| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 636829.5147 | 624235.8095 | 12593.7052 | 87597.6928 | 249718.1504 | -162120.4576 |
| Total P&L (%) | 636.8295 | 624.2358 | 12.5937 | 87.5977 | 249.7182 | -162.1205 |
| Avg Daily Profit (%) | 0.3057 | 0.2997 | 0.006 | 0.0302 | 0.0601 | 0 |
| Buy And Hold Return (%) | 62.7507 | 62.7507 | 62.7507 | 62.7507 | 62.7507 | 62.7507 |
| Max Trade Drawdown | -137823 | -115697 | -132282 | -924144 | -962915 | -511570 |
| Profit Factor | 1.3918 | 1.6849 | 1.0176 | 1.0106 | 1.0541 | 0.9558 |
| Total Trades | 703 | 351 | 352 | 703 | 351 | 352 |
| Winning Trades | 306 | 148 | 158 | 306 | 148 | 158 |
| Losing Trades | 397 | 203 | 194 | 397 | 203 | 194 |
| Profitability (%) | 43.5277 | 42.1652 | 44.8864 | 43.5277 | 42.1652 | 44.8864 |
| Ratio Avg Win / Avg Loss | 1.8058 | 2.3111 | 1.2495 | 1.3111 | 1.4459 | 1.1736 |
| Largest Winning Trade | 383456 | 383456 | 30841 | 677518 | 677518 | 205455 |
| Largest Losing Trade | -43612 | -27444 | -43612 | -254571 | -116981 | -254571 |
| Avg Bars in Trades | 35 | 37 | 32 | 35 | 37 | 32 |
| Avg Bars in Winners | 51 | 57 | 46 | 51 | 57 | 46 |
| Avg Bars in Losers | 22 | 23 | 21 | 22 | 23 | 21 |
| Bars Traded | 24622 | 13197 | 11425 | 24622 | 13197 | 11425 |
| 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 | 426698 | 371320 | -552347 | -402863 | -277646 | -579815 |
{
"trading_pair": "ZIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24998,
"evaluation_days": 2083.17,
"actual_first_datapoint_time": 1579377600000,
"first_datapoint_time": 1580961600000,
"last_datapoint_time": 1759428000000,
"evaluation_time": 1759434936571,
"expiration_time": 1765907481600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 221,
"offset": 0,
"scalar": 1
}
},
"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": [
[
636829.5146867787,
624235.809475954,
12593.7052108244,
87597.692844765,
249718.1504177608,
-162120.4575729959
],
[
636.829515,
624.235809,
12.593705,
87.597693,
249.71815,
-162.120458
],
[
0.305702,
0.299657,
0.006045,
0.030205,
0.060117,
0
],
[
62.750716,
62.750716,
62.750716,
62.750716,
62.750716,
62.750716
],
[
-137823,
-115697,
-132282,
-924144,
-962915,
-511570
],
[
1.391846,
1.684935,
1.017643,
1.010573,
1.054126,
0.955847
],
[
703,
351,
352,
703,
351,
352
],
[
306,
148,
158,
306,
148,
158
],
[
397,
203,
194,
397,
203,
194
],
[
43.527738,
42.165242,
44.886364,
43.527738,
42.165242,
44.886364
],
[
1.805761,
2.311093,
1.249511,
1.311102,
1.445862,
1.173634
],
[
383456,
383456,
30841,
677518,
677518,
205455
],
[
-43612,
-27444,
-43612,
-254571,
-116981,
-254571
],
[
35,
37,
32,
35,
37,
32
],
[
51,
57,
46,
51,
57,
46
],
[
22,
23,
21,
22,
23,
21
],
[
24622,
13197,
11425,
24622,
13197,
11425
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
426698,
371320,
-552347,
-402863,
-277646,
-579815
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24998,
"evaluation_days": 2083.17,
"actual_first_datapoint_time": 1579377600000,
"first_datapoint_time": 1580961600000,
"last_datapoint_time": 1759428000000,
"evaluation_time": 1759434936571,
"expiration_time": 1765907481600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 221,
"offset": 0,
"scalar": 1
}
},
"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) |
|---|