| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 575867.8394 | 486156.2958 | 89711.5436 | 1051120.859 | 293383.9401 | 757736.9189 |
| Total P&L (%) | 575.8678 | 486.1563 | 89.7115 | 1051.1209 | 293.3839 | 757.7369 |
| Avg Daily Profit (%) | 0.3012 | 0.2543 | 0.0469 | 0.1279 | 0.0717 | 0.1125 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -91633 | -56161 | -55380 | -1076685 | -701564 | -581857 |
| Profit Factor | 2.5705 | 3.8325 | 1.46 | 1.2687 | 1.1403 | 1.416 |
| Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
| Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
| Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
| Profitability (%) | 47.541 | 48.3871 | 46.6667 | 47.541 | 48.3871 | 46.6667 |
| Ratio Avg Win / Avg Loss | 2.8364 | 4.088 | 1.6685 | 1.3999 | 1.2163 | 1.6183 |
| Largest Winning Trade | 275581 | 275581 | 60750 | 881659 | 881659 | 781993 |
| Largest Losing Trade | -31338 | -23687 | -31338 | -449902 | -397076 | -449902 |
| Avg Bars in Trades | 115 | 102 | 129 | 115 | 102 | 129 |
| Avg Bars in Winners | 168 | 147 | 192 | 168 | 147 | 192 |
| Avg Bars in Losers | 67 | 60 | 74 | 67 | 60 | 74 |
| Bars Traded | 7063 | 3176 | 3887 | 7063 | 3176 | 3887 |
| Profit Streak | 0 | 0 | 140.3457 | 0 | 0 | 140.3457 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -153151 | 516844 | -128058 | -188937 | -164107 | -40504 |
{
"trading_pair": "ZEN_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7647,
"evaluation_days": 1911.75,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1598788800000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759155467035,
"expiration_time": 1764102456000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 223,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 40,
"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": [
[
575867.8393884874,
486156.2958256687,
89711.5435628189,
1051120.8590024784,
293383.9400997202,
757736.9189027583
],
[
575.867839,
486.156296,
89.711544,
1051.120859,
293.38394,
757.736919
],
[
0.301225,
0.254299,
0.046926,
0.127887,
0.071668,
0.11248
],
[
10,
10,
10,
10,
10,
10
],
[
-91633,
-56161,
-55380,
-1076685,
-701564,
-581857
],
[
2.5705,
3.832523,
1.459955,
1.268661,
1.140305,
1.41602
],
[
61,
31,
30,
61,
31,
30
],
[
29,
15,
14,
29,
15,
14
],
[
32,
16,
16,
32,
16,
16
],
[
47.540984,
48.387097,
46.666667,
47.540984,
48.387097,
46.666667
],
[
2.836414,
4.088024,
1.668519,
1.399902,
1.216325,
1.618308
],
[
275581,
275581,
60750,
881659,
881659,
781993
],
[
-31338,
-23687,
-31338,
-449902,
-397076,
-449902
],
[
115,
102,
129,
115,
102,
129
],
[
168,
147,
192,
168,
147,
192
],
[
67,
60,
74,
67,
60,
74
],
[
7063,
3176,
3887,
7063,
3176,
3887
],
[
0,
0,
140.345683,
0,
0,
140.345683
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-153151,
516844,
-128058,
-188937,
-164107,
-40504
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7647,
"evaluation_days": 1911.75,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1598788800000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759155467035,
"expiration_time": 1764102456000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 223,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 40,
"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) |
|---|