| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 605076.9349 | 477207.8253 | 127869.1095 | 1814289.4762 | 764950.4725 | 1049339.0037 |
| Total P&L (%) | 605.0769 | 477.2078 | 127.8691 | 1814.2895 | 764.9505 | 1049.339 |
| Avg Daily Profit (%) | 0.3153 | 0.2486 | 0.0666 | 0.1539 | 0.1125 | 0.1273 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -92752 | -57410 | -85695 | -4568137 | -2182012 | -2442453 |
| Profit Factor | 2.6019 | 4.1375 | 1.5667 | 1.2386 | 1.2069 | 1.2685 |
| Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
| Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
| Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
| Profitability (%) | 52.3077 | 50 | 54.5455 | 52.3077 | 50 | 54.5455 |
| Ratio Avg Win / Avg Loss | 2.3723 | 4.1375 | 1.3056 | 1.1293 | 1.2069 | 1.0571 |
| Largest Winning Trade | 220020 | 220020 | 60299 | 1754907 | 1754907 | 1676649 |
| Largest Losing Trade | -56061 | -21182 | -56061 | -2442453 | -1160442 | -2442453 |
| Avg Bars in Trades | 86 | 77 | 94 | 86 | 77 | 94 |
| Avg Bars in Winners | 116 | 98 | 132 | 116 | 98 | 132 |
| Avg Bars in Losers | 53 | 56 | 49 | 53 | 56 | 49 |
| Bars Traded | 5596 | 2472 | 3124 | 5596 | 2472 | 3124 |
| 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 | -121716 | 546005 | -101698 | -128348 | -42944 | -22199 |
{
"trading_pair": "ZEN_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5758,
"evaluation_days": 1919.33,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1596787200000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759808052674,
"expiration_time": 1764770112000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 98,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 52,
"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": [
[
605076.934872352,
477207.8253488744,
127869.1095234774,
1814289.4761730563,
764950.4724904654,
1049339.003682591
],
[
605.076935,
477.207825,
127.86911,
1814.289476,
764.950472,
1049.339004
],
[
0.315254,
0.248633,
0.066622,
0.153918,
0.112472,
0.127301
],
[
10,
10,
10,
10,
10,
10
],
[
-92752,
-57410,
-85695,
-4568137,
-2182012,
-2442453
],
[
2.60187,
4.137471,
1.566715,
1.238559,
1.206895,
1.268515
],
[
65,
32,
33,
65,
32,
33
],
[
34,
16,
18,
34,
16,
18
],
[
31,
16,
15,
31,
16,
15
],
[
52.307692,
50,
54.545455,
52.307692,
50,
54.545455
],
[
2.372293,
4.137471,
1.305596,
1.129274,
1.206895,
1.057096
],
[
220020,
220020,
60299,
1754907,
1754907,
1676649
],
[
-56061,
-21182,
-56061,
-2442453,
-1160442,
-2442453
],
[
86,
77,
94,
86,
77,
94
],
[
116,
98,
132,
116,
98,
132
],
[
53,
56,
49,
53,
56,
49
],
[
5596,
2472,
3124,
5596,
2472,
3124
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-121716,
546005,
-101698,
-128348,
-42944,
-22199
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5758,
"evaluation_days": 1919.33,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1596787200000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759808052674,
"expiration_time": 1764770112000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 98,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 52,
"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) |
|---|