| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 676503.9381 | 577986.9843 | 98516.9537 | 508305.6862 | -172099.6023 | 680405.2885 |
| Total P&L (%) | 676.5039 | 577.987 | 98.517 | 508.3057 | -172.0996 | 680.4053 |
| Avg Daily Profit (%) | 0.2794 | 0.2387 | 0.0407 | 0.0746 | 0 | 0.0849 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -153865 | -107416 | -249374 | -2409746 | -2084771 | -1249610 |
| Profit Factor | 1.3046 | 1.5272 | 1.0876 | 1.0258 | 0.9831 | 1.0712 |
| Total Trades | 838 | 419 | 419 | 838 | 419 | 419 |
| Winning Trades | 290 | 135 | 155 | 290 | 135 | 155 |
| Losing Trades | 548 | 284 | 264 | 548 | 284 | 264 |
| Profitability (%) | 34.6062 | 32.2196 | 36.9928 | 34.6062 | 32.2196 | 36.9928 |
| Ratio Avg Win / Avg Loss | 2.4653 | 3.2127 | 1.8524 | 1.9383 | 2.0681 | 1.8244 |
| Largest Winning Trade | 278514 | 278514 | 40404 | 1101348 | 1101348 | 476784 |
| Largest Losing Trade | -23041 | -22348 | -23041 | -347641 | -347641 | -233602 |
| Avg Bars in Trades | 17 | 18 | 15 | 17 | 18 | 15 |
| Avg Bars in Winners | 32 | 37 | 28 | 32 | 37 | 28 |
| Avg Bars in Losers | 9 | 9 | 8 | 9 | 9 | 8 |
| Bars Traded | 14477 | 7801 | 6676 | 14477 | 7801 | 6676 |
| 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 | 309881 | 214183 | -264745 | -285329 | -583002 | -223481 |
{
"trading_pair": "ZIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14527,
"evaluation_days": 2421.17,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1551038400000,
"last_datapoint_time": 1759809600000,
"evaluation_time": 1759815587444,
"expiration_time": 1766085264000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 34,
"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": [
[
676503.9380674945,
577986.9843307454,
98516.9537367497,
508305.6861856161,
-172099.6022889797,
680405.2884745952
],
[
676.503938,
577.986984,
98.516954,
508.305686,
-172.099602,
680.405288
],
[
0.279412,
0.238722,
0.04069,
0.074599,
0,
0.084898
],
[
10,
10,
10,
10,
10,
10
],
[
-153865,
-107416,
-249374,
-2409746,
-2084771,
-1249610
],
[
1.304605,
1.527157,
1.087609,
1.025766,
0.98307,
1.071157
],
[
838,
419,
419,
838,
419,
419
],
[
290,
135,
155,
290,
135,
155
],
[
548,
284,
264,
548,
284,
264
],
[
34.606205,
32.21957,
36.99284,
34.606205,
32.21957,
36.99284
],
[
2.465253,
3.212687,
1.852444,
1.938345,
2.068088,
1.824422
],
[
278514,
278514,
40404,
1101348,
1101348,
476784
],
[
-23041,
-22348,
-23041,
-347641,
-347641,
-233602
],
[
17,
18,
15,
17,
18,
15
],
[
32,
37,
28,
32,
37,
28
],
[
9,
9,
8,
9,
9,
8
],
[
14477,
7801,
6676,
14477,
7801,
6676
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
309881,
214183,
-264745,
-285329,
-583002,
-223481
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14527,
"evaluation_days": 2421.17,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1551038400000,
"last_datapoint_time": 1759809600000,
"evaluation_time": 1759815587444,
"expiration_time": 1766085264000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 34,
"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) |
|---|