| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 674524.3338 | 578955.5 | 95568.8338 | 528430.8849 | 136416.794 | 392014.0909 |
| Total P&L (%) | 674.5243 | 578.9555 | 95.5688 | 528.4309 | 136.4168 | 392.0141 |
| Avg Daily Profit (%) | 0.2794 | 0.2398 | 0.0396 | 0.0762 | 0.0356 | 0.066 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -110587 | -77743 | -129588 | -1085367 | -879314 | -509139 |
| Profit Factor | 2.0662 | 2.8202 | 1.3038 | 1.142 | 1.0678 | 1.2294 |
| Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
| Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
| Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
| Profitability (%) | 39.2157 | 33.3333 | 45.098 | 39.2157 | 33.3333 | 45.098 |
| Ratio Avg Win / Avg Loss | 3.2026 | 5.6404 | 1.5872 | 1.7701 | 2.1356 | 1.4966 |
| Largest Winning Trade | 320906 | 320906 | 68812 | 511049 | 456693 | 511049 |
| Largest Losing Trade | -38811 | -38811 | -36811 | -337101 | -337101 | -287059 |
| Avg Bars in Trades | 91 | 73 | 110 | 91 | 73 | 110 |
| Avg Bars in Winners | 157 | 141 | 169 | 157 | 141 | 169 |
| Avg Bars in Losers | 49 | 39 | 61 | 49 | 39 | 61 |
| Bars Traded | 9372 | 3762 | 5610 | 9372 | 3762 | 5610 |
| 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 | 313985 | -172775 | -320769 | -157987 | -476664 | -287090 |
{
"trading_pair": "ZIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9657,
"evaluation_days": 2414.25,
"actual_first_datapoint_time": 1550556000000,
"first_datapoint_time": 1554897600000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759158936603,
"expiration_time": 1765404936000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 202,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
674524.3337615916,
578955.4999938176,
95568.8337677742,
528430.8849253098,
136416.7940165964,
392014.0909087129
],
[
674.524334,
578.9555,
95.568834,
528.430885,
136.416794,
392.014091
],
[
0.279393,
0.239808,
0.039585,
0.076163,
0.035646,
0.066019
],
[
10,
10,
10,
10,
10,
10
],
[
-110587,
-77743,
-129588,
-1085367,
-879314,
-509139
],
[
2.066163,
2.820215,
1.303783,
1.141991,
1.067788,
1.229357
],
[
102,
51,
51,
102,
51,
51
],
[
40,
17,
23,
40,
17,
23
],
[
62,
34,
28,
62,
34,
28
],
[
39.215686,
33.333333,
45.098039,
39.215686,
33.333333,
45.098039
],
[
3.202552,
5.640431,
1.587214,
1.770086,
2.135577,
1.496609
],
[
320906,
320906,
68812,
511049,
456693,
511049
],
[
-38811,
-38811,
-36811,
-337101,
-337101,
-287059
],
[
91,
73,
110,
91,
73,
110
],
[
157,
141,
169,
157,
141,
169
],
[
49,
39,
61,
49,
39,
61
],
[
9372,
3762,
5610,
9372,
3762,
5610
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
313985,
-172775,
-320769,
-157987,
-476664,
-287090
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9657,
"evaluation_days": 2414.25,
"actual_first_datapoint_time": 1550556000000,
"first_datapoint_time": 1554897600000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759158936603,
"expiration_time": 1765404936000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 202,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|