| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 485025.0295 | 488986.8915 | -3961.862 | -31895.6644 | 119817.9421 | -151713.6065 |
| Total P&L (%) | 485.025 | 488.9869 | -3.9619 | -31.8957 | 119.8179 | -151.7136 |
| Avg Daily Profit (%) | 0.2001 | 0.2017 | -0.0016 | -0.0158 | 0.0325 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -187152 | -104935 | -249966 | -133977 | -83209 | -227547 |
| Profit Factor | 1.2597 | 1.5546 | 0.996 | 0.9807 | 1.1608 | 0.8335 |
| Total Trades | 414 | 207 | 207 | 414 | 207 | 207 |
| Winning Trades | 175 | 90 | 85 | 175 | 90 | 85 |
| Losing Trades | 239 | 117 | 122 | 239 | 117 | 122 |
| Profitability (%) | 42.2705 | 43.4783 | 41.0628 | 42.2705 | 43.4783 | 41.0628 |
| Ratio Avg Win / Avg Loss | 1.7204 | 2.021 | 1.4295 | 1.3394 | 1.509 | 1.1964 |
| Largest Winning Trade | 323366 | 323366 | 49597 | 76609 | 76609 | 31743 |
| Largest Losing Trade | -29356 | -28505 | -29356 | -33135 | -22387 | -33135 |
| Avg Bars in Trades | 34 | 38 | 31 | 34 | 38 | 31 |
| Avg Bars in Winners | 48 | 51 | 44 | 48 | 51 | 44 |
| Avg Bars in Losers | 24 | 27 | 21 | 24 | 27 | 21 |
| Bars Traded | 14361 | 7866 | 6494 | 14361 | 7866 | 6494 |
| Profit Streak | 17.8341 | 17.8341 | 21.1675 | 17.8341 | 17.8341 | 21.1675 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 316626 | 322001 | -581507 | -578886 | -193501 | -581507 |
{
"trading_pair": "ZIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14543,
"evaluation_days": 2423.83,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1551888000000,
"last_datapoint_time": 1760040000000,
"evaluation_time": 1760054469183,
"expiration_time": 1766322576000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 93,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 26,
"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": [
[
485025.0294838776,
488986.8914694021,
-3961.8619855246,
-31895.6644086811,
119817.94206091,
-151713.6064695912
],
[
485.025029,
488.986891,
-3.961862,
-31.895664,
119.817942,
-151.713606
],
[
0.200107,
0.201741,
-0.001635,
-0.015847,
0.032501,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-187152,
-104935,
-249966,
-133977,
-83209,
-227547
],
[
1.259673,
1.554622,
0.995983,
0.980747,
1.160753,
0.833527
],
[
414,
207,
207,
414,
207,
207
],
[
175,
90,
85,
175,
90,
85
],
[
239,
117,
122,
239,
117,
122
],
[
42.270531,
43.478261,
41.062802,
42.270531,
43.478261,
41.062802
],
[
1.720354,
2.021009,
1.429528,
1.339421,
1.508979,
1.196356
],
[
323366,
323366,
49597,
76609,
76609,
31743
],
[
-29356,
-28505,
-29356,
-33135,
-22387,
-33135
],
[
34,
38,
31,
34,
38,
31
],
[
48,
51,
44,
48,
51,
44
],
[
24,
27,
21,
24,
27,
21
],
[
14361,
7866,
6494,
14361,
7866,
6494
],
[
17.834134,
17.834134,
21.167467,
17.834134,
17.834134,
21.167467
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
316626,
322001,
-581507,
-578886,
-193501,
-581507
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14543,
"evaluation_days": 2423.83,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1551888000000,
"last_datapoint_time": 1760040000000,
"evaluation_time": 1760054469183,
"expiration_time": 1766322576000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 93,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 26,
"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) |
|---|