| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 705075.6902 | 646036.756 | 59038.9342 | 75501.1216 | 607216.2236 | -531715.1019 |
| Total P&L (%) | 705.0757 | 646.0368 | 59.0389 | 75.5011 | 607.2162 | -531.7151 |
| Avg Daily Profit (%) | 0.2927 | 0.2681 | 0.0245 | 0.0233 | 0.0812 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -188666 | -124613 | -104041 | -1049766 | -744111 | -963666 |
| Profit Factor | 1.8668 | 2.4356 | 1.1625 | 1.0238 | 1.3984 | 0.6761 |
| Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
| Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
| Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
| Profitability (%) | 47.7778 | 44.4444 | 51.1111 | 47.7778 | 44.4444 | 51.1111 |
| Ratio Avg Win / Avg Loss | 2.0405 | 3.0445 | 1.1119 | 1.1191 | 1.7479 | 0.6467 |
| Largest Winning Trade | 378841 | 378841 | 52384 | 822906 | 822906 | 373833 |
| Largest Losing Trade | -66637 | -46368 | -66637 | -772965 | -203052 | -772965 |
| Avg Bars in Trades | 102 | 119 | 85 | 102 | 119 | 85 |
| Avg Bars in Winners | 128 | 147 | 110 | 128 | 147 | 110 |
| Avg Bars in Losers | 78 | 96 | 58 | 78 | 96 | 58 |
| Bars Traded | 9204 | 5372 | 3832 | 9204 | 5372 | 3832 |
| 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 | 422959 | 401998 | -202476 | -356592 | -84385 | -580567 |
{
"trading_pair": "ZIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9637,
"evaluation_days": 2409.25,
"actual_first_datapoint_time": 1550556000000,
"first_datapoint_time": 1555092000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758892274974,
"expiration_time": 1764959976000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 211,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 172,
"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": [
[
705075.6902027217,
646036.7559698519,
59038.9342328697,
75501.1216164206,
607216.2235599385,
-531715.1019435179
],
[
705.07569,
646.036756,
59.038934,
75.501122,
607.216224,
-531.715102
],
[
0.292654,
0.268148,
0.024505,
0.023349,
0.081227,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-188666,
-124613,
-104041,
-1049766,
-744111,
-963666
],
[
1.866815,
2.435635,
1.162459,
1.023848,
1.398356,
0.676106
],
[
90,
45,
45,
90,
45,
45
],
[
43,
20,
23,
43,
20,
23
],
[
47,
25,
22,
47,
25,
22
],
[
47.777778,
44.444444,
51.111111,
47.777778,
44.444444,
51.111111
],
[
2.040472,
3.044544,
1.111917,
1.11909,
1.747945,
0.64671
],
[
378841,
378841,
52384,
822906,
822906,
373833
],
[
-66637,
-46368,
-66637,
-772965,
-203052,
-772965
],
[
102,
119,
85,
102,
119,
85
],
[
128,
147,
110,
128,
147,
110
],
[
78,
96,
58,
78,
96,
58
],
[
9204,
5372,
3832,
9204,
5372,
3832
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
422959,
401998,
-202476,
-356592,
-84385,
-580567
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9637,
"evaluation_days": 2409.25,
"actual_first_datapoint_time": 1550556000000,
"first_datapoint_time": 1555092000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758892274974,
"expiration_time": 1764959976000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 211,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 172,
"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) |
|---|