| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2180850.2554 | 2277691.3173 | -96841.0619 | -90586.7438 | 15013.9026 | -105600.6465 |
| Total P&L (%) | 2180.8503 | 2277.6913 | -96.8411 | -90.5867 | 15.0139 | -105.6006 |
| Avg Daily Profit (%) | 0.9049 | 0.9451 | -0.0402 | -0.098 | 0.0058 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -337958 | -256695 | -142775 | -521678 | -418175 | -122378 |
| Profit Factor | 4.2957 | 6.3522 | 0.5899 | 0.8754 | 1.0281 | 0.451 |
| Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
| Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
| Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
| Profitability (%) | 41.9753 | 37.5 | 46.3415 | 41.9753 | 37.5 | 46.3415 |
| Ratio Avg Win / Avg Loss | 5.9381 | 10.5869 | 0.6831 | 1.2101 | 1.7135 | 0.5222 |
| Largest Winning Trade | 2642307 | 2642307 | 43067 | 506108 | 506108 | 25158 |
| Largest Losing Trade | -38950 | -38950 | -25639 | -206709 | -206709 | -46271 |
| Avg Bars in Trades | 55 | 80 | 30 | 55 | 80 | 30 |
| Avg Bars in Winners | 62 | 102 | 30 | 62 | 102 | 30 |
| Avg Bars in Losers | 50 | 67 | 31 | 50 | 67 | 31 |
| Bars Traded | 4485 | 3219 | 1266 | 4485 | 3219 | 1266 |
| Profit Streak | 96.0981 | 0 | 157.5981 | 96.0981 | 0 | 157.5981 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 61081 | 611540 | -581588 | -597950 | -388630 | -581588 |
{
"trading_pair": "ZIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4820,
"evaluation_days": 2410,
"actual_first_datapoint_time": 1550534400000,
"first_datapoint_time": 1557446400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758982873741,
"expiration_time": 1764961920000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 161,
"offset": 0,
"scalar": 3
}
},
"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": [
[
2180850.25542985,
2277691.317290471,
-96841.0618606193,
-90586.7438214968,
15013.9026426957,
-105600.6464641926
],
[
2180.850255,
2277.691317,
-96.841062,
-90.586744,
15.013903,
-105.600646
],
[
0.904917,
0.9451,
-0.040183,
-0.098004,
0.005804,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-337958,
-256695,
-142775,
-521678,
-418175,
-122378
],
[
4.295668,
6.352163,
0.589948,
0.875371,
1.02809,
0.451015
],
[
81,
40,
41,
81,
40,
41
],
[
34,
15,
19,
34,
15,
19
],
[
47,
25,
22,
47,
25,
22
],
[
41.975309,
37.5,
46.341463,
41.975309,
37.5,
46.341463
],
[
5.938129,
10.586938,
0.683098,
1.210072,
1.713483,
0.522228
],
[
2642307,
2642307,
43067,
506108,
506108,
25158
],
[
-38950,
-38950,
-25639,
-206709,
-206709,
-46271
],
[
55,
80,
30,
55,
80,
30
],
[
62,
102,
30,
62,
102,
30
],
[
50,
67,
31,
50,
67,
31
],
[
4485,
3219,
1266,
4485,
3219,
1266
],
[
96.098076,
0,
157.598076,
96.098076,
0,
157.598076
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
61081,
611540,
-581588,
-597950,
-388630,
-581588
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4820,
"evaluation_days": 2410,
"actual_first_datapoint_time": 1550534400000,
"first_datapoint_time": 1557446400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758982873741,
"expiration_time": 1764961920000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 161,
"offset": 0,
"scalar": 3
}
},
"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) |
|---|