| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 606593.4837 | 526008.0339 | 80585.4497 | 389087.3245 | 29428.5947 | 359658.7299 |
| Total P&L (%) | 606.5935 | 526.008 | 80.5855 | 389.0873 | 29.4286 | 359.6587 |
| Avg Daily Profit (%) | 0.2511 | 0.2177 | 0.0334 | 0.0657 | 0.0107 | 0.0632 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -149086 | -84094 | -125310 | -882328 | -1042451 | -530658 |
| Profit Factor | 1.9675 | 2.5551 | 1.2791 | 1.0898 | 1.0113 | 1.2095 |
| Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
| Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
| Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
| Profitability (%) | 41.3043 | 36.9565 | 45.6522 | 41.3043 | 36.9565 | 45.6522 |
| Ratio Avg Win / Avg Loss | 2.796 | 4.3587 | 1.5228 | 1.5487 | 1.7251 | 1.4398 |
| Largest Winning Trade | 264889 | 264889 | 68903 | 455123 | 455123 | 442044 |
| Largest Losing Trade | -40765 | -28926 | -40765 | -396697 | -396697 | -210005 |
| Avg Bars in Trades | 76 | 64 | 88 | 76 | 64 | 88 |
| Avg Bars in Winners | 120 | 111 | 128 | 120 | 111 | 128 |
| Avg Bars in Losers | 45 | 36 | 55 | 45 | 36 | 55 |
| Bars Traded | 7031 | 2945 | 4086 | 7031 | 2945 | 4086 |
| 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 | 326732 | 290234 | -148877 | -228893 | -393760 | -110676 |
{
"trading_pair": "ZIL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7247,
"evaluation_days": 2415.67,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1555286400000,
"last_datapoint_time": 1759248000000,
"evaluation_time": 1759258521973,
"expiration_time": 1765509408000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 165,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 18,
"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": [
[
606593.48366221,
526008.0339407264,
80585.4497214839,
389087.3245350183,
29428.5946566777,
359658.7298783404
],
[
606.593484,
526.008034,
80.58545,
389.087325,
29.428595,
359.65873
],
[
0.251108,
0.217748,
0.033359,
0.065733,
0.010679,
0.063162
],
[
10,
10,
10,
10,
10,
10
],
[
-149086,
-84094,
-125310,
-882328,
-1042451,
-530658
],
[
1.967529,
2.555118,
1.279124,
1.089837,
1.011258,
1.209468
],
[
92,
46,
46,
92,
46,
46
],
[
38,
17,
21,
38,
17,
21
],
[
54,
29,
25,
54,
29,
25
],
[
41.304348,
36.956522,
45.652174,
41.304348,
36.956522,
45.652174
],
[
2.795962,
4.358731,
1.522767,
1.548715,
1.725087,
1.439843
],
[
264889,
264889,
68903,
455123,
455123,
442044
],
[
-40765,
-28926,
-40765,
-396697,
-396697,
-210005
],
[
76,
64,
88,
76,
64,
88
],
[
120,
111,
128,
120,
111,
128
],
[
45,
36,
55,
45,
36,
55
],
[
7031,
2945,
4086,
7031,
2945,
4086
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
326732,
290234,
-148877,
-228893,
-393760,
-110676
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7247,
"evaluation_days": 2415.67,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1555286400000,
"last_datapoint_time": 1759248000000,
"evaluation_time": 1759258521973,
"expiration_time": 1765509408000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 165,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 18,
"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) |
|---|