| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -309183.1298 | 75337.186 | -384520.3158 | 7963480.6134 | 431928.5632 | 7531552.0502 |
| Total P&L (%) | -309.1831 | 75.3372 | -384.5203 | 7963.4806 | 431.9286 | 7531.5521 |
| Avg Daily Profit (%) | -0.1283 | 0.0313 | -0.1596 | 0.1823 | 0.0694 | 0.18 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -657130 | -55043 | -686707 | -2614987 | -1833510 | -2514839 |
| Profit Factor | 0.6871 | 1.4047 | 0.5205 | 1.7035 | 1.0784 | 2.296 |
| Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
| Winning Trades | 65 | 28 | 37 | 63 | 26 | 37 |
| Losing Trades | 40 | 25 | 15 | 42 | 27 | 15 |
| Profitability (%) | 61.9048 | 52.8302 | 71.1538 | 60 | 49.0566 | 71.1538 |
| Ratio Avg Win / Avg Loss | 0.4228 | 1.2542 | 0.211 | 1.1357 | 1.1199 | 0.9308 |
| Largest Winning Trade | 37225 | 37225 | 29893 | 1693823 | 832434 | 1693823 |
| Largest Losing Trade | -428264 | -55043 | -428264 | -2514839 | -1228751 | -2514839 |
| Avg Bars in Trades | 64 | 40 | 88 | 64 | 40 | 88 |
| Avg Bars in Winners | 48 | 32 | 60 | 60 | 33 | 78 |
| Avg Bars in Losers | 89 | 49 | 157 | 70 | 46 | 112 |
| Bars Traded | 6724 | 2123 | 4601 | 6724 | 2123 | 4601 |
| Profit Streak | 181.3587 | 181.3587 | 232.6921 | 181.3587 | 181.3587 | 232.6921 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -577571 | -329120 | -757118 | 466674 | -414036 | -166879 |
{
"trading_pair": "ZIL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7230,
"evaluation_days": 2410,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1555833600000,
"last_datapoint_time": 1758758400000,
"evaluation_time": 1758789395090,
"expiration_time": 1765005120000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 184,
"offset": 0,
"scalar": 3
}
}
}
{
"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": [
[
-309183.1298129234,
75337.1859906173,
-384520.3158035406,
7963480.613440828,
431928.5632157577,
7531552.050225068
],
[
-309.18313,
75.337186,
-384.520316,
7963.480613,
431.928563,
7531.55205
],
[
-0.128292,
0.03126,
-0.159552,
0.182321,
0.069374,
0.180032
],
[
10,
10,
10,
10,
10,
10
],
[
-657130,
-55043,
-686707,
-2614987,
-1833510,
-2514839
],
[
0.687071,
1.404692,
0.520472,
1.703487,
1.078409,
2.296013
],
[
105,
53,
52,
105,
53,
52
],
[
65,
28,
37,
63,
26,
37
],
[
40,
25,
15,
42,
27,
15
],
[
61.904762,
52.830189,
71.153846,
60,
49.056604,
71.153846
],
[
0.422813,
1.254189,
0.211002,
1.135658,
1.119886,
0.930816
],
[
37225,
37225,
29893,
1693823,
832434,
1693823
],
[
-428264,
-55043,
-428264,
-2514839,
-1228751,
-2514839
],
[
64,
40,
88,
64,
40,
88
],
[
48,
32,
60,
60,
33,
78
],
[
89,
49,
157,
70,
46,
112
],
[
6724,
2123,
4601,
6724,
2123,
4601
],
[
181.358739,
181.358739,
232.692073,
181.358739,
181.358739,
232.692073
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-577571,
-329120,
-757118,
466674,
-414036,
-166879
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7230,
"evaluation_days": 2410,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1555833600000,
"last_datapoint_time": 1758758400000,
"evaluation_time": 1758789395090,
"expiration_time": 1765005120000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 184,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|