| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 793143.4509 | 812947.0877 | -19803.6368 | -8996.9884 | -222997.5836 | 214000.5952 |
| Total P&L (%) | 793.1435 | 812.9471 | -19.8036 | -8.997 | -222.9976 | 214.0006 |
| Avg Daily Profit (%) | 0.4143 | 0.4247 | -0.0103 | -0.0049 | 0 | 0.0598 |
| Buy And Hold Return (%) | 16.468 | 16.468 | 16.468 | 16.468 | 16.468 | 16.468 |
| Max Trade Drawdown | -304248 | -234605 | -95867 | -2395118 | -2178540 | -592794 |
| Profit Factor | 2.3527 | 3.1033 | 0.9009 | 0.9979 | 0.9246 | 1.171 |
| Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
| Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
| Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
| Profitability (%) | 35.0649 | 31.5789 | 38.4615 | 35.0649 | 31.5789 | 38.4615 |
| Ratio Avg Win / Avg Loss | 4.3568 | 6.7237 | 1.4414 | 1.8479 | 2.0033 | 1.8735 |
| Largest Winning Trade | 839713 | 839713 | 34637 | 883910 | 883910 | 604877 |
| Largest Losing Trade | -44479 | -44479 | -24334 | -532732 | -532732 | -380145 |
| Avg Bars in Trades | 95 | 155 | 36 | 95 | 155 | 36 |
| Avg Bars in Winners | 126 | 223 | 49 | 126 | 223 | 49 |
| Avg Bars in Losers | 77 | 124 | 27 | 77 | 124 | 27 |
| Bars Traded | 7322 | 5909 | 1412 | 7322 | 5909 | 1412 |
| 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 | -37735 | 314520 | -583577 | -630085 | -585150 | -148902 |
{
"trading_pair": "ZEN_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7657,
"evaluation_days": 1914.25,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1598853600000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759376212960,
"expiration_time": 1764324936000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 171,
"offset": 55
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 54,
"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": [
[
793143.4509185645,
812947.0877326188,
-19803.6368140542,
-8996.9884343385,
-222997.5835950659,
214000.5951607266
],
[
793.143451,
812.947088,
-19.803637,
-8.996988,
-222.997584,
214.000595
],
[
0.414336,
0.424682,
-0.010345,
-0.004925,
0,
0.059792
],
[
16.467976,
16.467976,
16.467976,
16.467976,
16.467976,
16.467976
],
[
-304248,
-234605,
-95867,
-2395118,
-2178540,
-592794
],
[
2.352689,
3.103252,
0.900896,
0.997862,
0.92458,
1.170967
],
[
77,
38,
39,
77,
38,
39
],
[
27,
12,
15,
27,
12,
15
],
[
50,
26,
24,
50,
26,
24
],
[
35.064935,
31.578947,
38.461538,
35.064935,
31.578947,
38.461538
],
[
4.356832,
6.723712,
1.441433,
1.847893,
2.003256,
1.873547
],
[
839713,
839713,
34637,
883910,
883910,
604877
],
[
-44479,
-44479,
-24334,
-532732,
-532732,
-380145
],
[
95,
155,
36,
95,
155,
36
],
[
126,
223,
49,
126,
223,
49
],
[
77,
124,
27,
77,
124,
27
],
[
7322,
5909,
1412,
7322,
5909,
1412
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-37735,
314520,
-583577,
-630085,
-585150,
-148902
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7657,
"evaluation_days": 1914.25,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1598853600000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759376212960,
"expiration_time": 1764324936000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 171,
"offset": 55
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 54,
"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) |
|---|