| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 478518.1559 | 426927.8812 | 51590.2748 | 80580.8238 | -398819.2443 | 479400.068 |
| Total P&L (%) | 478.5182 | 426.9279 | 51.5903 | 80.5808 | -398.8192 | 479.4001 |
| Avg Daily Profit (%) | 0.1974 | 0.1761 | 0.0213 | 0.0244 | 0 | 0.0725 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -192962 | -115534 | -91992 | -3312560 | -1809782 | -1556072 |
| Profit Factor | 1.3046 | 1.5924 | 1.0607 | 1.0085 | 0.911 | 1.0948 |
| Total Trades | 499 | 250 | 249 | 499 | 250 | 249 |
| Winning Trades | 219 | 91 | 128 | 219 | 91 | 128 |
| Losing Trades | 280 | 159 | 121 | 280 | 159 | 121 |
| Profitability (%) | 43.8878 | 36.4 | 51.4056 | 43.8878 | 36.4 | 51.4056 |
| Ratio Avg Win / Avg Loss | 1.668 | 2.7823 | 1.0027 | 1.2893 | 1.5917 | 1.035 |
| Largest Winning Trade | 189559 | 189559 | 40540 | 946720 | 946720 | 706117 |
| Largest Losing Trade | -50102 | -21491 | -50102 | -527571 | -424772 | -527571 |
| Avg Bars in Trades | 28 | 21 | 36 | 28 | 21 | 36 |
| Avg Bars in Winners | 41 | 34 | 46 | 41 | 34 | 46 |
| Avg Bars in Losers | 19 | 14 | 25 | 19 | 14 | 25 |
| Bars Traded | 14419 | 5379 | 9040 | 14419 | 5379 | 9040 |
| Profit Streak | 0 | 0 | 6.2165 | 0 | 0 | 6.2165 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 335882 | 221036 | -317826 | -371022 | -582258 | -210733 |
{
"trading_pair": "ZIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14547,
"evaluation_days": 2424.5,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1551456000000,
"last_datapoint_time": 1760097600000,
"evaluation_time": 1760101906529,
"expiration_time": 1766381904000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 63,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
478518.1559279423,
426927.8811525248,
51590.2747754181,
80580.8237597386,
-398819.2442877243,
479400.068047462
],
[
478.518156,
426.927881,
51.590275,
80.580824,
-398.819244,
479.400068
],
[
0.197368,
0.176089,
0.021279,
0.024379,
0,
0.072488
],
[
10,
10,
10,
10,
10,
10
],
[
-192962,
-115534,
-91992,
-3312560,
-1809782,
-1556072
],
[
1.304598,
1.592402,
1.060672,
1.008452,
0.910963,
1.094842
],
[
499,
250,
249,
499,
250,
249
],
[
219,
91,
128,
219,
91,
128
],
[
280,
159,
121,
280,
159,
121
],
[
43.887776,
36.4,
51.405622,
43.887776,
36.4,
51.405622
],
[
1.667979,
2.782329,
1.002667,
1.289345,
1.591682,
1.034967
],
[
189559,
189559,
40540,
946720,
946720,
706117
],
[
-50102,
-21491,
-50102,
-527571,
-424772,
-527571
],
[
28,
21,
36,
28,
21,
36
],
[
41,
34,
46,
41,
34,
46
],
[
19,
14,
25,
19,
14,
25
],
[
14419,
5379,
9040,
14419,
5379,
9040
],
[
0,
0,
6.216511,
0,
0,
6.216511
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
335882,
221036,
-317826,
-371022,
-582258,
-210733
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14547,
"evaluation_days": 2424.5,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1551456000000,
"last_datapoint_time": 1760097600000,
"evaluation_time": 1760101906529,
"expiration_time": 1766381904000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 63,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|