| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1823255.1743 | 1784388.0313 | 38867.143 | 51522.8676 | -127404.8347 | 178927.7023 |
| Total P&L (%) | 1823.2552 | 1784.388 | 38.8671 | 51.5229 | -127.4048 | 178.9277 |
| Avg Daily Profit (%) | 0.9562 | 0.9358 | 0.0204 | 0.0218 | 0 | 0.0538 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -183810 | -205739 | -19636 | -1150885 | -1283529 | -58627 |
| Profit Factor | 4.2948 | 4.5258 | 1.822 | 1.0217 | 0.9425 | 2.0947 |
| Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
| Winning Trades | 33 | 12 | 21 | 33 | 12 | 21 |
| Losing Trades | 46 | 27 | 19 | 46 | 27 | 19 |
| Profitability (%) | 41.7722 | 30.7692 | 52.5 | 41.7722 | 30.7692 | 52.5 |
| Ratio Avg Win / Avg Loss | 5.9866 | 10.183 | 1.6485 | 1.4242 | 2.1205 | 1.8952 |
| Largest Winning Trade | 1921106 | 1921106 | 15036 | 1199186 | 1199186 | 141690 |
| Largest Losing Trade | -53961 | -53961 | -17196 | -442440 | -442440 | -50008 |
| Avg Bars in Trades | 94 | 189 | 1 | 94 | 189 | 1 |
| Avg Bars in Winners | 112 | 305 | 2 | 112 | 305 | 2 |
| Avg Bars in Losers | 81 | 137 | 1 | 81 | 137 | 1 |
| Bars Traded | 7444 | 7380 | 64 | 7444 | 7380 | 64 |
| 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 | -13897 | 477829 | -163863 | -396139 | -585458 | -116443 |
{
"trading_pair": "ZEN_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7627,
"evaluation_days": 1906.75,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1594533600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758865051210,
"expiration_time": 1763657496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 248,
"offset": 0,
"std": 2.68663
}
},
"second_band": {
"type": "hlc3",
"factors": {
"length": 0,
"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": [
[
1823255.174338447,
1784388.0313406137,
38867.1429978336,
51522.8676091297,
-127404.8346927842,
178927.7023019139
],
[
1823.255174,
1784.388031,
38.867143,
51.522868,
-127.404835,
178.927702
],
[
0.956211,
0.935827,
0.020384,
0.021797,
0,
0.053812
],
[
10,
10,
10,
10,
10,
10
],
[
-183810,
-205739,
-19636,
-1150885,
-1283529,
-58627
],
[
4.29477,
4.525786,
1.822028,
1.021673,
0.942451,
2.094749
],
[
79,
39,
40,
79,
39,
40
],
[
33,
12,
21,
33,
12,
21
],
[
46,
27,
19,
46,
27,
19
],
[
41.772152,
30.769231,
52.5,
41.772152,
30.769231,
52.5
],
[
5.986649,
10.183018,
1.648502,
1.42415,
2.120514,
1.895249
],
[
1921106,
1921106,
15036,
1199186,
1199186,
141690
],
[
-53961,
-53961,
-17196,
-442440,
-442440,
-50008
],
[
94,
189,
1,
94,
189,
1
],
[
112,
305,
2,
112,
305,
2
],
[
81,
137,
1,
81,
137,
1
],
[
7444,
7380,
64,
7444,
7380,
64
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-13897,
477829,
-163863,
-396139,
-585458,
-116443
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7627,
"evaluation_days": 1906.75,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1594533600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758865051210,
"expiration_time": 1763657496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 248,
"offset": 0,
"std": 2.68663
}
},
"second_band": {
"type": "hlc3",
"factors": {
"length": 0,
"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) |
|---|