| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 372225.1236 | 355217.7718 | 17007.3518 | 80400.9238 | 4516.6134 | 75884.3104 |
| Total P&L (%) | 372.2251 | 355.2178 | 17.0074 | 80.4009 | 4.5166 | 75.8843 |
| Avg Daily Profit (%) | 0.1945 | 0.1856 | 0.0089 | 0.0308 | 0.0023 | 0.0295 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -170558 | -103748 | -111900 | -688662 | -465373 | -302189 |
| Profit Factor | 1.4916 | 2.0375 | 1.041 | 1.0382 | 1.0041 | 1.0762 |
| Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
| Winning Trades | 51 | 27 | 24 | 51 | 27 | 24 |
| Losing Trades | 47 | 22 | 25 | 47 | 22 | 25 |
| Profitability (%) | 52.0408 | 55.102 | 48.9796 | 52.0408 | 55.102 | 48.9796 |
| Ratio Avg Win / Avg Loss | 1.3746 | 1.6601 | 1.0844 | 0.9567 | 0.8181 | 1.121 |
| Largest Winning Trade | 89838 | 89838 | 62211 | 197784 | 197784 | 183084 |
| Largest Losing Trade | -54164 | -43372 | -54164 | -222260 | -222260 | -188028 |
| Avg Bars in Trades | 73 | 55 | 92 | 73 | 55 | 92 |
| Avg Bars in Winners | 74 | 44 | 108 | 74 | 44 | 108 |
| Avg Bars in Losers | 72 | 67 | 76 | 72 | 67 | 76 |
| Bars Traded | 7211 | 2699 | 4513 | 7211 | 2699 | 4513 |
| 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 | 336750 | 436602 | -365561 | -331388 | -572467 | -290533 |
{
"trading_pair": "ZEN_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7657,
"evaluation_days": 1914.25,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1597190400000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759376212598,
"expiration_time": 1764324936000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 131,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 149,
"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": [
[
372225.1235672797,
355217.7717839106,
17007.3517833691,
80400.9237727417,
4516.6134142542,
75884.3103584875
],
[
372.225124,
355.217772,
17.007352,
80.400924,
4.516613,
75.88431
],
[
0.19445,
0.185565,
0.008885,
0.030827,
0.002308,
0.029502
],
[
10,
10,
10,
10,
10,
10
],
[
-170558,
-103748,
-111900,
-688662,
-465373,
-302189
],
[
1.491633,
2.03745,
1.041009,
1.038167,
1.004069,
1.07615
],
[
98,
49,
49,
98,
49,
49
],
[
51,
27,
24,
51,
27,
24
],
[
47,
22,
25,
47,
22,
25
],
[
52.040816,
55.102041,
48.979592,
52.040816,
55.102041,
48.979592
],
[
1.374642,
1.660144,
1.084384,
0.956742,
0.81813,
1.12099
],
[
89838,
89838,
62211,
197784,
197784,
183084
],
[
-54164,
-43372,
-54164,
-222260,
-222260,
-188028
],
[
73,
55,
92,
73,
55,
92
],
[
74,
44,
108,
74,
44,
108
],
[
72,
67,
76,
72,
67,
76
],
[
7211,
2699,
4513,
7211,
2699,
4513
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
336750,
436602,
-365561,
-331388,
-572467,
-290533
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7657,
"evaluation_days": 1914.25,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1597190400000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759376212598,
"expiration_time": 1764324936000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 131,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 149,
"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) |
|---|