| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 496038.2842 | 507515.5349 | -11477.2507 | -54695.1552 | 283617.2279 | -338312.3832 |
| Total P&L (%) | 496.0383 | 507.5155 | -11.4773 | -54.6952 | 283.6172 | -338.3124 |
| Avg Daily Profit (%) | 0.2049 | 0.2096 | -0.0047 | -0.0327 | 0.0555 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -230670 | -123369 | -171607 | -619790 | -355995 | -497867 |
| Profit Factor | 1.3981 | 1.8941 | 0.9831 | 0.9782 | 1.2576 | 0.7603 |
| Total Trades | 297 | 148 | 149 | 297 | 148 | 149 |
| Winning Trades | 146 | 71 | 75 | 146 | 71 | 75 |
| Losing Trades | 151 | 77 | 74 | 151 | 77 | 74 |
| Profitability (%) | 49.1582 | 47.973 | 50.3356 | 49.1582 | 47.973 | 50.3356 |
| Ratio Avg Win / Avg Loss | 1.446 | 2.0542 | 0.97 | 1.0117 | 1.3638 | 0.7502 |
| Largest Winning Trade | 309301 | 309301 | 60678 | 327900 | 327900 | 248200 |
| Largest Losing Trade | -70395 | -39615 | -70395 | -216907 | -167691 | -216907 |
| Avg Bars in Trades | 31 | 31 | 31 | 31 | 31 | 31 |
| Avg Bars in Winners | 40 | 39 | 40 | 40 | 39 | 40 |
| Avg Bars in Losers | 23 | 24 | 22 | 23 | 24 | 22 |
| Bars Traded | 9396 | 4694 | 4702 | 9396 | 4694 | 4702 |
| 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 | 344608 | 387553 | -580894 | -577885 | -119867 | -580894 |
{
"trading_pair": "ZIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9684,
"evaluation_days": 2421,
"actual_first_datapoint_time": 1550556000000,
"first_datapoint_time": 1554228000000,
"last_datapoint_time": 1759730400000,
"evaluation_time": 1759744975566,
"expiration_time": 1766005632000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 127
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 171,
"offset": 0,
"scalar": 2
}
}
} {
"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": [
[
496038.2842088691,
507515.5349102658,
-11477.2507013967,
-54695.1552135239,
283617.2279475173,
-338312.3831610415
],
[
496.038284,
507.515535,
-11.477251,
-54.695155,
283.617228,
-338.312383
],
[
0.20489,
0.209631,
-0.004741,
-0.032698,
0.055549,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-230670,
-123369,
-171607,
-619790,
-355995,
-497867
],
[
1.398145,
1.894126,
0.983078,
0.978233,
1.257568,
0.760332
],
[
297,
148,
149,
297,
148,
149
],
[
146,
71,
75,
146,
71,
75
],
[
151,
77,
74,
151,
77,
74
],
[
49.158249,
47.972973,
50.33557,
49.158249,
47.972973,
50.33557
],
[
1.446026,
2.054193,
0.969971,
1.011734,
1.363842,
0.750195
],
[
309301,
309301,
60678,
327900,
327900,
248200
],
[
-70395,
-39615,
-70395,
-216907,
-167691,
-216907
],
[
31,
31,
31,
31,
31,
31
],
[
40,
39,
40,
40,
39,
40
],
[
23,
24,
22,
23,
24,
22
],
[
9396,
4694,
4702,
9396,
4694,
4702
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
344608,
387553,
-580894,
-577885,
-119867,
-580894
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9684,
"evaluation_days": 2421,
"actual_first_datapoint_time": 1550556000000,
"first_datapoint_time": 1554228000000,
"last_datapoint_time": 1759730400000,
"evaluation_time": 1759744975566,
"expiration_time": 1766005632000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 127
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 171,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|