| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 642224.7641 | 540620.3823 | 101604.3819 | 1018984.0449 | 798619.9601 | 220364.0848 |
| Total P&L (%) | 642.2248 | 540.6204 | 101.6044 | 1018.984 | 798.62 | 220.3641 |
| Avg Daily Profit (%) | 0.2652 | 0.2232 | 0.042 | 0.0998 | 0.0907 | 0.0481 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -115213 | -56638 | -158116 | -425404 | -194414 | -507489 |
| Profit Factor | 2.1584 | 4.0595 | 1.269 | 1.5023 | 2.2807 | 1.1568 |
| Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
| Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
| Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
| Profitability (%) | 33.7349 | 33.3333 | 34.1463 | 33.7349 | 33.3333 | 34.1463 |
| Ratio Avg Win / Avg Loss | 4.2398 | 8.119 | 2.4474 | 2.9508 | 4.5613 | 2.231 |
| Largest Winning Trade | 254270 | 254270 | 70877 | 460480 | 361699 | 460480 |
| Largest Losing Trade | -48685 | -12177 | -48685 | -256439 | -73289 | -256439 |
| Avg Bars in Trades | 83 | 32 | 135 | 83 | 32 | 135 |
| Avg Bars in Winners | 192 | 75 | 310 | 192 | 75 | 310 |
| Avg Bars in Losers | 27 | 10 | 45 | 27 | 10 | 45 |
| Bars Traded | 6920 | 1361 | 5559 | 6920 | 1361 | 5559 |
| Profit Streak | 0 | 0 | 150.3194 | 0 | 0 | 150.3194 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 183531 | 320525 | -141414 | -64528 | -73539 | -181161 |
{
"trading_pair": "ZIL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7265,
"evaluation_days": 2421.67,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1553904000000,
"last_datapoint_time": 1759766400000,
"evaluation_time": 1759793996487,
"expiration_time": 1766043360000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcu",
"factors": {
"length": 117,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 8,
"offset": 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": [
[
642224.7641249156,
540620.3822669995,
101604.3818579164,
1018984.0449081399,
798619.9601322738,
220364.084775866
],
[
642.224764,
540.620382,
101.604382,
1018.984045,
798.61996,
220.364085
],
[
0.265199,
0.223243,
0.041956,
0.099775,
0.09071,
0.048089
],
[
10,
10,
10,
10,
10,
10
],
[
-115213,
-56638,
-158116,
-425404,
-194414,
-507489
],
[
2.158427,
4.059507,
1.269014,
1.50225,
2.280663,
1.156816
],
[
83,
42,
41,
83,
42,
41
],
[
28,
14,
14,
28,
14,
14
],
[
55,
28,
27,
55,
28,
27
],
[
33.73494,
33.333333,
34.146341,
33.73494,
33.333333,
34.146341
],
[
4.239767,
8.119013,
2.447384,
2.950847,
4.561326,
2.231002
],
[
254270,
254270,
70877,
460480,
361699,
460480
],
[
-48685,
-12177,
-48685,
-256439,
-73289,
-256439
],
[
83,
32,
135,
83,
32,
135
],
[
192,
75,
310,
192,
75,
310
],
[
27,
10,
45,
27,
10,
45
],
[
6920,
1361,
5559,
6920,
1361,
5559
],
[
0,
0,
150.319404,
0,
0,
150.319404
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
183531,
320525,
-141414,
-64528,
-73539,
-181161
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7265,
"evaluation_days": 2421.67,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1553904000000,
"last_datapoint_time": 1759766400000,
"evaluation_time": 1759793996487,
"expiration_time": 1766043360000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 117,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 8,
"offset": 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) |
|---|