| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1237939.6309 | 1296665.7733 | -58726.1424 | -73347.8972 | 25448.2875 | -98796.1847 |
| Total P&L (%) | 1237.9396 | 1296.6658 | -58.7261 | -73.3479 | 25.4483 | -98.7962 |
| Avg Daily Profit (%) | 0.5135 | 0.5379 | -0.0244 | -0.0548 | 0.0094 | -0.1832 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -218296 | -190799 | -62048 | -294245 | -246141 | -98063 |
| Profit Factor | 3.7161 | 4.6775 | 0.4309 | 0.8309 | 1.079 | 0.1163 |
| Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
| Winning Trades | 23 | 11 | 12 | 23 | 11 | 12 |
| Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
| Profitability (%) | 34.3284 | 33.3333 | 35.2941 | 34.3284 | 33.3333 | 35.2941 |
| Ratio Avg Win / Avg Loss | 7.109 | 9.3551 | 0.79 | 1.5896 | 2.1581 | 0.2132 |
| Largest Winning Trade | 1585674 | 1585674 | 18174 | 298136 | 298136 | 4504 |
| Largest Losing Trade | -42758 | -42758 | -25224 | -71501 | -71501 | -24059 |
| Avg Bars in Trades | 93 | 182 | 7 | 93 | 182 | 7 |
| Avg Bars in Winners | 169 | 344 | 9 | 169 | 344 | 9 |
| Avg Bars in Losers | 54 | 101 | 7 | 54 | 101 | 7 |
| Bars Traded | 6280 | 6009 | 271 | 6280 | 6009 | 271 |
| Profit Streak | 170.468 | 0 | 229.1347 | 170.468 | 0 | 229.1347 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -109219 | 431203 | -585645 | -704790 | -322775 | -585367 |
{
"trading_pair": "ZIL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7232,
"evaluation_days": 2410.67,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1553702400000,
"last_datapoint_time": 1758816000000,
"evaluation_time": 1758827639150,
"expiration_time": 1765064448000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 110,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 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": [
[
1237939.63087583,
1296665.7732989637,
-58726.1424231341,
-73347.8971868898,
25448.2874724216,
-98796.1846593114
],
[
1237.939631,
1296.665773,
-58.726142,
-73.347897,
25.448287,
-98.796185
],
[
0.513525,
0.537886,
-0.024361,
-0.054837,
0.009405,
-0.18317
],
[
10,
10,
10,
10,
10,
10
],
[
-218296,
-190799,
-62048,
-294245,
-246141,
-98063
],
[
3.716091,
4.677535,
0.430887,
0.830925,
1.079026,
0.116269
],
[
67,
33,
34,
67,
33,
34
],
[
23,
11,
12,
23,
11,
12
],
[
44,
22,
22,
44,
22,
22
],
[
34.328358,
33.333333,
35.294118,
34.328358,
33.333333,
35.294118
],
[
7.109043,
9.35507,
0.78996,
1.589597,
2.158051,
0.21316
],
[
1585674,
1585674,
18174,
298136,
298136,
4504
],
[
-42758,
-42758,
-25224,
-71501,
-71501,
-24059
],
[
93,
182,
7,
93,
182,
7
],
[
169,
344,
9,
169,
344,
9
],
[
54,
101,
7,
54,
101,
7
],
[
6280,
6009,
271,
6280,
6009,
271
],
[
170.468046,
0,
229.134712,
170.468046,
0,
229.134712
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-109219,
431203,
-585645,
-704790,
-322775,
-585367
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7232,
"evaluation_days": 2410.67,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1553702400000,
"last_datapoint_time": 1758816000000,
"evaluation_time": 1758827639150,
"expiration_time": 1765064448000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 110,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 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) |
|---|