| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 969787.8711 | 971660.274 | -1872.4029 | 17388.5387 | -249024.2327 | 266412.7714 |
| Total P&L (%) | 969.7879 | 971.6603 | -1.8724 | 17.3885 | -249.0242 | 266.4128 |
| Avg Daily Profit (%) | 0.4014 | 0.4021 | -0.0008 | 0.0066 | 0 | 0.0538 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -155030 | -136424 | -38889 | -1856915 | -1781218 | -136488 |
| Profit Factor | 2.634 | 2.986 | 0.982 | 1.0056 | 0.9106 | 1.7833 |
| Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
| Winning Trades | 29 | 11 | 18 | 29 | 11 | 18 |
| Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
| Profitability (%) | 42.029 | 32.3529 | 51.4286 | 42.029 | 32.3529 | 51.4286 |
| Ratio Avg Win / Avg Loss | 3.6331 | 6.2434 | 0.9275 | 1.387 | 1.9041 | 1.6842 |
| Largest Winning Trade | 837723 | 837723 | 42670 | 767010 | 767010 | 366357 |
| Largest Losing Trade | -51069 | -51069 | -19261 | -821522 | -821522 | -70449 |
| Avg Bars in Trades | 125 | 247 | 7 | 125 | 247 | 7 |
| Avg Bars in Winners | 153 | 392 | 7 | 153 | 392 | 7 |
| Avg Bars in Losers | 105 | 178 | 6 | 105 | 178 | 6 |
| Bars Traded | 8674 | 8426 | 248 | 8674 | 8426 | 248 |
| 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 | -94594 | 309183 | -580324 | -516377 | -584880 | -117293 |
{
"trading_pair": "ZIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9665,
"evaluation_days": 2416.25,
"actual_first_datapoint_time": 1550556000000,
"first_datapoint_time": 1552089600000,
"last_datapoint_time": 1759320000000,
"evaluation_time": 1759332297630,
"expiration_time": 1765582920000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 72,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
969787.871105554,
971660.2739768263,
-1872.4028712723,
17388.5387383948,
-249024.2326578201,
266412.7713962145
],
[
969.787871,
971.660274,
-1.872403,
17.388539,
-249.024233,
266.412771
],
[
0.401361,
0.402136,
-0.000775,
0.006635,
0,
0.053758
],
[
10,
10,
10,
10,
10,
10
],
[
-155030,
-136424,
-38889,
-1856915,
-1781218,
-136488
],
[
2.633994,
2.985994,
0.982039,
1.005561,
0.910634,
1.783256
],
[
69,
34,
35,
69,
34,
35
],
[
29,
11,
18,
29,
11,
18
],
[
40,
23,
17,
40,
23,
17
],
[
42.028986,
32.352941,
51.428571,
42.028986,
32.352941,
51.428571
],
[
3.633096,
6.243441,
0.927482,
1.386981,
1.904053,
1.684186
],
[
837723,
837723,
42670,
767010,
767010,
366357
],
[
-51069,
-51069,
-19261,
-821522,
-821522,
-70449
],
[
125,
247,
7,
125,
247,
7
],
[
153,
392,
7,
153,
392,
7
],
[
105,
178,
6,
105,
178,
6
],
[
8674,
8426,
248,
8674,
8426,
248
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-94594,
309183,
-580324,
-516377,
-584880,
-117293
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9665,
"evaluation_days": 2416.25,
"actual_first_datapoint_time": 1550556000000,
"first_datapoint_time": 1552089600000,
"last_datapoint_time": 1759320000000,
"evaluation_time": 1759332297630,
"expiration_time": 1765582920000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 72,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|