| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1187338.915 | 1099539.1885 | 87799.7266 | 344883.7296 | -27797.2826 | 372681.0121 |
| Total P&L (%) | 1187.3389 | 1099.5392 | 87.7997 | 344.8837 | -27.7973 | 372.681 |
| Avg Daily Profit (%) | 0.4908 | 0.4545 | 0.0363 | 0.0617 | -0.0135 | 0.0642 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -104521 | -111165 | -92911 | -473998 | -556032 | -151263 |
| Profit Factor | 2.6964 | 3.7441 | 1.2934 | 1.1562 | 0.9792 | 1.4272 |
| Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
| Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
| Losing Trades | 65 | 33 | 32 | 65 | 33 | 32 |
| Profitability (%) | 46.7213 | 45.9016 | 47.541 | 46.7213 | 45.9016 | 47.541 |
| Ratio Avg Win / Avg Loss | 3.0748 | 4.4127 | 1.4272 | 1.3185 | 1.154 | 1.5749 |
| Largest Winning Trade | 976710 | 976710 | 55163 | 475322 | 475322 | 169555 |
| Largest Losing Trade | -37908 | -37908 | -35112 | -173562 | -173562 | -137818 |
| Avg Bars in Trades | 116 | 118 | 114 | 116 | 118 | 114 |
| Avg Bars in Winners | 152 | 135 | 168 | 152 | 135 | 168 |
| Avg Bars in Losers | 85 | 104 | 65 | 85 | 104 | 65 |
| Bars Traded | 14234 | 7256 | 6978 | 14234 | 7256 | 6978 |
| 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 | 529786 | -146186 | -307004 | -160162 | -742385 | -267829 |
{
"trading_pair": "ZIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14514,
"evaluation_days": 2419,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1552723200000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759634515907,
"expiration_time": 1765892448000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 129,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 150,
"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": [
[
1187338.915044084,
1099539.1884783115,
87799.7265657726,
344883.7295900945,
-27797.282554801,
372681.0121448954
],
[
1187.338915,
1099.539188,
87.799727,
344.88373,
-27.797283,
372.681012
],
[
0.490839,
0.454543,
0.036296,
0.061724,
-0.013463,
0.064231
],
[
10,
10,
10,
10,
10,
10
],
[
-104521,
-111165,
-92911,
-473998,
-556032,
-151263
],
[
2.696372,
3.744089,
1.293414,
1.156203,
0.979187,
1.42722
],
[
122,
61,
61,
122,
61,
61
],
[
57,
28,
29,
57,
28,
29
],
[
65,
33,
32,
65,
33,
32
],
[
46.721311,
45.901639,
47.540984,
46.721311,
45.901639,
47.540984
],
[
3.07481,
4.412676,
1.427216,
1.318478,
1.154042,
1.574863
],
[
976710,
976710,
55163,
475322,
475322,
169555
],
[
-37908,
-37908,
-35112,
-173562,
-173562,
-137818
],
[
116,
118,
114,
116,
118,
114
],
[
152,
135,
168,
152,
135,
168
],
[
85,
104,
65,
85,
104,
65
],
[
14234,
7256,
6978,
14234,
7256,
6978
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
529786,
-146186,
-307004,
-160162,
-742385,
-267829
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14514,
"evaluation_days": 2419,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1552723200000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759634515907,
"expiration_time": 1765892448000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 129,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 150,
"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) |
|---|