| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 895436.5189 | 747680.0311 | 147756.4878 | 1307130.9643 | 1174973.0233 | 132157.941 |
| Total P&L (%) | 895.4365 | 747.68 | 147.7565 | 1307.131 | 1174.973 | 132.1579 |
| Avg Daily Profit (%) | 0.3713 | 0.31 | 0.0613 | 0.1097 | 0.1056 | 0.0349 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -144068 | -99923 | -107561 | -1812315 | -1383627 | -1680959 |
| Profit Factor | 2.1624 | 2.6677 | 1.4589 | 1.1891 | 1.304 | 1.0434 |
| Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
| Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
| Losing Trades | 53 | 30 | 23 | 53 | 30 | 23 |
| Profitability (%) | 44.2105 | 37.5 | 51.0638 | 44.2105 | 37.5 | 51.0638 |
| Ratio Avg Win / Avg Loss | 2.7287 | 4.4461 | 1.3981 | 1.5006 | 2.1733 | 0.9999 |
| Largest Winning Trade | 390118 | 390118 | 54051 | 841722 | 841722 | 733815 |
| Largest Losing Trade | -58225 | -58225 | -49814 | -1059034 | -704472 | -1059034 |
| Avg Bars in Trades | 73 | 83 | 62 | 73 | 83 | 62 |
| Avg Bars in Winners | 96 | 105 | 89 | 96 | 105 | 89 |
| Avg Bars in Losers | 55 | 70 | 35 | 55 | 70 | 35 |
| Bars Traded | 6964 | 4013 | 2951 | 6964 | 4013 | 2951 |
| Profit Streak | 0 | 0 | 320.5709 | 0 | 0 | 320.5709 |
| Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 418218 | 334599 | -108456 | -59490 | -55136 | -319090 |
{
"trading_pair": "ZIL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7235,
"evaluation_days": 2411.67,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1555228800000,
"last_datapoint_time": 1758902400000,
"evaluation_time": 1758922929402,
"expiration_time": 1765153440000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 163,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 49,
"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": [
[
895436.5188865517,
747680.0310916518,
147756.4877949001,
1307130.9642714274,
1174973.0233051856,
132157.940966243
],
[
895.436519,
747.680031,
147.756488,
1307.130964,
1174.973023,
132.157941
],
[
0.371293,
0.310026,
0.061267,
0.109699,
0.105605,
0.03493
],
[
10,
10,
10,
10,
10,
10
],
[
-144068,
-99923,
-107561,
-1812315,
-1383627,
-1680959
],
[
2.162399,
2.667661,
1.458879,
1.189135,
1.303969,
1.043392
],
[
95,
48,
47,
95,
48,
47
],
[
42,
18,
24,
42,
18,
24
],
[
53,
30,
23,
53,
30,
23
],
[
44.210526,
37.5,
51.06383,
44.210526,
37.5,
51.06383
],
[
2.728741,
4.446101,
1.398092,
1.500576,
2.173281,
0.999918
],
[
390118,
390118,
54051,
841722,
841722,
733815
],
[
-58225,
-58225,
-49814,
-1059034,
-704472,
-1059034
],
[
73,
83,
62,
73,
83,
62
],
[
96,
105,
89,
96,
105,
89
],
[
55,
70,
35,
55,
70,
35
],
[
6964,
4013,
2951,
6964,
4013,
2951
],
[
0,
0,
320.570942,
0,
0,
320.570942
],
[
0,
0,
5,
0,
0,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
418218,
334599,
-108456,
-59490,
-55136,
-319090
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7235,
"evaluation_days": 2411.67,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1555228800000,
"last_datapoint_time": 1758902400000,
"evaluation_time": 1758922929402,
"expiration_time": 1765153440000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 163,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 49,
"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) |
|---|