| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 836896.5555 | 707716.9562 | 129179.5993 | 1309263.2526 | 749083.9549 | 560179.2977 |
| Total P&L (%) | 836.8966 | 707.717 | 129.1796 | 1309.2633 | 749.084 | 560.1793 |
| Avg Daily Profit (%) | 0.3466 | 0.2931 | 0.0535 | 0.1096 | 0.0886 | 0.0782 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -93013 | -80139 | -111443 | -2011277 | -1035159 | -1078850 |
| Profit Factor | 2.0655 | 2.778 | 1.3334 | 1.1689 | 1.2012 | 1.139 |
| Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
| Winning Trades | 63 | 25 | 38 | 63 | 25 | 38 |
| Losing Trades | 89 | 51 | 38 | 89 | 51 | 38 |
| Profitability (%) | 41.4474 | 32.8947 | 50 | 41.4474 | 32.8947 | 50 |
| Ratio Avg Win / Avg Loss | 2.9179 | 5.6672 | 1.3334 | 1.6513 | 2.4505 | 1.139 |
| Largest Winning Trade | 372597 | 372597 | 71186 | 876451 | 633460 | 876451 |
| Largest Losing Trade | -41371 | -32193 | -41371 | -524466 | -303351 | -524466 |
| Avg Bars in Trades | 61 | 53 | 69 | 61 | 53 | 69 |
| Avg Bars in Winners | 100 | 102 | 98 | 100 | 102 | 98 |
| Avg Bars in Losers | 34 | 30 | 40 | 34 | 30 | 40 |
| Bars Traded | 9405 | 4094 | 5310 | 9405 | 4094 | 5310 |
| 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 | 384778 | -41974 | -170633 | -82365 | -129724 | -205198 |
{
"trading_pair": "ZIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9657,
"evaluation_days": 2414.25,
"actual_first_datapoint_time": 1550556000000,
"first_datapoint_time": 1554940800000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759155938091,
"expiration_time": 1765404936000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 89,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 192,
"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": [
[
836896.5554750962,
707716.9561874472,
129179.5992876493,
1309263.2525940654,
749083.954859316,
560179.2977347506
],
[
836.896555,
707.716956,
129.179599,
1309.263253,
749.083955,
560.179298
],
[
0.346649,
0.293142,
0.053507,
0.109645,
0.088638,
0.078206
],
[
10,
10,
10,
10,
10,
10
],
[
-93013,
-80139,
-111443,
-2011277,
-1035159,
-1078850
],
[
2.065496,
2.778026,
1.333438,
1.168888,
1.201245,
1.139002
],
[
152,
76,
76,
152,
76,
76
],
[
63,
25,
38,
63,
25,
38
],
[
89,
51,
38,
89,
51,
38
],
[
41.447368,
32.894737,
50,
41.447368,
32.894737,
50
],
[
2.917923,
5.667174,
1.333438,
1.651286,
2.45054,
1.139002
],
[
372597,
372597,
71186,
876451,
633460,
876451
],
[
-41371,
-32193,
-41371,
-524466,
-303351,
-524466
],
[
61,
53,
69,
61,
53,
69
],
[
100,
102,
98,
100,
102,
98
],
[
34,
30,
40,
34,
30,
40
],
[
9405,
4094,
5310,
9405,
4094,
5310
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
384778,
-41974,
-170633,
-82365,
-129724,
-205198
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9657,
"evaluation_days": 2414.25,
"actual_first_datapoint_time": 1550556000000,
"first_datapoint_time": 1554940800000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759155938091,
"expiration_time": 1765404936000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 89,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 192,
"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) |
|---|