| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 844353.8238 | 666121.8853 | 178231.9385 | 3983605.4232 | 378547.2322 | 3605058.191 |
| Total P&L (%) | 844.3538 | 666.1219 | 178.2319 | 3983.6054 | 378.5472 | 3605.0582 |
| Avg Daily Profit (%) | 0.3489 | 0.2753 | 0.0737 | 0.1534 | 0.0647 | 0.1494 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -87992 | -54809 | -110425 | -4192798 | -2463023 | -1905907 |
| Profit Factor | 2.6694 | 3.4584 | 1.759 | 1.3468 | 1.0566 | 1.7518 |
| Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
| Winning Trades | 32 | 12 | 20 | 32 | 12 | 20 |
| Losing Trades | 62 | 35 | 27 | 62 | 35 | 27 |
| Profitability (%) | 34.0426 | 25.5319 | 42.5532 | 34.0426 | 25.5319 | 42.5532 |
| Ratio Avg Win / Avg Loss | 5.172 | 10.0869 | 2.3747 | 2.6094 | 3.0816 | 2.3649 |
| Largest Winning Trade | 318439 | 318439 | 68365 | 2295380 | 1501190 | 2295380 |
| Largest Losing Trade | -31551 | -19310 | -31551 | -767974 | -741086 | -767974 |
| Avg Bars in Trades | 49 | 41 | 57 | 49 | 41 | 57 |
| Avg Bars in Winners | 114 | 106 | 118 | 114 | 106 | 118 |
| Avg Bars in Losers | 16 | 19 | 13 | 16 | 19 | 13 |
| Bars Traded | 4686 | 1963 | 2723 | 4686 | 1963 | 2723 |
| 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 | 304109 | -12371 | -94085 | 113947 | -291382 | 262393 |
{
"trading_pair": "ZIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4840,
"evaluation_days": 2420,
"actual_first_datapoint_time": 1550534400000,
"first_datapoint_time": 1554811200000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759619833581,
"expiration_time": 1765851840000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 100,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 60,
"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": [
[
844353.823835139,
666121.8853096081,
178231.9385255312,
3983605.423190036,
378547.2322125425,
3605058.1909774924
],
[
844.353824,
666.121885,
178.231939,
3983.605423,
378.547232,
3605.058191
],
[
0.348907,
0.275257,
0.07365,
0.153405,
0.064715,
0.149379
],
[
10,
10,
10,
10,
10,
10
],
[
-87992,
-54809,
-110425,
-4192798,
-2463023,
-1905907
],
[
2.669408,
3.458361,
1.75902,
1.346765,
1.056564,
1.751755
],
[
94,
47,
47,
94,
47,
47
],
[
32,
12,
20,
32,
12,
20
],
[
62,
35,
27,
62,
35,
27
],
[
34.042553,
25.531915,
42.553191,
34.042553,
25.531915,
42.553191
],
[
5.171978,
10.086885,
2.374677,
2.609358,
3.081645,
2.364869
],
[
318439,
318439,
68365,
2295380,
1501190,
2295380
],
[
-31551,
-19310,
-31551,
-767974,
-741086,
-767974
],
[
49,
41,
57,
49,
41,
57
],
[
114,
106,
118,
114,
106,
118
],
[
16,
19,
13,
16,
19,
13
],
[
4686,
1963,
2723,
4686,
1963,
2723
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
304109,
-12371,
-94085,
113947,
-291382,
262393
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4840,
"evaluation_days": 2420,
"actual_first_datapoint_time": 1550534400000,
"first_datapoint_time": 1554811200000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759619833581,
"expiration_time": 1765851840000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 100,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 60,
"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) |
|---|