| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 478804.3232 | 410286.6004 | 68517.7228 | 157468.0932 | 734827.2118 | -577359.1186 |
| Total P&L (%) | 478.8043 | 410.2866 | 68.5177 | 157.4681 | 734.8272 | -577.3591 |
| Avg Daily Profit (%) | 0.1978 | 0.1695 | 0.0283 | 0.0391 | 0.0877 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -124129 | -117286 | -115876 | -1064343 | -976336 | -932044 |
| Profit Factor | 1.4603 | 1.7619 | 1.1366 | 1.0253 | 1.2371 | 0.8151 |
| Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
| Winning Trades | 95 | 48 | 47 | 95 | 48 | 47 |
| Losing Trades | 89 | 44 | 45 | 89 | 44 | 45 |
| Profitability (%) | 51.6304 | 52.1739 | 51.087 | 51.6304 | 52.1739 | 51.087 |
| Ratio Avg Win / Avg Loss | 1.3681 | 1.6151 | 1.0882 | 0.9605 | 1.134 | 0.7805 |
| Largest Winning Trade | 136091 | 136091 | 67403 | 569940 | 569940 | 393675 |
| Largest Losing Trade | -58857 | -42083 | -58857 | -599117 | -401046 | -599117 |
| Avg Bars in Trades | 51 | 46 | 56 | 51 | 46 | 56 |
| Avg Bars in Winners | 41 | 31 | 51 | 41 | 31 | 51 |
| Avg Bars in Losers | 62 | 63 | 61 | 62 | 63 | 61 |
| Bars Traded | 9490 | 4295 | 5195 | 9490 | 4295 | 5195 |
| 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 | 354276 | 384281 | -225596 | -333885 | -75771 | -580945 |
{
"trading_pair": "ZIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9682,
"evaluation_days": 2420.5,
"actual_first_datapoint_time": 1550556000000,
"first_datapoint_time": 1553558400000,
"last_datapoint_time": 1759687200000,
"evaluation_time": 1759693366344,
"expiration_time": 1765961136000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 140,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 81,
"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": [
[
478804.3231696753,
410286.6004052772,
68517.7227643977,
157468.0932443427,
734827.211839566,
-577359.1185952222
],
[
478.804323,
410.2866,
68.517723,
157.468093,
734.827212,
-577.359119
],
[
0.197812,
0.169505,
0.028307,
0.039079,
0.087709,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-124129,
-117286,
-115876,
-1064343,
-976336,
-932044
],
[
1.46034,
1.761881,
1.136601,
1.025304,
1.237069,
0.815145
],
[
184,
92,
92,
184,
92,
92
],
[
95,
48,
47,
95,
48,
47
],
[
89,
44,
45,
89,
44,
45
],
[
51.630435,
52.173913,
51.086957,
51.630435,
52.173913,
51.086957
],
[
1.368108,
1.615058,
1.088235,
0.960548,
1.13398,
0.780458
],
[
136091,
136091,
67403,
569940,
569940,
393675
],
[
-58857,
-42083,
-58857,
-599117,
-401046,
-599117
],
[
51,
46,
56,
51,
46,
56
],
[
41,
31,
51,
41,
31,
51
],
[
62,
63,
61,
62,
63,
61
],
[
9490,
4295,
5195,
9490,
4295,
5195
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
354276,
384281,
-225596,
-333885,
-75771,
-580945
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9682,
"evaluation_days": 2420.5,
"actual_first_datapoint_time": 1550556000000,
"first_datapoint_time": 1553558400000,
"last_datapoint_time": 1759687200000,
"evaluation_time": 1759693366344,
"expiration_time": 1765961136000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 140,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 81,
"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) |
|---|