| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 573035.8954 | 633821.7815 | -60785.8861 | -58540.0863 | 255078.6901 | -313618.7763 |
| Total P&L (%) | 573.0359 | 633.8218 | -60.7859 | -58.5401 | 255.0787 | -313.6188 |
| Avg Daily Profit (%) | 0.2992 | 0.3309 | -0.0317 | -0.046 | 0.0662 | 0 |
| Buy And Hold Return (%) | 45.8308 | 45.8308 | 45.8308 | 45.8308 | 45.8308 | 45.8308 |
| Max Trade Drawdown | -199947 | -162034 | -99325 | -615271 | -333734 | -334890 |
| Profit Factor | 2.054 | 3.3539 | 0.7785 | 0.9442 | 1.5236 | 0.4421 |
| Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
| Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
| Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
| Profitability (%) | 48.0519 | 50 | 46.1538 | 48.0519 | 50 | 46.1538 |
| Ratio Avg Win / Avg Loss | 2.2205 | 3.3539 | 0.9082 | 1.0208 | 1.5236 | 0.5158 |
| Largest Winning Trade | 738184 | 738184 | 38033 | 572005 | 572005 | 51851 |
| Largest Losing Trade | -55951 | -48985 | -55951 | -155293 | -149702 | -155293 |
| Avg Bars in Trades | 71 | 66 | 77 | 71 | 66 | 77 |
| Avg Bars in Winners | 84 | 68 | 100 | 84 | 68 | 100 |
| Avg Bars in Losers | 60 | 63 | 57 | 60 | 63 | 57 |
| Bars Traded | 5529 | 2515 | 3014 | 5529 | 2515 | 3014 |
| 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 | -34245 | 560982 | -582253 | -626146 | -102947 | -582253 |
{
"trading_pair": "ZEN_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5746,
"evaluation_days": 1915.33,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1599897600000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759480888133,
"expiration_time": 1764414144000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 9,
"offset": 197,
"a": 0.8554
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 181,
"offset": 44,
"multiplier": 3.03361
}
}
} {
"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": [
[
573035.8953950331,
633821.7814528851,
-60785.8860578517,
-58540.0862860773,
255078.6900596041,
-313618.7763456814
],
[
573.035895,
633.821781,
-60.785886,
-58.540086,
255.07869,
-313.618776
],
[
0.299184,
0.33092,
-0.031737,
-0.045958,
0.066181,
0
],
[
45.830769,
45.830769,
45.830769,
45.830769,
45.830769,
45.830769
],
[
-199947,
-162034,
-99325,
-615271,
-333734,
-334890
],
[
2.053984,
3.353939,
0.778498,
0.944214,
1.523558,
0.442132
],
[
77,
38,
39,
77,
38,
39
],
[
37,
19,
18,
37,
19,
18
],
[
40,
19,
21,
40,
19,
21
],
[
48.051948,
50,
46.153846,
48.051948,
50,
46.153846
],
[
2.220523,
3.353939,
0.908247,
1.020772,
1.523558,
0.515821
],
[
738184,
738184,
38033,
572005,
572005,
51851
],
[
-55951,
-48985,
-55951,
-155293,
-149702,
-155293
],
[
71,
66,
77,
71,
66,
77
],
[
84,
68,
100,
84,
68,
100
],
[
60,
63,
57,
60,
63,
57
],
[
5529,
2515,
3014,
5529,
2515,
3014
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-34245,
560982,
-582253,
-626146,
-102947,
-582253
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5746,
"evaluation_days": 1915.33,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1599897600000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759480888133,
"expiration_time": 1764414144000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 9,
"offset": 197,
"a": 0.8554
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 181,
"offset": 44,
"multiplier": 3.03361
}
}
}
| # | 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) |
|---|