| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 22039.0594 | -31572.5105 | 53611.5698 | -11883.0169 | -44281.3747 | 32398.3578 |
| Total P&L (%) | 22.0391 | -31.5725 | 53.6116 | -11.883 | -44.2814 | 32.3984 |
| Avg Daily Profit (%) | 0.0846 | -0.1212 | 0.2059 | -0.0486 | -0.2243 | 0.1078 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -76322 | -74488 | -31698 | -67321 | -68531 | -26458 |
| Profit Factor | 1.099 | 0.7647 | 1.6066 | 0.9311 | 0.599 | 1.5226 |
| Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
| Winning Trades | 44 | 18 | 26 | 44 | 18 | 26 |
| Losing Trades | 27 | 17 | 10 | 27 | 17 | 10 |
| Profitability (%) | 61.9718 | 51.4286 | 72.2222 | 61.9718 | 51.4286 | 72.2222 |
| Ratio Avg Win / Avg Loss | 0.6744 | 0.7222 | 0.6179 | 0.5713 | 0.5658 | 0.5856 |
| Largest Winning Trade | 23738 | 23738 | 15485 | 13935 | 13935 | 12654 |
| Largest Losing Trade | -30173 | -29058 | -30173 | -29362 | -29362 | -26036 |
| Avg Bars in Trades | 341 | 393 | 291 | 341 | 393 | 291 |
| Avg Bars in Winners | 192 | 216 | 175 | 192 | 216 | 175 |
| Avg Bars in Losers | 585 | 582 | 592 | 585 | 582 | 592 |
| Bars Traded | 24271 | 13786 | 10485 | 24271 | 13786 | 10485 |
| Profit Streak | 9.9288 | 19.2413 | 9.9288 | 9.9288 | 19.2413 | 9.9288 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -288487 | -581439 | 323599 | -670517 | -581439 | -50014 |
{
"trading_pair": "ZEN_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736406900000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758797247612,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 142,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 200,
"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": [
[
22039.0593655349,
-31572.5104562536,
53611.5698217885,
-11883.0169483535,
-44281.3747499715,
32398.357801618
],
[
22.039059,
-31.57251,
53.61157,
-11.883017,
-44.281375,
32.398358
],
[
0.084629,
-0.121237,
0.205866,
-0.048565,
-0.22433,
0.107824
],
[
10,
10,
10,
10,
10,
10
],
[
-76322,
-74488,
-31698,
-67321,
-68531,
-26458
],
[
1.099039,
0.764651,
1.606628,
0.931085,
0.59903,
1.522599
],
[
71,
35,
36,
71,
35,
36
],
[
44,
18,
26,
44,
18,
26
],
[
27,
17,
10,
27,
17,
10
],
[
61.971831,
51.428571,
72.222222,
61.971831,
51.428571,
72.222222
],
[
0.674411,
0.72217,
0.617934,
0.571348,
0.56575,
0.585615
],
[
23738,
23738,
15485,
13935,
13935,
12654
],
[
-30173,
-29058,
-30173,
-29362,
-29362,
-26036
],
[
341,
393,
291,
341,
393,
291
],
[
192,
216,
175,
192,
216,
175
],
[
585,
582,
592,
585,
582,
592
],
[
24271,
13786,
10485,
24271,
13786,
10485
],
[
9.928792,
19.241292,
9.928792,
9.928792,
19.241292,
9.928792
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-288487,
-581439,
323599,
-670517,
-581439,
-50014
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736406900000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758797247612,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 142,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 200,
"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) |
|---|