| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -465545.7438 | 164386.3201 | -629932.0639 | 7239174.207 | 7259159.2028 | -19984.9957 |
| Total P&L (%) | -465.5457 | 164.3863 | -629.9321 | 7239.1742 | 7259.1592 | -19.985 |
| Avg Daily Profit (%) | -0.2235 | 0.0789 | -0.3024 | 0.2064 | 0.2065 | -0.0107 |
| Buy And Hold Return (%) | 86.5832 | 86.5832 | 86.5832 | 86.5832 | 86.5832 | 86.5832 |
| Max Trade Drawdown | -881770 | -19009 | -893171 | -12499266 | -978332 | -12284833 |
| Profit Factor | 0.6282 | 3.1692 | 0.4645 | 1.257 | 2.9241 | 0.9992 |
| Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
| Winning Trades | 54 | 26 | 28 | 52 | 24 | 28 |
| Losing Trades | 22 | 12 | 10 | 24 | 14 | 10 |
| Profitability (%) | 71.0526 | 68.4211 | 73.6842 | 68.4211 | 63.1579 | 73.6842 |
| Ratio Avg Win / Avg Loss | 0.2559 | 1.4627 | 0.1659 | 0.5801 | 1.7057 | 0.3569 |
| Largest Winning Trade | 42894 | 27575 | 42894 | 3003240 | 3003240 | 2857339 |
| Largest Losing Trade | -560393 | -13323 | -560393 | -12284833 | -870574 | -12284833 |
| Avg Bars in Trades | 321 | 85 | 556 | 321 | 85 | 556 |
| Avg Bars in Winners | 210 | 74 | 337 | 259 | 76 | 416 |
| Avg Bars in Losers | 592 | 109 | 1172 | 454 | 100 | 949 |
| Bars Traded | 24420 | 3256 | 21164 | 24420 | 3256 | 21164 |
| Profit Streak | 113.8047 | 113.8047 | 116.8047 | 113.8047 | 113.8047 | 116.8047 |
| Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -630195 | -87253 | -576342 | -43512 | 574525 | -576342 |
{
"trading_pair": "ZIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579060800000,
"first_datapoint_time": 1580364000000,
"last_datapoint_time": 1759125600000,
"evaluation_time": 1759130323091,
"expiration_time": 1765605600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 182,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 123,
"offset": 0,
"scalar": 3
}
}
} {
"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": [
[
-465545.7437814334,
164386.3201366206,
-629932.0639180543,
7239174.2070355425,
7259159.202783596,
-19984.9957480549
],
[
-465.545744,
164.38632,
-629.932064,
7239.174207,
7259.159203,
-19.984996
],
[
-0.223462,
0.078906,
-0.302368,
0.206412,
0.206543,
-0.010701
],
[
86.583184,
86.583184,
86.583184,
86.583184,
86.583184,
86.583184
],
[
-881770,
-19009,
-893171,
-12499266,
-978332,
-12284833
],
[
0.628173,
3.169221,
0.464466,
1.256979,
2.92406,
0.999181
],
[
76,
38,
38,
76,
38,
38
],
[
54,
26,
28,
52,
24,
28
],
[
22,
12,
10,
24,
14,
10
],
[
71.052632,
68.421053,
73.684211,
68.421053,
63.157895,
73.684211
],
[
0.255922,
1.462717,
0.165881,
0.580144,
1.705702,
0.35685
],
[
42894,
27575,
42894,
3003240,
3003240,
2857339
],
[
-560393,
-13323,
-560393,
-12284833,
-870574,
-12284833
],
[
321,
85,
556,
321,
85,
556
],
[
210,
74,
337,
259,
76,
416
],
[
592,
109,
1172,
454,
100,
949
],
[
24420,
3256,
21164,
24420,
3256,
21164
],
[
113.804665,
113.804665,
116.804665,
113.804665,
113.804665,
116.804665
],
[
3,
1,
3,
3,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-630195,
-87253,
-576342,
-43512,
574525,
-576342
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579060800000,
"first_datapoint_time": 1580364000000,
"last_datapoint_time": 1759125600000,
"evaluation_time": 1759130323091,
"expiration_time": 1765605600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 182,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 123,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|