| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 934177.8923 | 767992.4902 | 166185.4021 | 2245365.9415 | 1720244.6885 | 525121.253 |
| Total P&L (%) | 934.1779 | 767.9925 | 166.1854 | 2245.3659 | 1720.2447 | 525.1213 |
| Avg Daily Profit (%) | 0.3877 | 0.3188 | 0.069 | 0.131 | 0.1205 | 0.0761 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -88151 | -58287 | -73414 | -2266820 | -786818 | -1666019 |
| Profit Factor | 2.5961 | 3.854 | 1.5256 | 1.2745 | 1.5147 | 1.1085 |
| Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
| Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
| Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
| Profitability (%) | 46.3415 | 41.4634 | 51.2195 | 46.3415 | 41.4634 | 51.2195 |
| Ratio Avg Win / Avg Loss | 3.006 | 5.441 | 1.4529 | 1.4757 | 2.1384 | 1.0557 |
| Largest Winning Trade | 440057 | 440057 | 65729 | 1200267 | 1200267 | 1013713 |
| Largest Losing Trade | -58324 | -34444 | -58324 | -1051621 | -465051 | -1051621 |
| Avg Bars in Trades | 114 | 86 | 142 | 114 | 86 | 142 |
| Avg Bars in Winners | 179 | 144 | 207 | 179 | 144 | 207 |
| Avg Bars in Losers | 58 | 45 | 74 | 58 | 45 | 74 |
| Bars Traded | 9413 | 3558 | 5855 | 9413 | 3558 | 5855 |
| 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 | 158134 | 458042 | -99179 | -27940 | -32490 | -191869 |
{
"trading_pair": "ZIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9637,
"evaluation_days": 2409.25,
"actual_first_datapoint_time": 1550556000000,
"first_datapoint_time": 1554703200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758894389371,
"expiration_time": 1764959976000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 193,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 23,
"offset": 0,
"scalar": 2
}
}
}
{
"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": [
[
934177.8923492455,
767992.4902365,
166185.4021127454,
2245365.9414765392,
1720244.6884642404,
525121.2530122986
],
[
934.177892,
767.99249,
166.185402,
2245.365941,
1720.244688,
525.121253
],
[
0.387746,
0.318768,
0.068978,
0.131041,
0.120507,
0.076101
],
[
10,
10,
10,
10,
10,
10
],
[
-88151,
-58287,
-73414,
-2266820,
-786818,
-1666019
],
[
2.596071,
3.854025,
1.525558,
1.274473,
1.514696,
1.108532
],
[
82,
41,
41,
82,
41,
41
],
[
38,
17,
21,
38,
17,
21
],
[
44,
24,
20,
44,
24,
20
],
[
46.341463,
41.463415,
51.219512,
46.341463,
41.463415,
51.219512
],
[
3.005977,
5.440976,
1.452913,
1.475705,
2.138394,
1.055745
],
[
440057,
440057,
65729,
1200267,
1200267,
1013713
],
[
-58324,
-34444,
-58324,
-1051621,
-465051,
-1051621
],
[
114,
86,
142,
114,
86,
142
],
[
179,
144,
207,
179,
144,
207
],
[
58,
45,
74,
58,
45,
74
],
[
9413,
3558,
5855,
9413,
3558,
5855
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
158134,
458042,
-99179,
-27940,
-32490,
-191869
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9637,
"evaluation_days": 2409.25,
"actual_first_datapoint_time": 1550556000000,
"first_datapoint_time": 1554703200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758894389371,
"expiration_time": 1764959976000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 193,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 23,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|