| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 727761.1496 | 579409.7071 | 148351.4425 | 1209132.6494 | 947948.248 | 261184.4014 |
| Total P&L (%) | 727.7612 | 579.4097 | 148.3514 | 1209.1326 | 947.9482 | 261.1844 |
| Avg Daily Profit (%) | 0.3003 | 0.2391 | 0.0612 | 0.1062 | 0.097 | 0.053 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -114301 | -91845 | -113353 | -1805552 | -1531591 | -852216 |
| Profit Factor | 1.5288 | 1.7747 | 1.2361 | 1.0884 | 1.1239 | 1.0434 |
| Total Trades | 296 | 148 | 148 | 296 | 148 | 148 |
| Winning Trades | 115 | 53 | 62 | 115 | 53 | 62 |
| Losing Trades | 181 | 95 | 86 | 181 | 95 | 86 |
| Profitability (%) | 38.8514 | 35.8108 | 41.8919 | 38.8514 | 35.8108 | 41.8919 |
| Ratio Avg Win / Avg Loss | 2.4062 | 3.181 | 1.7146 | 1.7131 | 2.0146 | 1.4473 |
| Largest Winning Trade | 239023 | 239023 | 38925 | 1294660 | 1294660 | 641725 |
| Largest Losing Trade | -43343 | -43343 | -29449 | -826001 | -826001 | -341748 |
| Avg Bars in Trades | 48 | 51 | 44 | 48 | 51 | 44 |
| Avg Bars in Winners | 74 | 82 | 67 | 74 | 82 | 67 |
| Avg Bars in Losers | 31 | 34 | 28 | 31 | 34 | 28 |
| Bars Traded | 14332 | 7680 | 6652 | 14332 | 7680 | 6652 |
| Profit Streak | 0 | 0 | 19.591 | 0 | 0 | 19.591 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 313218 | 218038 | -113148 | -175736 | -151865 | -297705 |
{
"trading_pair": "ZIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14542,
"evaluation_days": 2423.67,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1553184000000,
"last_datapoint_time": 1760025600000,
"evaluation_time": 1760033458877,
"expiration_time": 1766307744000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 170,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 30,
"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": [
[
727761.1495637896,
579409.7070766262,
148351.4424871639,
1209132.6493982316,
947948.2479560868,
261184.4014421442
],
[
727.76115,
579.409707,
148.351442,
1209.132649,
947.948248,
261.184401
],
[
0.300272,
0.239063,
0.061209,
0.106174,
0.096983,
0.053001
],
[
10,
10,
10,
10,
10,
10
],
[
-114301,
-91845,
-113353,
-1805552,
-1531591,
-852216
],
[
1.528803,
1.774656,
1.236121,
1.088447,
1.123918,
1.04338
],
[
296,
148,
148,
296,
148,
148
],
[
115,
53,
62,
115,
53,
62
],
[
181,
95,
86,
181,
95,
86
],
[
38.851351,
35.810811,
41.891892,
38.851351,
35.810811,
41.891892
],
[
2.406203,
3.180987,
1.71462,
1.713122,
2.014569,
1.447269
],
[
239023,
239023,
38925,
1294660,
1294660,
641725
],
[
-43343,
-43343,
-29449,
-826001,
-826001,
-341748
],
[
48,
51,
44,
48,
51,
44
],
[
74,
82,
67,
74,
82,
67
],
[
31,
34,
28,
31,
34,
28
],
[
14332,
7680,
6652,
14332,
7680,
6652
],
[
0,
0,
19.590959,
0,
0,
19.590959
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
313218,
218038,
-113148,
-175736,
-151865,
-297705
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14542,
"evaluation_days": 2423.67,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1553184000000,
"last_datapoint_time": 1760025600000,
"evaluation_time": 1760033458877,
"expiration_time": 1766307744000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 170,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 30,
"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) |
|---|