| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 704714.9862 | 624928.3898 | 79786.5963 | 203799.9001 | -319658.1724 | 523458.0725 |
| Total P&L (%) | 704.715 | 624.9284 | 79.7866 | 203.7999 | -319.6582 | 523.4581 |
| Avg Daily Profit (%) | 0.2904 | 0.2575 | 0.0329 | 0.0458 | 0 | 0.0754 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -137436 | -95256 | -142217 | -1729734 | -1531758 | -715092 |
| Profit Factor | 1.6344 | 1.9781 | 1.1691 | 1.0304 | 0.9209 | 1.1965 |
| Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
| Winning Trades | 74 | 33 | 41 | 74 | 33 | 41 |
| Losing Trades | 107 | 58 | 49 | 107 | 58 | 49 |
| Profitability (%) | 40.884 | 36.2637 | 45.5556 | 40.884 | 36.2637 | 45.5556 |
| Ratio Avg Win / Avg Loss | 2.3633 | 3.4767 | 1.3972 | 1.4899 | 1.6185 | 1.4299 |
| Largest Winning Trade | 341972 | 341972 | 65222 | 1028796 | 1028796 | 633208 |
| Largest Losing Trade | -42778 | -40603 | -42778 | -308749 | -265782 | -308749 |
| Avg Bars in Trades | 79 | 75 | 84 | 79 | 75 | 84 |
| Avg Bars in Winners | 121 | 124 | 119 | 121 | 124 | 119 |
| Avg Bars in Losers | 50 | 47 | 54 | 50 | 47 | 54 |
| Bars Traded | 14432 | 6861 | 7571 | 14432 | 6861 | 7571 |
| 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 | 335080 | 238833 | -185537 | -321421 | -583653 | -98265 |
{
"trading_pair": "ZIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14561,
"evaluation_days": 2426.83,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1551859200000,
"last_datapoint_time": 1760299200000,
"evaluation_time": 1760302528833,
"expiration_time": 1766589552000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 91,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 70,
"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": [
[
704714.9861674472,
624928.3898334373,
79786.5963340096,
203799.9001025436,
-319658.1724244577,
523458.0725270018
],
[
704.714986,
624.92839,
79.786596,
203.7999,
-319.658172,
523.458073
],
[
0.290385,
0.257508,
0.032877,
0.045799,
0,
0.07544
],
[
10,
10,
10,
10,
10,
10
],
[
-137436,
-95256,
-142217,
-1729734,
-1531758,
-715092
],
[
1.634435,
1.978094,
1.169093,
1.030404,
0.920851,
1.196461
],
[
181,
91,
90,
181,
91,
90
],
[
74,
33,
41,
74,
33,
41
],
[
107,
58,
49,
107,
58,
49
],
[
40.883978,
36.263736,
45.555556,
40.883978,
36.263736,
45.555556
],
[
2.363305,
3.476651,
1.397209,
1.489908,
1.618465,
1.429917
],
[
341972,
341972,
65222,
1028796,
1028796,
633208
],
[
-42778,
-40603,
-42778,
-308749,
-265782,
-308749
],
[
79,
75,
84,
79,
75,
84
],
[
121,
124,
119,
121,
124,
119
],
[
50,
47,
54,
50,
47,
54
],
[
14432,
6861,
7571,
14432,
6861,
7571
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
335080,
238833,
-185537,
-321421,
-583653,
-98265
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14561,
"evaluation_days": 2426.83,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1551859200000,
"last_datapoint_time": 1760299200000,
"evaluation_time": 1760302528833,
"expiration_time": 1766589552000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 91,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 70,
"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) |
|---|