| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 778009.3462 | 893329.7899 | -115320.4437 | -104896.8005 | 64560.6568 | -169457.4573 |
| Total P&L (%) | 778.0093 | 893.3298 | -115.3204 | -104.8968 | 64.5607 | -169.4575 |
| Avg Daily Profit (%) | 0.322 | 0.3697 | -0.0477 | 0 | 0.0206 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -271974 | -172210 | -275162 | -272412 | -155291 | -203700 |
| Profit Factor | 1.896 | 3.2429 | 0.7547 | 0.8004 | 1.2464 | 0.3571 |
| Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
| Winning Trades | 43 | 20 | 23 | 54 | 30 | 24 |
| Losing Trades | 63 | 33 | 30 | 52 | 23 | 29 |
| Profitability (%) | 40.566 | 37.7358 | 43.3962 | 50.9434 | 56.6038 | 45.283 |
| Ratio Avg Win / Avg Loss | 2.7778 | 5.3509 | 0.9844 | 0.7708 | 0.9556 | 0.4315 |
| Largest Winning Trade | 846348 | 846348 | 66629 | 234107 | 234107 | 46224 |
| Largest Losing Trade | -115006 | -54145 | -115006 | -122510 | -122510 | -81572 |
| Avg Bars in Trades | 132 | 101 | 163 | 132 | 101 | 163 |
| Avg Bars in Winners | 180 | 148 | 207 | 107 | 101 | 116 |
| Avg Bars in Losers | 100 | 73 | 129 | 158 | 102 | 202 |
| Bars Traded | 14054 | 5400 | 8654 | 14054 | 5400 | 8654 |
| Profit Streak | 0 | 0 | 17.4951 | 9.4951 | 42.4951 | 0 |
| Trades During Streak | 0 | 0 | 1 | 1 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 334546 | -169137 | -762833 | -579708 | -345367 | -762667 |
{
"trading_pair": "ZIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14498,
"evaluation_days": 2416.33,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1553486400000,
"last_datapoint_time": 1759392000000,
"evaluation_time": 1759405973195,
"expiration_time": 1765655136000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 203,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 74,
"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": [
[
778009.3461705956,
893329.7898977998,
-115320.4437272049,
-104896.8005041979,
64560.6567829312,
-169457.4572871291
],
[
778.009346,
893.32979,
-115.320444,
-104.896801,
64.560657,
-169.457457
],
[
0.32198,
0.369705,
-0.047725,
0,
0.020616,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-271974,
-172210,
-275162,
-272412,
-155291,
-203700
],
[
1.895968,
3.242949,
0.754669,
0.800428,
1.246397,
0.357115
],
[
106,
53,
53,
106,
53,
53
],
[
43,
20,
23,
54,
30,
24
],
[
63,
33,
30,
52,
23,
29
],
[
40.566038,
37.735849,
43.396226,
50.943396,
56.603774,
45.283019
],
[
2.777814,
5.350867,
0.984351,
0.770782,
0.955571,
0.431514
],
[
846348,
846348,
66629,
234107,
234107,
46224
],
[
-115006,
-54145,
-115006,
-122510,
-122510,
-81572
],
[
132,
101,
163,
132,
101,
163
],
[
180,
148,
207,
107,
101,
116
],
[
100,
73,
129,
158,
102,
202
],
[
14054,
5400,
8654,
14054,
5400,
8654
],
[
0,
0,
17.49506,
9.49506,
42.49506,
0
],
[
0,
0,
1,
1,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
334546,
-169137,
-762833,
-579708,
-345367,
-762667
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14498,
"evaluation_days": 2416.33,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1553486400000,
"last_datapoint_time": 1759392000000,
"evaluation_time": 1759405973195,
"expiration_time": 1765655136000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 203,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 74,
"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) |
|---|