| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 536732.7853 | 481600.9962 | 55131.7891 | 150377.8205 | 701195.156 | -550817.3354 |
| Total P&L (%) | 536.7328 | 481.601 | 55.1318 | 150.3778 | 701.1952 | -550.8173 |
| Avg Daily Profit (%) | 0.2808 | 0.2519 | 0.0288 | 0.048 | 0.1089 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -170009 | -141882 | -115773 | -1684872 | -1031306 | -1048525 |
| Profit Factor | 1.5769 | 2.1214 | 1.1101 | 1.0288 | 1.2824 | 0.7984 |
| Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
| Winning Trades | 75 | 35 | 40 | 75 | 35 | 40 |
| Losing Trades | 113 | 59 | 54 | 113 | 59 | 54 |
| Profitability (%) | 39.8936 | 37.234 | 42.5532 | 39.8936 | 37.234 | 42.5532 |
| Ratio Avg Win / Avg Loss | 2.3759 | 3.5761 | 1.4986 | 1.5501 | 2.1618 | 1.0778 |
| Largest Winning Trade | 354307 | 354307 | 38479 | 766405 | 766405 | 218562 |
| Largest Losing Trade | -41405 | -27648 | -41405 | -442815 | -364980 | -442815 |
| Avg Bars in Trades | 118 | 111 | 126 | 118 | 111 | 126 |
| Avg Bars in Winners | 196 | 186 | 205 | 196 | 186 | 205 |
| Avg Bars in Losers | 67 | 66 | 67 | 67 | 66 | 67 |
| Bars Traded | 22308 | 10439 | 11869 | 22308 | 10439 | 11869 |
| 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 | 312100 | 245945 | -258003 | -319413 | -51344 | -582310 |
{
"trading_pair": "ZEN_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22939,
"evaluation_days": 1911.58,
"actual_first_datapoint_time": 1594008000000,
"first_datapoint_time": 1595620800000,
"last_datapoint_time": 1759204800000,
"evaluation_time": 1759206775980,
"expiration_time": 1765150588800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 225,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 69,
"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": [
[
536732.7853081079,
481600.9962220979,
55131.7890860106,
150377.8205399162,
701195.1559512573,
-550817.3354113409
],
[
536.732785,
481.600996,
55.131789,
150.377821,
701.195156,
-550.817335
],
[
0.28078,
0.251939,
0.028841,
0.048024,
0.108919,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-170009,
-141882,
-115773,
-1684872,
-1031306,
-1048525
],
[
1.576897,
2.121432,
1.11006,
1.028839,
1.282433,
0.798364
],
[
188,
94,
94,
188,
94,
94
],
[
75,
35,
40,
75,
35,
40
],
[
113,
59,
54,
113,
59,
54
],
[
39.893617,
37.234043,
42.553191,
39.893617,
37.234043,
42.553191
],
[
2.375859,
3.576128,
1.49858,
1.550117,
2.161816,
1.077792
],
[
354307,
354307,
38479,
766405,
766405,
218562
],
[
-41405,
-27648,
-41405,
-442815,
-364980,
-442815
],
[
118,
111,
126,
118,
111,
126
],
[
196,
186,
205,
196,
186,
205
],
[
67,
66,
67,
67,
66,
67
],
[
22308,
10439,
11869,
22308,
10439,
11869
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
312100,
245945,
-258003,
-319413,
-51344,
-582310
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22939,
"evaluation_days": 1911.58,
"actual_first_datapoint_time": 1594008000000,
"first_datapoint_time": 1595620800000,
"last_datapoint_time": 1759204800000,
"evaluation_time": 1759206775980,
"expiration_time": 1765150588800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 225,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 69,
"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) |
|---|