| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1154398.0358 | -55285.3627 | -1099112.6732 | 1816980.6072 | -4262068.0683 | 6079048.6755 |
| Total P&L (%) | -1154.398 | -55.2854 | -1099.1127 | 1816.9806 | -4262.0681 | 6079.0487 |
| Avg Daily Profit (%) | -0.4793 | -0.023 | -0.4563 | 0.1227 | 0 | 0.1714 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -1303136 | -98706 | -1276324 | -7472399 | -5320094 | -3351248 |
| Profit Factor | 0.4435 | 0.8764 | 0.3244 | 1.0726 | 0.6868 | 1.5331 |
| Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
| Winning Trades | 91 | 42 | 49 | 87 | 38 | 49 |
| Losing Trades | 92 | 50 | 42 | 96 | 54 | 42 |
| Profitability (%) | 49.7268 | 45.6522 | 53.8462 | 47.541 | 41.3043 | 53.8462 |
| Ratio Avg Win / Avg Loss | 0.4484 | 1.0434 | 0.2781 | 1.1836 | 0.976 | 1.3141 |
| Largest Winning Trade | 41579 | 37625 | 41579 | 3119596 | 1521516 | 3119596 |
| Largest Losing Trade | -935366 | -33853 | -935366 | -1539036 | -1539036 | -1302546 |
| Avg Bars in Trades | 76 | 46 | 105 | 76 | 46 | 105 |
| Avg Bars in Winners | 61 | 36 | 83 | 76 | 38 | 105 |
| Avg Bars in Losers | 90 | 55 | 132 | 75 | 52 | 105 |
| Bars Traded | 13942 | 4311 | 9631 | 13942 | 4311 | 9631 |
| Profit Streak | 0 | 0 | 42.4107 | 0 | 0 | 42.4107 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -579925 | -581110 | -580039 | -169410 | -584468 | 361450 |
{
"trading_pair": "ZIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14451,
"evaluation_days": 2408.5,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1553126400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758808285660,
"expiration_time": 1764958032000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 113,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 178,
"offset": 0,
"scalar": 1
}
}
}
{
"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": [
[
-1154398.0358369614,
-55285.3626503629,
-1099112.6731865993,
1816980.6072269685,
-4262068.068307793,
6079048.675534761
],
[
-1154.398036,
-55.285363,
-1099.112673,
1816.980607,
-4262.068068,
6079.048676
],
[
-0.479302,
-0.022954,
-0.456347,
0.122697,
0,
0.171363
],
[
10,
10,
10,
10,
10,
10
],
[
-1303136,
-98706,
-1276324,
-7472399,
-5320094,
-3351248
],
[
0.4435,
0.876432,
0.324446,
1.072644,
0.686828,
1.53312
],
[
183,
92,
91,
183,
92,
91
],
[
91,
42,
49,
87,
38,
49
],
[
92,
50,
42,
96,
54,
42
],
[
49.726776,
45.652174,
53.846154,
47.540984,
41.304348,
53.846154
],
[
0.448374,
1.043372,
0.278097,
1.183607,
0.976018,
1.314103
],
[
41579,
37625,
41579,
3119596,
1521516,
3119596
],
[
-935366,
-33853,
-935366,
-1539036,
-1539036,
-1302546
],
[
76,
46,
105,
76,
46,
105
],
[
61,
36,
83,
76,
38,
105
],
[
90,
55,
132,
75,
52,
105
],
[
13942,
4311,
9631,
13942,
4311,
9631
],
[
0,
0,
42.410714,
0,
0,
42.410714
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-579925,
-581110,
-580039,
-169410,
-584468,
361450
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14451,
"evaluation_days": 2408.5,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1553126400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758808285660,
"expiration_time": 1764958032000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 113,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 178,
"offset": 0,
"scalar": 1
}
}
}
| # | 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) |
|---|