| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 180736.1101 | 287432.9137 | -106696.8036 | -114687.5617 | 380983.0141 | -495670.5758 |
| Total P&L (%) | 180.7361 | 287.4329 | -106.6968 | -114.6876 | 380.983 | -495.6706 |
| Avg Daily Profit (%) | 0.0947 | 0.1506 | -0.0559 | 0 | 0.0823 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -334841 | -79876 | -267625 | -1634406 | -339586 | -1425891 |
| Profit Factor | 1.2262 | 2.147 | 0.8055 | 0.9692 | 1.3848 | 0.8183 |
| Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
| Winning Trades | 52 | 25 | 27 | 51 | 26 | 25 |
| Losing Trades | 42 | 22 | 20 | 43 | 21 | 22 |
| Profitability (%) | 55.3191 | 53.1915 | 57.4468 | 54.2553 | 55.3191 | 53.1915 |
| Ratio Avg Win / Avg Loss | 0.9904 | 1.8894 | 0.5966 | 0.8171 | 1.1185 | 0.7201 |
| Largest Winning Trade | 149350 | 149350 | 68662 | 447588 | 143609 | 447588 |
| Largest Losing Trade | -121884 | -49378 | -121884 | -781339 | -176016 | -781339 |
| Avg Bars in Trades | 57 | 21 | 93 | 57 | 21 | 93 |
| Avg Bars in Winners | 56 | 16 | 93 | 44 | 16 | 73 |
| Avg Bars in Losers | 58 | 28 | 92 | 73 | 28 | 116 |
| Bars Traded | 5412 | 1030 | 4382 | 5412 | 1030 | 4382 |
| Profit Streak | 0 | 0 | 291.6599 | 32.3265 | 280.3265 | 0 |
| Trades During Streak | 0 | 0 | 2 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -67644 | 433994 | -578763 | -579435 | -80419 | -580283 |
{
"trading_pair": "ZEN_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5726,
"evaluation_days": 1908.67,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1600128000000,
"last_datapoint_time": 1758873600000,
"evaluation_time": 1758901813509,
"expiration_time": 1763820864000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 84,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 214,
"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": [
[
180736.110073884,
287432.9136833678,
-106696.8036094837,
-114687.5617244262,
380983.014098125,
-495670.5758225507
],
[
180.73611,
287.432914,
-106.696804,
-114.687562,
380.983014,
-495.670576
],
[
0.094692,
0.150593,
-0.055901,
0,
0.082325,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-334841,
-79876,
-267625,
-1634406,
-339586,
-1425891
],
[
1.226191,
2.147042,
0.805459,
0.969159,
1.384846,
0.818348
],
[
94,
47,
47,
94,
47,
47
],
[
52,
25,
27,
51,
26,
25
],
[
42,
22,
20,
43,
21,
22
],
[
55.319149,
53.191489,
57.446809,
54.255319,
55.319149,
53.191489
],
[
0.990385,
1.889397,
0.596636,
0.817134,
1.118529,
0.720147
],
[
149350,
149350,
68662,
447588,
143609,
447588
],
[
-121884,
-49378,
-121884,
-781339,
-176016,
-781339
],
[
57,
21,
93,
57,
21,
93
],
[
56,
16,
93,
44,
16,
73
],
[
58,
28,
92,
73,
28,
116
],
[
5412,
1030,
4382,
5412,
1030,
4382
],
[
0,
0,
291.659878,
32.326545,
280.326545,
0
],
[
0,
0,
2,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-67644,
433994,
-578763,
-579435,
-80419,
-580283
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5726,
"evaluation_days": 1908.67,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1600128000000,
"last_datapoint_time": 1758873600000,
"evaluation_time": 1758901813509,
"expiration_time": 1763820864000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 84,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 214,
"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) |
|---|