| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 791022.8202 | 623319.9504 | 167702.8698 | 3575709.3994 | -30754.1025 | 3606463.5019 |
| Total P&L (%) | 791.0228 | 623.32 | 167.7029 | 3575.7094 | -30.7541 | 3606.4635 |
| Avg Daily Profit (%) | 0.4124 | 0.3249 | 0.0874 | 0.1881 | -0.0192 | 0.1885 |
| Buy And Hold Return (%) | 17.4871 | 17.4871 | 17.4871 | 17.4871 | 17.4871 | 17.4871 |
| Max Trade Drawdown | -103026 | -112128 | -31552 | -3827979 | -2964283 | -863695 |
| Profit Factor | 3.0937 | 3.8303 | 2.0643 | 1.4269 | 0.9946 | 2.3328 |
| Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
| Winning Trades | 23 | 8 | 15 | 23 | 8 | 15 |
| Losing Trades | 37 | 22 | 15 | 37 | 22 | 15 |
| Profitability (%) | 38.3333 | 26.6667 | 50 | 38.3333 | 26.6667 | 50 |
| Ratio Avg Win / Avg Loss | 4.9769 | 10.5333 | 2.0643 | 2.2954 | 2.7351 | 2.3328 |
| Largest Winning Trade | 298610 | 298610 | 56041 | 3392706 | 3392706 | 2693341 |
| Largest Losing Trade | -28878 | -28878 | -21779 | -2166916 | -2166916 | -670693 |
| Avg Bars in Trades | 187 | 178 | 197 | 187 | 178 | 197 |
| Avg Bars in Winners | 265 | 296 | 249 | 265 | 296 | 249 |
| Avg Bars in Losers | 139 | 135 | 145 | 139 | 135 | 145 |
| Bars Traded | 11258 | 5341 | 5917 | 11258 | 5341 | 5917 |
| 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 | -162550 | -6473 | -72368 | -168408 | -600516 | 444039 |
{
"trading_pair": "ZEN_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11510,
"evaluation_days": 1918.33,
"actual_first_datapoint_time": 1594008000000,
"first_datapoint_time": 1596024000000,
"last_datapoint_time": 1759737600000,
"evaluation_time": 1759744156997,
"expiration_time": 1764709920000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 174,
"offset": 96,
"poles": 3
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 141,
"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": [
[
791022.820200329,
623319.9503958236,
167702.8698045055,
3575709.3994241124,
-30754.1024806063,
3606463.5019047195
],
[
791.02282,
623.31995,
167.70287,
3575.709399,
-30.754102,
3606.463502
],
[
0.41235,
0.324928,
0.087421,
0.188066,
-0.019156,
0.188501
],
[
17.487062,
17.487062,
17.487062,
17.487062,
17.487062,
17.487062
],
[
-103026,
-112128,
-31552,
-3827979,
-2964283,
-863695
],
[
3.09374,
3.830299,
2.064289,
1.426874,
0.994577,
2.332816
],
[
60,
30,
30,
60,
30,
30
],
[
23,
8,
15,
23,
8,
15
],
[
37,
22,
15,
37,
22,
15
],
[
38.333333,
26.666667,
50,
38.333333,
26.666667,
50
],
[
4.976886,
10.533322,
2.064289,
2.295406,
2.735086,
2.332816
],
[
298610,
298610,
56041,
3392706,
3392706,
2693341
],
[
-28878,
-28878,
-21779,
-2166916,
-2166916,
-670693
],
[
187,
178,
197,
187,
178,
197
],
[
265,
296,
249,
265,
296,
249
],
[
139,
135,
145,
139,
135,
145
],
[
11258,
5341,
5917,
11258,
5341,
5917
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-162550,
-6473,
-72368,
-168408,
-600516,
444039
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11510,
"evaluation_days": 1918.33,
"actual_first_datapoint_time": 1594008000000,
"first_datapoint_time": 1596024000000,
"last_datapoint_time": 1759737600000,
"evaluation_time": 1759744156997,
"expiration_time": 1764709920000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 174,
"offset": 96,
"poles": 3
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 141,
"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) |
|---|