| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1007234.8874 | 769017.2717 | 238217.6158 | 11746385.9374 | 2215295.8578 | 9531090.0796 |
| Total P&L (%) | 1007.2349 | 769.0173 | 238.2176 | 11746.3859 | 2215.2959 | 9531.0901 |
| Avg Daily Profit (%) | 0.4166 | 0.3181 | 0.0985 | 0.1977 | 0.1301 | 0.1891 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -100027 | -82848 | -90363 | -8959704 | -9662543 | -4318153 |
| Profit Factor | 2.4208 | 2.9539 | 1.7554 | 1.2418 | 1.0806 | 1.4518 |
| Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
| Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
| Losing Trades | 90 | 48 | 42 | 90 | 48 | 42 |
| Profitability (%) | 39.5973 | 36 | 43.2432 | 39.5973 | 36 | 43.2432 |
| Ratio Avg Win / Avg Loss | 3.6927 | 5.2515 | 2.3039 | 1.8942 | 1.921 | 1.9055 |
| Largest Winning Trade | 311960 | 311960 | 62915 | 8532737 | 8532737 | 5203460 |
| Largest Losing Trade | -24243 | -17921 | -24243 | -3580856 | -2744450 | -3580856 |
| Avg Bars in Trades | 95 | 82 | 109 | 95 | 82 | 109 |
| Avg Bars in Winners | 181 | 156 | 203 | 181 | 156 | 203 |
| Avg Bars in Losers | 39 | 40 | 38 | 39 | 40 | 38 |
| Bars Traded | 14292 | 6186 | 8106 | 14292 | 6186 | 8106 |
| 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 | 390609 | -47714 | -125178 | 187407 | -212153 | -57018 |
{
"trading_pair": "ZIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14505,
"evaluation_days": 2417.5,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1552003200000,
"last_datapoint_time": 1759492800000,
"evaluation_time": 1759506715110,
"expiration_time": 1765758960000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 58,
"offset": 0,
"std": 1.42561
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 101,
"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": [
[
1007234.8874358276,
769017.2716661914,
238217.6157696373,
11746385.937433647,
2215295.8578043794,
9531090.079629263
],
[
1007.234887,
769.017272,
238.217616,
11746.385937,
2215.295858,
9531.09008
],
[
0.416643,
0.318104,
0.098539,
0.197697,
0.130059,
0.189117
],
[
10,
10,
10,
10,
10,
10
],
[
-100027,
-82848,
-90363,
-8959704,
-9662543,
-4318153
],
[
2.420762,
2.953943,
1.755365,
1.241757,
1.080584,
1.451775
],
[
149,
75,
74,
149,
75,
74
],
[
59,
27,
32,
59,
27,
32
],
[
90,
48,
42,
90,
48,
42
],
[
39.597315,
36,
43.243243,
39.597315,
36,
43.243243
],
[
3.692688,
5.251453,
2.303916,
1.894205,
1.921038,
1.905454
],
[
311960,
311960,
62915,
8532737,
8532737,
5203460
],
[
-24243,
-17921,
-24243,
-3580856,
-2744450,
-3580856
],
[
95,
82,
109,
95,
82,
109
],
[
181,
156,
203,
181,
156,
203
],
[
39,
40,
38,
39,
40,
38
],
[
14292,
6186,
8106,
14292,
6186,
8106
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
390609,
-47714,
-125178,
187407,
-212153,
-57018
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14505,
"evaluation_days": 2417.5,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1552003200000,
"last_datapoint_time": 1759492800000,
"evaluation_time": 1759506715110,
"expiration_time": 1765758960000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 58,
"offset": 0,
"std": 1.42561
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 101,
"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) |
|---|