| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 337069.281 | 410138.3171 | -73069.0361 | 1648816.6113 | 563512.1328 | 1085304.4785 |
| Total P&L (%) | 337.0693 | 410.1383 | -73.069 | 1648.8166 | 563.5121 | 1085.3045 |
| Avg Daily Profit (%) | 0.1765 | 0.2148 | -0.0383 | 0.15 | 0.0991 | 0.1296 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -316761 | -60862 | -354694 | -3000683 | -1235258 | -2286222 |
| Profit Factor | 1.4597 | 3.2615 | 0.8676 | 1.2448 | 1.196 | 1.2811 |
| Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
| Winning Trades | 43 | 21 | 22 | 43 | 19 | 24 |
| Losing Trades | 29 | 15 | 14 | 29 | 17 | 12 |
| Profitability (%) | 59.7222 | 58.3333 | 61.1111 | 59.7222 | 52.7778 | 66.6667 |
| Ratio Avg Win / Avg Loss | 0.9844 | 2.3296 | 0.5521 | 0.8395 | 1.0701 | 0.6405 |
| Largest Winning Trade | 110438 | 110438 | 59188 | 1264358 | 1264358 | 694355 |
| Largest Losing Trade | -219225 | -36612 | -219225 | -1490366 | -593726 | -1490366 |
| Avg Bars in Trades | 74 | 71 | 76 | 74 | 71 | 76 |
| Avg Bars in Winners | 65 | 59 | 72 | 69 | 62 | 74 |
| Avg Bars in Losers | 86 | 89 | 83 | 81 | 82 | 80 |
| Bars Traded | 5343 | 2584 | 2759 | 5343 | 2584 | 2759 |
| Profit Streak | 57.6687 | 101.6687 | 0 | 57.6687 | 101.6687 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -74865 | 576659 | -579339 | -76047 | -63820 | -19181 |
{
"trading_pair": "ZEN_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5729,
"evaluation_days": 1909.67,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1599494400000,
"last_datapoint_time": 1758960000000,
"evaluation_time": 1758988973494,
"expiration_time": 1763909856000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "tema",
"factors": {
"length": 192,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 164,
"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": [
[
337069.2809886515,
410138.3170944992,
-73069.0361058479,
1648816.611306242,
563512.132811026,
1085304.4784952165
],
[
337.069281,
410.138317,
-73.069036,
1648.816611,
563.512133,
1085.304478
],
[
0.176507,
0.214769,
-0.038263,
0.149956,
0.099144,
0.129561
],
[
10,
10,
10,
10,
10,
10
],
[
-316761,
-60862,
-354694,
-3000683,
-1235258,
-2286222
],
[
1.459681,
3.261497,
0.867607,
1.244759,
1.195989,
1.281074
],
[
72,
36,
36,
72,
36,
36
],
[
43,
21,
22,
43,
19,
24
],
[
29,
15,
14,
29,
17,
12
],
[
59.722222,
58.333333,
61.111111,
59.722222,
52.777778,
66.666667
],
[
0.984436,
2.329641,
0.552114,
0.839488,
1.070095,
0.640537
],
[
110438,
110438,
59188,
1264358,
1264358,
694355
],
[
-219225,
-36612,
-219225,
-1490366,
-593726,
-1490366
],
[
74,
71,
76,
74,
71,
76
],
[
65,
59,
72,
69,
62,
74
],
[
86,
89,
83,
81,
82,
80
],
[
5343,
2584,
2759,
5343,
2584,
2759
],
[
57.668675,
101.668675,
0,
57.668675,
101.668675,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-74865,
576659,
-579339,
-76047,
-63820,
-19181
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5729,
"evaluation_days": 1909.67,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1599494400000,
"last_datapoint_time": 1758960000000,
"evaluation_time": 1758988973494,
"expiration_time": 1763909856000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 192,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 164,
"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) |
|---|