| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 201912.9731 | 368048.5521 | -166135.579 | -99775.3423 | 358494.6192 | -458269.9615 |
| Total P&L (%) | 201.913 | 368.0486 | -166.1356 | -99.7753 | 358.4946 | -458.27 |
| Avg Daily Profit (%) | 0.0834 | 0.152 | -0.0686 | -0.2516 | 0.0629 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -339547 | -143898 | -370077 | -522539 | -182019 | -601828 |
| Profit Factor | 1.1381 | 1.5526 | 0.7913 | 0.8952 | 2.5618 | 0.3655 |
| Total Trades | 195 | 98 | 97 | 195 | 98 | 97 |
| Winning Trades | 100 | 46 | 54 | 100 | 46 | 54 |
| Losing Trades | 95 | 52 | 43 | 95 | 52 | 43 |
| Profitability (%) | 51.2821 | 46.9388 | 55.6701 | 51.2821 | 46.9388 | 55.6701 |
| Ratio Avg Win / Avg Loss | 1.0812 | 1.7551 | 0.6301 | 0.8504 | 2.8959 | 0.291 |
| Largest Winning Trade | 180156 | 180156 | 58336 | 269472 | 269472 | 77668 |
| Largest Losing Trade | -82102 | -53438 | -82102 | -427684 | -124112 | -427684 |
| Avg Bars in Trades | 35 | 41 | 29 | 35 | 41 | 29 |
| Avg Bars in Winners | 34 | 40 | 29 | 34 | 40 | 29 |
| Avg Bars in Losers | 37 | 43 | 29 | 37 | 43 | 29 |
| Bars Traded | 6970 | 4108 | 2862 | 6970 | 4108 | 2862 |
| Profit Streak | 0 | 0 | 21.1791 | 0 | 0 | 21.1791 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -149045 | 304784 | -579509 | -579590 | -105502 | -579509 |
{
"trading_pair": "ZIL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7262,
"evaluation_days": 2420.67,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1555718400000,
"last_datapoint_time": 1759680000000,
"evaluation_time": 1759695472557,
"expiration_time": 1765954368000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 180,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 40,
"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": [
[
201912.9730932969,
368048.5521320503,
-166135.5790387537,
-99775.3422641386,
358494.6192016572,
-458269.9614657956
],
[
201.912973,
368.048552,
-166.135579,
-99.775342,
358.494619,
-458.269961
],
[
0.083412,
0.152044,
-0.068632,
-0.251611,
0.062927,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-339547,
-143898,
-370077,
-522539,
-182019,
-601828
],
[
1.138077,
1.552552,
0.791349,
0.895171,
2.561779,
0.365495
],
[
195,
98,
97,
195,
98,
97
],
[
100,
46,
54,
100,
46,
54
],
[
95,
52,
43,
95,
52,
43
],
[
51.282051,
46.938776,
55.670103,
51.282051,
46.938776,
55.670103
],
[
1.081173,
1.755059,
0.630148,
0.850412,
2.895924,
0.291042
],
[
180156,
180156,
58336,
269472,
269472,
77668
],
[
-82102,
-53438,
-82102,
-427684,
-124112,
-427684
],
[
35,
41,
29,
35,
41,
29
],
[
34,
40,
29,
34,
40,
29
],
[
37,
43,
29,
37,
43,
29
],
[
6970,
4108,
2862,
6970,
4108,
2862
],
[
0,
0,
21.17908,
0,
0,
21.17908
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-149045,
304784,
-579509,
-579590,
-105502,
-579509
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7262,
"evaluation_days": 2420.67,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1555718400000,
"last_datapoint_time": 1759680000000,
"evaluation_time": 1759695472557,
"expiration_time": 1765954368000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 180,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 40,
"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) |
|---|