| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 494319.6633 | 523713.2873 | -29393.624 | -67353.4975 | 357557.35 | -424910.8475 |
| Total P&L (%) | 494.3197 | 523.7133 | -29.3936 | -67.3535 | 357.5574 | -424.9108 |
| Avg Daily Profit (%) | 0.2042 | 0.2164 | -0.0121 | -0.0462 | 0.0629 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -270029 | -153878 | -141938 | -712931 | -439751 | -523121 |
| Profit Factor | 1.567 | 2.105 | 0.9261 | 0.9678 | 1.3798 | 0.6305 |
| Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
| Winning Trades | 38 | 15 | 23 | 38 | 15 | 23 |
| Losing Trades | 48 | 28 | 20 | 48 | 28 | 20 |
| Profitability (%) | 44.186 | 34.8837 | 53.4884 | 44.186 | 34.8837 | 53.4884 |
| Ratio Avg Win / Avg Loss | 1.9794 | 3.9294 | 0.8053 | 1.2225 | 2.5756 | 0.5483 |
| Largest Winning Trade | 329292 | 329292 | 67441 | 417301 | 417301 | 296957 |
| Largest Losing Trade | -64458 | -35791 | -64458 | -299749 | -263877 | -299749 |
| Avg Bars in Trades | 81 | 95 | 68 | 81 | 95 | 68 |
| Avg Bars in Winners | 111 | 157 | 81 | 111 | 157 | 81 |
| Avg Bars in Losers | 58 | 62 | 53 | 58 | 62 | 53 |
| Bars Traded | 7046 | 4111 | 2935 | 7046 | 4111 | 2935 |
| 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 | 304301 | 228706 | -580274 | -581142 | -113149 | -580274 |
{
"trading_pair": "ZIL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7261,
"evaluation_days": 2420.33,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1553443200000,
"last_datapoint_time": 1759651200000,
"evaluation_time": 1759666484430,
"expiration_time": 1765924704000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbu",
"factors": {
"length": 165,
"offset": 0,
"std": 1.33764
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 89,
"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": [
[
494319.6632757582,
523713.2872810329,
-29393.6240052746,
-67353.4975248056,
357557.3499526762,
-424910.8474774819
],
[
494.319663,
523.713287,
-29.393624,
-67.353498,
357.55735,
-424.910847
],
[
0.204236,
0.216381,
-0.012144,
-0.046241,
0.062851,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-270029,
-153878,
-141938,
-712931,
-439751,
-523121
],
[
1.567021,
2.105016,
0.926117,
0.967796,
1.379807,
0.630537
],
[
86,
43,
43,
86,
43,
43
],
[
38,
15,
23,
38,
15,
23
],
[
48,
28,
20,
48,
28,
20
],
[
44.186047,
34.883721,
53.488372,
44.186047,
34.883721,
53.488372
],
[
1.979395,
3.929364,
0.805319,
1.22248,
2.575639,
0.548293
],
[
329292,
329292,
67441,
417301,
417301,
296957
],
[
-64458,
-35791,
-64458,
-299749,
-263877,
-299749
],
[
81,
95,
68,
81,
95,
68
],
[
111,
157,
81,
111,
157,
81
],
[
58,
62,
53,
58,
62,
53
],
[
7046,
4111,
2935,
7046,
4111,
2935
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
304301,
228706,
-580274,
-581142,
-113149,
-580274
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7261,
"evaluation_days": 2420.33,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1553443200000,
"last_datapoint_time": 1759651200000,
"evaluation_time": 1759666484430,
"expiration_time": 1765924704000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbu",
"factors": {
"length": 165,
"offset": 0,
"std": 1.33764
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 89,
"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) |
|---|