
| Profit Factor | 1.3594 | 2.2795 | 0.609 | 0.4614 | 0.1713 | 0.5874 |
| Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
| Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
| Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
| Profitability (%) | 45.7627 | 41.3793 | 50 | 45.7627 | 41.3793 | 50 |
| Ratio Avg Win / Avg Loss | 1.6111 | 3.2293 | 0.609 | 0.5469 | 0.2427 | 0.5874 |
| Largest Winning Trade | 426450 | 426450 | 65458 | 65458 | 4163 | 65458 |
| Largest Losing Trade | -95936 | -62783 | -95936 | -102903 | -24370 | -102903 |
| Avg Bars in Trades | 76 | 61 | 91 | 76 | 61 | 91 |
| Avg Bars in Winners | 108 | 82 | 128 | 108 | 82 | 128 |
| Avg Bars in Losers | 50 | 46 | 54 | 50 | 46 | 54 |
| Bars Traded | 4535 | 1788 | 2747 | 4535 | 1788 | 2747 |
| Profit Streak | 28.4808 | 28.4808 | 63.9808 | 28.4808 | 28.4808 | 63.9808 |
| Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -234428 | 316205 | -579438 | -760460 | -583367 | -579438 |
{
"trading_pair": "ZIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4827,
"evaluation_days": 2413.5,
"actual_first_datapoint_time": 1550534400000,
"first_datapoint_time": 1559865600000,
"last_datapoint_time": 1759017600000,
"evaluation_time": 1759059139878,
"expiration_time": 1765273392000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 217,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 60,
"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": [
[
247087.3552575512,
395166.1862265058,
-148078.8309689547,
-99681.5257515777,
-46439.8594561544,
-53241.6662954232
],
[
247.087355,
395.166186,
-148.078831,
-99.681526,
-46.439859,
-53.241666
],
[
0.102377,
0.163732,
-0.061354,
-0.237934,
-0.025866,
-0.031492
],
[
10,
10,
10,
10,
10,
10
],
[
-248226,
-161696,
-245561,
-165190,
-27877,
-118783
],
[
1.359364,
2.279511,
0.609008,
0.461431,
0.171288,
0.587425
],
[
59,
29,
30,
59,
29,
30
],
[
27,
12,
15,
27,
12,
15
],
[
32,
17,
15,
32,
17,
15
],
[
45.762712,
41.37931,
50,
45.762712,
41.37931,
50
],
[
1.611098,
3.229307,
0.609008,
0.546881,
0.242659,
0.587425
],
[
426450,
426450,
65458,
65458,
4163,
65458
],
[
-95936,
-62783,
-95936,
-102903,
-24370,
-102903
],
[
76,
61,
91,
76,
61,
91
],
[
108,
82,
128,
108,
82,
128
],
[
50,
46,
54,
50,
46,
54
],
[
4535,
1788,
2747,
4535,
1788,
2747
],
[
28.480786,
28.480786,
63.980786,
28.480786,
28.480786,
63.980786
],
[
3,
1,
3,
3,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-234428,
316205,
-579438,
-760460,
-583367,
-579438
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4827,
"evaluation_days": 2413.5,
"actual_first_datapoint_time": 1550534400000,
"first_datapoint_time": 1559865600000,
"last_datapoint_time": 1759017600000,
"evaluation_time": 1759059139878,
"expiration_time": 1765273392000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 217,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 60,
"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) |
|---|