| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 750655.8231 | 648737.6877 | 101918.1354 | 421327.9158 | -441908.7929 | 863236.7087 |
| Total P&L (%) | 750.6558 | 648.7377 | 101.9181 | 421.3279 | -441.9088 | 863.2367 |
| Avg Daily Profit (%) | 0.3115 | 0.2692 | 0.0423 | 0.0685 | 0 | 0.094 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -154820 | -138545 | -45017 | -5148171 | -5613870 | -531075 |
| Profit Factor | 1.883 | 1.9366 | 1.6473 | 1.0329 | 0.9608 | 1.5573 |
| Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
| Winning Trades | 80 | 36 | 44 | 80 | 36 | 44 |
| Losing Trades | 96 | 52 | 44 | 96 | 52 | 44 |
| Profitability (%) | 45.4545 | 40.9091 | 50 | 45.4545 | 40.9091 | 50 |
| Ratio Avg Win / Avg Loss | 2.2596 | 2.7974 | 1.6473 | 1.2394 | 1.3878 | 1.5573 |
| Largest Winning Trade | 233388 | 233388 | 25164 | 2485914 | 2485914 | 710281 |
| Largest Losing Trade | -61466 | -61466 | -14691 | -3306011 | -3306011 | -212590 |
| Avg Bars in Trades | 27 | 51 | 3 | 27 | 51 | 3 |
| Avg Bars in Winners | 25 | 51 | 3 | 25 | 51 | 3 |
| Avg Bars in Losers | 28 | 50 | 2 | 28 | 50 | 2 |
| Bars Traded | 4788 | 4503 | 285 | 4788 | 4503 | 285 |
| 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 | 431890 | 304299 | -133341 | -286370 | -582965 | -64285 |
{
"trading_pair": "ZIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4820,
"evaluation_days": 2410,
"actual_first_datapoint_time": 1550534400000,
"first_datapoint_time": 1551744000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758875676321,
"expiration_time": 1764961920000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 29,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 3,
"offset": 0,
"scalar": 1
}
}
}
{
"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": [
[
750655.823097266,
648737.6877358921,
101918.1353613743,
421327.9157648997,
-441908.7929434936,
863236.7087083932
],
[
750.655823,
648.737688,
101.918135,
421.327916,
-441.908793,
863.236709
],
[
0.311475,
0.269186,
0.04229,
0.068538,
0,
0.094033
],
[
10,
10,
10,
10,
10,
10
],
[
-154820,
-138545,
-45017,
-5148171,
-5613870,
-531075
],
[
1.883037,
1.936636,
1.64727,
1.032861,
0.960799,
1.557342
],
[
176,
88,
88,
176,
88,
88
],
[
80,
36,
44,
80,
36,
44
],
[
96,
52,
44,
96,
52,
44
],
[
45.454545,
40.909091,
50,
45.454545,
40.909091,
50
],
[
2.259645,
2.797363,
1.64727,
1.239433,
1.38782,
1.557342
],
[
233388,
233388,
25164,
2485914,
2485914,
710281
],
[
-61466,
-61466,
-14691,
-3306011,
-3306011,
-212590
],
[
27,
51,
3,
27,
51,
3
],
[
25,
51,
3,
25,
51,
3
],
[
28,
50,
2,
28,
50,
2
],
[
4788,
4503,
285,
4788,
4503,
285
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
431890,
304299,
-133341,
-286370,
-582965,
-64285
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4820,
"evaluation_days": 2410,
"actual_first_datapoint_time": 1550534400000,
"first_datapoint_time": 1551744000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758875676321,
"expiration_time": 1764961920000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 29,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 3,
"offset": 0,
"scalar": 1
}
}
}
| # | 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) |
|---|