| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 772438.1824 | 659216.7143 | 113221.468 | 780542.0974 | 745798.7791 | 34743.3184 |
| Total P&L (%) | 772.4382 | 659.2167 | 113.2215 | 780.5421 | 745.7988 | 34.7433 |
| Avg Daily Profit (%) | 0.3206 | 0.2736 | 0.047 | 0.0903 | 0.0887 | 0.0124 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -135711 | -110976 | -182412 | -1529663 | -1216197 | -1094502 |
| Profit Factor | 1.4014 | 1.6751 | 1.1194 | 1.0593 | 1.1083 | 1.0055 |
| Total Trades | 622 | 311 | 311 | 622 | 311 | 311 |
| Winning Trades | 214 | 97 | 117 | 214 | 97 | 117 |
| Losing Trades | 408 | 214 | 194 | 408 | 214 | 194 |
| Profitability (%) | 34.4051 | 31.1897 | 37.6206 | 34.4051 | 31.1897 | 37.6206 |
| Ratio Avg Win / Avg Loss | 2.6718 | 3.6955 | 1.8562 | 2.0197 | 2.445 | 1.6673 |
| Largest Winning Trade | 276175 | 276175 | 42261 | 908378 | 908378 | 331326 |
| Largest Losing Trade | -25608 | -25608 | -20820 | -220088 | -220088 | -169824 |
| Avg Bars in Trades | 15 | 18 | 12 | 15 | 18 | 12 |
| Avg Bars in Winners | 25 | 35 | 17 | 25 | 35 | 17 |
| Avg Bars in Losers | 9 | 10 | 9 | 9 | 10 | 9 |
| Bars Traded | 9604 | 5611 | 3993 | 9604 | 5611 | 3993 |
| 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 | 300449 | 211451 | -221647 | -228618 | -180471 | -395771 |
{
"trading_pair": "ZIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9637,
"evaluation_days": 2409.25,
"actual_first_datapoint_time": 1550556000000,
"first_datapoint_time": 1550988000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758913028998,
"expiration_time": 1764959976000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 18,
"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": [
[
772438.1823535223,
659216.714337349,
113221.4680161737,
780542.097443631,
745798.7790881541,
34743.3183554783
],
[
772.438182,
659.216714,
113.221468,
780.542097,
745.798779,
34.743318
],
[
0.320614,
0.273619,
0.046994,
0.090333,
0.088661,
0.012378
],
[
10,
10,
10,
10,
10,
10
],
[
-135711,
-110976,
-182412,
-1529663,
-1216197,
-1094502
],
[
1.401376,
1.675066,
1.119438,
1.059346,
1.10826,
1.005547
],
[
622,
311,
311,
622,
311,
311
],
[
214,
97,
117,
214,
97,
117
],
[
408,
214,
194,
408,
214,
194
],
[
34.405145,
31.189711,
37.620579,
34.405145,
31.189711,
37.620579
],
[
2.671782,
3.695506,
1.856162,
2.019688,
2.445026,
1.667317
],
[
276175,
276175,
42261,
908378,
908378,
331326
],
[
-25608,
-25608,
-20820,
-220088,
-220088,
-169824
],
[
15,
18,
12,
15,
18,
12
],
[
25,
35,
17,
25,
35,
17
],
[
9,
10,
9,
9,
10,
9
],
[
9604,
5611,
3993,
9604,
5611,
3993
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
300449,
211451,
-221647,
-228618,
-180471,
-395771
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9637,
"evaluation_days": 2409.25,
"actual_first_datapoint_time": 1550556000000,
"first_datapoint_time": 1550988000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758913028998,
"expiration_time": 1764959976000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 18,
"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) |
|---|