| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 825382.2325 | 767724.8934 | 57657.3392 | 141477.6954 | -71669.6757 | 213147.3711 |
| Total P&L (%) | 825.3822 | 767.7249 | 57.6573 | 141.4777 | -71.6697 | 213.1474 |
| Avg Daily Profit (%) | 0.3423 | 0.3184 | 0.0239 | 0.0366 | -0.0523 | 0.0474 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -145612 | -149454 | -46914 | -1797087 | -1659808 | -648788 |
| Profit Factor | 2.5659 | 3.5124 | 1.2603 | 1.0338 | 0.9709 | 1.1234 |
| Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
| Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
| Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
| Profitability (%) | 46.2687 | 45.4545 | 47.0588 | 46.2687 | 45.4545 | 47.0588 |
| Ratio Avg Win / Avg Loss | 2.9797 | 4.2149 | 1.4178 | 1.2005 | 1.1651 | 1.2638 |
| Largest Winning Trade | 711597 | 711597 | 53835 | 1489138 | 1489138 | 365017 |
| Largest Losing Trade | -33852 | -32502 | -33852 | -648788 | -439175 | -648788 |
| Avg Bars in Trades | 100 | 152 | 50 | 100 | 152 | 50 |
| Avg Bars in Winners | 143 | 227 | 65 | 143 | 227 | 65 |
| Avg Bars in Losers | 63 | 90 | 37 | 63 | 90 | 37 |
| Bars Traded | 6748 | 5034 | 1714 | 6748 | 5034 | 1714 |
| 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 | -108582 | 502613 | -163063 | -450157 | -580903 | -215664 |
{
"trading_pair": "ZIL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7233,
"evaluation_days": 2411,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1555747200000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758871055993,
"expiration_time": 1765094112000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 181,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 45,
"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": [
[
825382.2325482683,
767724.893367431,
57657.3391808379,
141477.6954138303,
-71669.6756608561,
213147.3710746862
],
[
825.382233,
767.724893,
57.657339,
141.477695,
-71.669676,
213.147371
],
[
0.34234,
0.318426,
0.023914,
0.036573,
-0.052298,
0.047357
],
[
10,
10,
10,
10,
10,
10
],
[
-145612,
-149454,
-46914,
-1797087,
-1659808,
-648788
],
[
2.565856,
3.512384,
1.260262,
1.033764,
0.970892,
1.123352
],
[
67,
33,
34,
67,
33,
34
],
[
31,
15,
16,
31,
15,
16
],
[
36,
18,
18,
36,
18,
18
],
[
46.268657,
45.454545,
47.058824,
46.268657,
45.454545,
47.058824
],
[
2.979704,
4.21486,
1.417794,
1.2005,
1.165071,
1.263771
],
[
711597,
711597,
53835,
1489138,
1489138,
365017
],
[
-33852,
-32502,
-33852,
-648788,
-439175,
-648788
],
[
100,
152,
50,
100,
152,
50
],
[
143,
227,
65,
143,
227,
65
],
[
63,
90,
37,
63,
90,
37
],
[
6748,
5034,
1714,
6748,
5034,
1714
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-108582,
502613,
-163063,
-450157,
-580903,
-215664
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7233,
"evaluation_days": 2411,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1555747200000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758871055993,
"expiration_time": 1765094112000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 181,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 45,
"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) |
|---|