| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 715887.203 | 641142.3843 | 74744.8187 | 393777.1576 | 136489.4536 | 257287.7041 |
| Total P&L (%) | 715.8872 | 641.1424 | 74.7448 | 393.7772 | 136.4895 | 257.2877 |
| Avg Daily Profit (%) | 0.2965 | 0.2655 | 0.031 | 0.0662 | 0.0357 | 0.0527 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -114806 | -103479 | -130321 | -1480064 | -1284497 | -626470 |
| Profit Factor | 1.6653 | 2.1481 | 1.1444 | 1.053 | 1.0354 | 1.0719 |
| Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
| Winning Trades | 73 | 33 | 40 | 73 | 33 | 40 |
| Losing Trades | 119 | 63 | 56 | 119 | 63 | 56 |
| Profitability (%) | 38.0208 | 34.375 | 41.6667 | 38.0208 | 34.375 | 41.6667 |
| Ratio Avg Win / Avg Loss | 2.7146 | 4.1009 | 1.6022 | 1.7166 | 1.9768 | 1.5007 |
| Largest Winning Trade | 345226 | 345226 | 64774 | 959049 | 959049 | 604953 |
| Largest Losing Trade | -38640 | -38640 | -25224 | -409159 | -331566 | -409159 |
| Avg Bars in Trades | 74 | 71 | 78 | 74 | 71 | 78 |
| Avg Bars in Winners | 122 | 121 | 123 | 122 | 121 | 123 |
| Avg Bars in Losers | 45 | 44 | 46 | 45 | 44 | 46 |
| Bars Traded | 14356 | 6838 | 7518 | 14356 | 6838 | 7518 |
| 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 | 301080 | 227138 | -215656 | -269344 | -332072 | -266285 |
{
"trading_pair": "ZIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14488,
"evaluation_days": 2414.67,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1551657600000,
"last_datapoint_time": 1759248000000,
"evaluation_time": 1759265061119,
"expiration_time": 1765506816000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 77,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 69,
"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": [
[
715887.203005129,
641142.3842873112,
74744.8187178184,
393777.1576358892,
136489.4535858614,
257287.704050027
],
[
715.887203,
641.142384,
74.744819,
393.777158,
136.489454,
257.287704
],
[
0.296474,
0.26552,
0.030954,
0.066156,
0.035652,
0.052749
],
[
10,
10,
10,
10,
10,
10
],
[
-114806,
-103479,
-130321,
-1480064,
-1284497,
-626470
],
[
1.665271,
2.148106,
1.144393,
1.053021,
1.035444,
1.071949
],
[
192,
96,
96,
192,
96,
96
],
[
73,
33,
40,
73,
33,
40
],
[
119,
63,
56,
119,
63,
56
],
[
38.020833,
34.375,
41.666667,
38.020833,
34.375,
41.666667
],
[
2.714619,
4.100929,
1.60215,
1.716568,
1.976756,
1.500729
],
[
345226,
345226,
64774,
959049,
959049,
604953
],
[
-38640,
-38640,
-25224,
-409159,
-331566,
-409159
],
[
74,
71,
78,
74,
71,
78
],
[
122,
121,
123,
122,
121,
123
],
[
45,
44,
46,
45,
44,
46
],
[
14356,
6838,
7518,
14356,
6838,
7518
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
301080,
227138,
-215656,
-269344,
-332072,
-266285
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14488,
"evaluation_days": 2414.67,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1551657600000,
"last_datapoint_time": 1759248000000,
"evaluation_time": 1759265061119,
"expiration_time": 1765506816000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 77,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 69,
"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) |
|---|