| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1011398.7396 | 790073.555 | 221325.1846 | 8038758.997 | 2352765.9365 | 5685993.0605 |
| Total P&L (%) | 1011.3987 | 790.0736 | 221.3252 | 8038.759 | 2352.7659 | 5685.9931 |
| Avg Daily Profit (%) | 0.4173 | 0.326 | 0.0913 | 0.1817 | 0.1321 | 0.1676 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -121181 | -75660 | -135278 | -2511244 | -1983788 | -1411804 |
| Profit Factor | 2.5541 | 3.5154 | 1.6573 | 1.8157 | 1.4287 | 2.3023 |
| Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
| Winning Trades | 53 | 27 | 26 | 53 | 27 | 26 |
| Losing Trades | 57 | 28 | 29 | 57 | 28 | 29 |
| Profitability (%) | 48.1818 | 49.0909 | 47.2727 | 48.1818 | 49.0909 | 47.2727 |
| Ratio Avg Win / Avg Loss | 2.7468 | 3.6456 | 1.8485 | 1.9528 | 1.4816 | 2.568 |
| Largest Winning Trade | 377530 | 377530 | 67994 | 2072720 | 1688097 | 2072720 |
| Largest Losing Trade | -42128 | -42128 | -41599 | -1121745 | -1121745 | -800983 |
| Avg Bars in Trades | 128 | 101 | 154 | 128 | 101 | 154 |
| Avg Bars in Winners | 195 | 144 | 249 | 195 | 144 | 249 |
| Avg Bars in Losers | 65 | 61 | 70 | 65 | 61 | 70 |
| Bars Traded | 14117 | 5601 | 8516 | 14117 | 5601 | 8516 |
| 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 | 516583 | -164588 | -249034 | 392793 | -195793 | -168971 |
{
"trading_pair": "ZIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14543,
"evaluation_days": 2423.83,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1554033600000,
"last_datapoint_time": 1760040000000,
"evaluation_time": 1760054469679,
"expiration_time": 1766322576000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 175,
"offset": 66
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 202,
"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": [
[
1011398.7396439209,
790073.5550214957,
221325.1846224255,
8038758.997003631,
2352765.9364918675,
5685993.060511764
],
[
1011.39874,
790.073555,
221.325185,
8038.758997,
2352.765936,
5685.993061
],
[
0.417273,
0.325961,
0.091312,
0.181664,
0.132101,
0.167562
],
[
10,
10,
10,
10,
10,
10
],
[
-121181,
-75660,
-135278,
-2511244,
-1983788,
-1411804
],
[
2.554057,
3.515396,
1.657304,
1.815729,
1.428661,
2.302318
],
[
110,
55,
55,
110,
55,
55
],
[
53,
27,
26,
53,
27,
26
],
[
57,
28,
29,
57,
28,
29
],
[
48.181818,
49.090909,
47.272727,
48.181818,
49.090909,
47.272727
],
[
2.746816,
3.645596,
1.848531,
1.952765,
1.481574,
2.56797
],
[
377530,
377530,
67994,
2072720,
1688097,
2072720
],
[
-42128,
-42128,
-41599,
-1121745,
-1121745,
-800983
],
[
128,
101,
154,
128,
101,
154
],
[
195,
144,
249,
195,
144,
249
],
[
65,
61,
70,
65,
61,
70
],
[
14117,
5601,
8516,
14117,
5601,
8516
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
516583,
-164588,
-249034,
392793,
-195793,
-168971
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14543,
"evaluation_days": 2423.83,
"actual_first_datapoint_time": 1550563200000,
"first_datapoint_time": 1554033600000,
"last_datapoint_time": 1760040000000,
"evaluation_time": 1760054469679,
"expiration_time": 1766322576000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 175,
"offset": 66
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 202,
"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) |
|---|