| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1361133.1858 | -46837.6447 | -1314295.5411 | -1028168.3277 | 6938750.7691 | -7966919.0967 |
| Total P&L (%) | -1361.1332 | -46.8376 | -1314.2955 | -1028.1683 | 6938.7508 | -7966.9191 |
| Avg Daily Profit (%) | -0.6535 | -0.0225 | -0.631 | 0 | 0.2045 | 0 |
| Buy And Hold Return (%) | 122.1766 | 122.1766 | 122.1766 | 122.1766 | 122.1766 | 122.1766 |
| Max Trade Drawdown | -1497167 | -105471 | -1439832 | -33965749 | -2308084 | -35475921 |
| Profit Factor | 0.3694 | 0.7648 | 0.3292 | 0.9802 | 2.3052 | 0.829 |
| Total Trades | 199 | 100 | 99 | 199 | 100 | 99 |
| Winning Trades | 141 | 62 | 79 | 80 | 46 | 34 |
| Losing Trades | 58 | 38 | 20 | 119 | 54 | 65 |
| Profitability (%) | 70.8543 | 62 | 79.798 | 40.201 | 46 | 34.3434 |
| Ratio Avg Win / Avg Loss | 0.1519 | 0.4687 | 0.0833 | 1.458 | 2.706 | 1.5849 |
| Largest Winning Trade | 32368 | 19609 | 32368 | 7759806 | 1692501 | 7759806 |
| Largest Losing Trade | -986653 | -21049 | -986653 | -21330513 | -2308084 | -21330513 |
| Avg Bars in Trades | 122 | 15 | 231 | 122 | 15 | 231 |
| Avg Bars in Winners | 68 | 8 | 116 | 167 | 21 | 365 |
| Avg Bars in Losers | 254 | 26 | 686 | 92 | 10 | 161 |
| Bars Traded | 24470 | 1573 | 22897 | 24470 | 1573 | 22897 |
| Profit Streak | 0 | 0 | 9.2096 | 6.4596 | 7.293 | 0 |
| Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -577032 | -579232 | -576260 | -581189 | 416901 | -584379 |
{
"trading_pair": "ZIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24993,
"evaluation_days": 2082.75,
"actual_first_datapoint_time": 1579298400000,
"first_datapoint_time": 1579924800000,
"last_datapoint_time": 1759312800000,
"evaluation_time": 1759316511309,
"expiration_time": 1765790985600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 88,
"offset": 0,
"scalar": 4
}
}
} {
"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": [
[
-1361133.1858052022,
-46837.6447009845,
-1314295.5411042178,
-1028168.3276510782,
6938750.7690883195,
-7966919.096739395
],
[
-1361.133186,
-46.837645,
-1314.295541,
-1028.168328,
6938.750769,
-7966.919097
],
[
-0.653527,
-0.022488,
-0.631039,
0,
0.204459,
0
],
[
122.176591,
122.176591,
122.176591,
122.176591,
122.176591,
122.176591
],
[
-1497167,
-105471,
-1439832,
-33965749,
-2308084,
-35475921
],
[
0.369392,
0.764782,
0.329209,
0.980195,
2.305151,
0.829034
],
[
199,
100,
99,
199,
100,
99
],
[
141,
62,
79,
80,
46,
34
],
[
58,
38,
20,
119,
54,
65
],
[
70.854271,
62,
79.79798,
40.201005,
46,
34.343434
],
[
0.151949,
0.468737,
0.083344,
1.458041,
2.706047,
1.584917
],
[
32368,
19609,
32368,
7759806,
1692501,
7759806
],
[
-986653,
-21049,
-986653,
-21330513,
-2308084,
-21330513
],
[
122,
15,
231,
122,
15,
231
],
[
68,
8,
116,
167,
21,
365
],
[
254,
26,
686,
92,
10,
161
],
[
24470,
1573,
22897,
24470,
1573,
22897
],
[
0,
0,
9.209622,
6.459622,
7.292955,
0
],
[
0,
0,
1,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-577032,
-579232,
-576260,
-581189,
416901,
-584379
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24993,
"evaluation_days": 2082.75,
"actual_first_datapoint_time": 1579298400000,
"first_datapoint_time": 1579924800000,
"last_datapoint_time": 1759312800000,
"evaluation_time": 1759316511309,
"expiration_time": 1765790985600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 88,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|