| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 568436.2826 | 524320.8245 | 44115.4581 | 406203.8188 | 384437.573 | 21766.2459 |
| Total P&L (%) | 568.4363 | 524.3208 | 44.1155 | 406.2038 | 384.4376 | 21.7662 |
| Avg Daily Profit (%) | 0.2729 | 0.2517 | 0.0212 | 0.0779 | 0.0758 | 0.0095 |
| Buy And Hold Return (%) | 36.3032 | 36.3032 | 36.3032 | 36.3032 | 36.3032 | 36.3032 |
| Max Trade Drawdown | -116247 | -74810 | -145609 | -1190211 | -863306 | -935195 |
| Profit Factor | 1.7661 | 2.5687 | 1.1082 | 1.0775 | 1.1565 | 1.0078 |
| Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
| Winning Trades | 63 | 28 | 35 | 63 | 28 | 35 |
| Losing Trades | 95 | 51 | 44 | 95 | 51 | 44 |
| Profitability (%) | 39.8734 | 35.443 | 44.3038 | 39.8734 | 35.443 | 44.3038 |
| Ratio Avg Win / Avg Loss | 2.6631 | 4.6788 | 1.3931 | 1.6248 | 2.1065 | 1.267 |
| Largest Winning Trade | 237685 | 237685 | 51951 | 617116 | 617116 | 345257 |
| Largest Losing Trade | -37140 | -37140 | -36234 | -321988 | -315585 | -321988 |
| Avg Bars in Trades | 154 | 151 | 158 | 154 | 151 | 158 |
| Avg Bars in Winners | 233 | 244 | 224 | 233 | 244 | 224 |
| Avg Bars in Losers | 102 | 99 | 105 | 102 | 99 | 105 |
| Bars Traded | 24456 | 11945 | 12510 | 24456 | 11945 | 12510 |
| Profit Streak | 0 | 0 | 22.2453 | 0 | 0 | 22.2453 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 320361 | -19241 | -393550 | -226239 | -171668 | -586532 |
{
"trading_pair": "ZIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579154400000,
"first_datapoint_time": 1581307200000,
"last_datapoint_time": 1759219200000,
"evaluation_time": 1759225994389,
"expiration_time": 1765699200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 56,
"offset": 244
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 102,
"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": [
[
568436.2825666023,
524320.8244601892,
44115.4581064131,
406203.8188427689,
384437.572964273,
21766.245878496
],
[
568.436283,
524.320824,
44.115458,
406.203819,
384.437573,
21.766246
],
[
0.27285,
0.251674,
0.021175,
0.077875,
0.075764,
0.009453
],
[
36.303191,
36.303191,
36.303191,
36.303191,
36.303191,
36.303191
],
[
-116247,
-74810,
-145609,
-1190211,
-863306,
-935195
],
[
1.766074,
2.568741,
1.108184,
1.077509,
1.156504,
1.007818
],
[
158,
79,
79,
158,
79,
79
],
[
63,
28,
35,
63,
28,
35
],
[
95,
51,
44,
95,
51,
44
],
[
39.873418,
35.443038,
44.303797,
39.873418,
35.443038,
44.303797
],
[
2.663128,
4.678778,
1.393146,
1.624816,
2.106489,
1.266971
],
[
237685,
237685,
51951,
617116,
617116,
345257
],
[
-37140,
-37140,
-36234,
-321988,
-315585,
-321988
],
[
154,
151,
158,
154,
151,
158
],
[
233,
244,
224,
233,
244,
224
],
[
102,
99,
105,
102,
99,
105
],
[
24456,
11945,
12510,
24456,
11945,
12510
],
[
0,
0,
22.245305,
0,
0,
22.245305
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
320361,
-19241,
-393550,
-226239,
-171668,
-586532
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579154400000,
"first_datapoint_time": 1581307200000,
"last_datapoint_time": 1759219200000,
"evaluation_time": 1759225994389,
"expiration_time": 1765699200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 56,
"offset": 244
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 102,
"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) |
|---|