| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 719708.881 | 652927.7785 | 66781.1026 | 173477.51 | 659856.4105 | -486378.9005 |
| Total P&L (%) | 719.7089 | 652.9278 | 66.7811 | 173.4775 | 659.8564 | -486.3789 |
| Avg Daily Profit (%) | 0.2974 | 0.2698 | 0.0276 | 0.0416 | 0.0838 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -151248 | -101265 | -137366 | -2017754 | -869748 | -1473596 |
| Profit Factor | 1.568 | 2.1358 | 1.0965 | 1.0303 | 1.315 | 0.8661 |
| Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
| Winning Trades | 105 | 51 | 54 | 105 | 51 | 54 |
| Losing Trades | 141 | 72 | 69 | 141 | 72 | 69 |
| Profitability (%) | 42.6829 | 41.4634 | 43.9024 | 42.6829 | 41.4634 | 43.9024 |
| Ratio Avg Win / Avg Loss | 2.1056 | 3.0153 | 1.401 | 1.3835 | 1.8564 | 1.1067 |
| Largest Winning Trade | 383814 | 383814 | 64610 | 483630 | 447779 | 483630 |
| Largest Losing Trade | -71245 | -37072 | -71245 | -686445 | -301827 | -686445 |
| Avg Bars in Trades | 57 | 48 | 66 | 57 | 48 | 66 |
| Avg Bars in Winners | 79 | 64 | 94 | 79 | 64 | 94 |
| Avg Bars in Losers | 40 | 36 | 44 | 40 | 36 | 44 |
| Bars Traded | 14134 | 5911 | 8223 | 14134 | 5911 | 8223 |
| 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 | 365190 | 329370 | -273248 | -326136 | -82878 | -581710 |
{
"trading_pair": "ZIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14521,
"evaluation_days": 2420.17,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1552507200000,
"last_datapoint_time": 1759723200000,
"evaluation_time": 1759729548015,
"expiration_time": 1765996272000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 82,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 135,
"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": [
[
719708.881042993,
652927.7784871133,
66781.1025558804,
173477.509983787,
659856.4105273827,
-486378.9005435954
],
[
719.708881,
652.927778,
66.781103,
173.47751,
659.856411,
-486.378901
],
[
0.297379,
0.269786,
0.027594,
0.041578,
0.083829,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-151248,
-101265,
-137366,
-2017754,
-869748,
-1473596
],
[
1.567965,
2.135813,
1.09646,
1.030289,
1.31496,
0.866098
],
[
246,
123,
123,
246,
123,
123
],
[
105,
51,
54,
105,
51,
54
],
[
141,
72,
69,
141,
72,
69
],
[
42.682927,
41.463415,
43.902439,
42.682927,
41.463415,
43.902439
],
[
2.105553,
3.015266,
1.401033,
1.383531,
1.856415,
1.106681
],
[
383814,
383814,
64610,
483630,
447779,
483630
],
[
-71245,
-37072,
-71245,
-686445,
-301827,
-686445
],
[
57,
48,
66,
57,
48,
66
],
[
79,
64,
94,
79,
64,
94
],
[
40,
36,
44,
40,
36,
44
],
[
14134,
5911,
8223,
14134,
5911,
8223
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
365190,
329370,
-273248,
-326136,
-82878,
-581710
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14521,
"evaluation_days": 2420.17,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1552507200000,
"last_datapoint_time": 1759723200000,
"evaluation_time": 1759729548015,
"expiration_time": 1765996272000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 82,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 135,
"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) |
|---|