| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 909813.1919 | 693505.4721 | 216307.7198 | 7122652.5662 | -13924.1527 | 7136576.7189 |
| Total P&L (%) | 909.8132 | 693.5055 | 216.3077 | 7122.6526 | -13.9242 | 7136.5767 |
| Avg Daily Profit (%) | 0.3778 | 0.2879 | 0.0898 | 0.1779 | -0.0062 | 0.1779 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -65454 | -67935 | -72636 | -6554565 | -5170227 | -3190388 |
| Profit Factor | 2.5967 | 3.2403 | 1.8311 | 1.3091 | 0.999 | 1.7674 |
| Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
| Winning Trades | 46 | 17 | 29 | 46 | 17 | 29 |
| Losing Trades | 88 | 50 | 38 | 88 | 50 | 38 |
| Profitability (%) | 34.3284 | 25.3731 | 43.2836 | 34.3284 | 25.3731 | 43.2836 |
| Ratio Avg Win / Avg Loss | 4.9676 | 9.5303 | 2.3994 | 2.5044 | 2.9382 | 2.3159 |
| Largest Winning Trade | 275082 | 275082 | 63256 | 4346586 | 4346586 | 3348344 |
| Largest Losing Trade | -28450 | -18648 | -28450 | -1416779 | -1416779 | -1233520 |
| Avg Bars in Trades | 104 | 89 | 120 | 104 | 89 | 120 |
| Avg Bars in Winners | 245 | 255 | 239 | 245 | 255 | 239 |
| Avg Bars in Losers | 31 | 33 | 29 | 31 | 33 | 29 |
| Bars Traded | 14069 | 6002 | 8067 | 14069 | 6002 | 8067 |
| 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 | 315689 | -130145 | -189155 | 120941 | -723128 | -108369 |
{
"trading_pair": "ZIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14451,
"evaluation_days": 2408.5,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1554134400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758965684090,
"expiration_time": 1764958032000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 248,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 24,
"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": [
[
909813.1918922557,
693505.4720715289,
216307.7198207272,
7122652.5661940165,
-13924.1527272082,
7136576.718921224
],
[
909.813192,
693.505472,
216.30772,
7122.652566,
-13.924153,
7136.576719
],
[
0.377751,
0.287941,
0.08981,
0.177854,
-0.006225,
0.177934
],
[
10,
10,
10,
10,
10,
10
],
[
-65454,
-67935,
-72636,
-6554565,
-5170227,
-3190388
],
[
2.596684,
3.240308,
1.831134,
1.309098,
0.998987,
1.767379
],
[
134,
67,
67,
134,
67,
67
],
[
46,
17,
29,
46,
17,
29
],
[
88,
50,
38,
88,
50,
38
],
[
34.328358,
25.373134,
43.283582,
34.328358,
25.373134,
43.283582
],
[
4.967569,
9.530318,
2.399417,
2.504362,
2.938197,
2.315876
],
[
275082,
275082,
63256,
4346586,
4346586,
3348344
],
[
-28450,
-18648,
-28450,
-1416779,
-1416779,
-1233520
],
[
104,
89,
120,
104,
89,
120
],
[
245,
255,
239,
245,
255,
239
],
[
31,
33,
29,
31,
33,
29
],
[
14069,
6002,
8067,
14069,
6002,
8067
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
315689,
-130145,
-189155,
120941,
-723128,
-108369
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14451,
"evaluation_days": 2408.5,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1554134400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758965684090,
"expiration_time": 1764958032000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 248,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 24,
"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) |
|---|