| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 703905.3377 | 607430.2959 | 96475.0418 | 558576.5818 | 116590.9094 | 441985.6723 |
| Total P&L (%) | 703.9053 | 607.4303 | 96.475 | 558.5766 | 116.5909 | 441.9857 |
| Avg Daily Profit (%) | 0.2903 | 0.2505 | 0.0398 | 0.0778 | 0.0319 | 0.0697 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -128636 | -57125 | -98947 | -415098 | -401449 | -232685 |
| Profit Factor | 2.1819 | 2.9864 | 1.3329 | 1.2469 | 1.089 | 1.4641 |
| Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
| Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
| Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
| Profitability (%) | 40.2778 | 36.1111 | 44.4444 | 40.2778 | 36.1111 | 44.4444 |
| Ratio Avg Win / Avg Loss | 3.2353 | 5.2837 | 1.6662 | 1.8488 | 1.9267 | 1.8302 |
| Largest Winning Trade | 385508 | 385508 | 59919 | 326201 | 279079 | 326201 |
| Largest Losing Trade | -44354 | -44354 | -32026 | -230914 | -230914 | -143472 |
| Avg Bars in Trades | 194 | 200 | 189 | 194 | 200 | 189 |
| Avg Bars in Winners | 323 | 346 | 304 | 323 | 346 | 304 |
| Avg Bars in Losers | 108 | 118 | 96 | 108 | 118 | 96 |
| Bars Traded | 14026 | 7221 | 6805 | 14026 | 7221 | 6805 |
| 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 | -74597 | 315723 | -140520 | -175385 | -277238 | -99801 |
{
"trading_pair": "ZIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14548,
"evaluation_days": 2424.67,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1553932800000,
"last_datapoint_time": 1760112000000,
"evaluation_time": 1760121554055,
"expiration_time": 1766396736000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 234,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 164,
"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": [
[
703905.3376715694,
607430.2958573066,
96475.0418142627,
558576.5817619476,
116590.9094222677,
441985.6723396804
],
[
703.905338,
607.430296,
96.475042,
558.576582,
116.590909,
441.985672
],
[
0.29031,
0.250521,
0.039789,
0.077769,
0.031879,
0.069727
],
[
10,
10,
10,
10,
10,
10
],
[
-128636,
-57125,
-98947,
-415098,
-401449,
-232685
],
[
2.181914,
2.98644,
1.33293,
1.246879,
1.088984,
1.464122
],
[
72,
36,
36,
72,
36,
36
],
[
29,
13,
16,
29,
13,
16
],
[
43,
23,
20,
43,
23,
20
],
[
40.277778,
36.111111,
44.444444,
40.277778,
36.111111,
44.444444
],
[
3.235252,
5.283701,
1.666163,
1.84882,
1.926664,
1.830153
],
[
385508,
385508,
59919,
326201,
279079,
326201
],
[
-44354,
-44354,
-32026,
-230914,
-230914,
-143472
],
[
194,
200,
189,
194,
200,
189
],
[
323,
346,
304,
323,
346,
304
],
[
108,
118,
96,
108,
118,
96
],
[
14026,
7221,
6805,
14026,
7221,
6805
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-74597,
315723,
-140520,
-175385,
-277238,
-99801
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14548,
"evaluation_days": 2424.67,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1553932800000,
"last_datapoint_time": 1760112000000,
"evaluation_time": 1760121554055,
"expiration_time": 1766396736000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 234,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 164,
"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) |
|---|