| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -739022.5918 | 56253.5209 | -795276.1127 | 5885866.4562 | 256074.2145 | 5629792.2417 |
| Total P&L (%) | -739.0226 | 56.2535 | -795.2761 | 5885.8665 | 256.0742 | 5629.7922 |
| Avg Daily Profit (%) | -0.3851 | 0.0293 | -0.4144 | 0.2135 | 0.0662 | 0.2112 |
| Buy And Hold Return (%) | 20.374 | 20.374 | 20.374 | 20.374 | 20.374 | 20.374 |
| Max Trade Drawdown | -957902 | -38539 | -970743 | -9146002 | -2191499 | -7929503 |
| Profit Factor | 0.4505 | 1.4668 | 0.3505 | 1.3399 | 1.0465 | 1.4766 |
| Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
| Winning Trades | 67 | 31 | 36 | 37 | 19 | 18 |
| Losing Trades | 22 | 14 | 8 | 52 | 26 | 26 |
| Profitability (%) | 75.2809 | 68.8889 | 81.8182 | 41.573 | 42.2222 | 40.9091 |
| Ratio Avg Win / Avg Loss | 0.1479 | 0.6624 | 0.0779 | 1.8832 | 1.4321 | 2.1329 |
| Largest Winning Trade | 29566 | 18722 | 29566 | 7838512 | 957037 | 7838512 |
| Largest Losing Trade | -957902 | -17466 | -957902 | -1247486 | -949152 | -1247486 |
| Avg Bars in Trades | 41 | 11 | 72 | 41 | 11 | 72 |
| Avg Bars in Winners | 25 | 7 | 41 | 51 | 14 | 90 |
| Avg Bars in Losers | 91 | 20 | 213 | 34 | 9 | 60 |
| Bars Traded | 3703 | 511 | 3192 | 3703 | 511 | 3192 |
| Profit Streak | 100.44 | 100.44 | 252.94 | 100.44 | 100.44 | 400.94 |
| Trades During Streak | 4 | 2 | 7 | 4 | 2 | 8 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -575589 | -153857 | -575209 | 286135 | -275594 | 301144 |
{
"trading_pair": "ZEN_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3838,
"evaluation_days": 1919,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1596024000000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759790020137,
"expiration_time": 1764726048000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 14,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 48,
"offset": 0,
"scalar": 2
}
}
} {
"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": [
[
-739022.5918215702,
56253.5209083361,
-795276.1127299062,
5885866.456209989,
256074.2145195761,
5629792.241690412
],
[
-739.022592,
56.253521,
-795.276113,
5885.866456,
256.074215,
5629.792242
],
[
-0.385108,
0.029314,
-0.414422,
0.213463,
0.066201,
0.21118
],
[
20.374016,
20.374016,
20.374016,
20.374016,
20.374016,
20.374016
],
[
-957902,
-38539,
-970743,
-9146002,
-2191499,
-7929503
],
[
0.450518,
1.466782,
0.350493,
1.339949,
1.04654,
1.476629
],
[
89,
45,
44,
89,
45,
44
],
[
67,
31,
36,
37,
19,
18
],
[
22,
14,
8,
52,
26,
26
],
[
75.280899,
68.888889,
81.818182,
41.573034,
42.222222,
40.909091
],
[
0.147931,
0.662418,
0.077887,
1.883171,
1.432107,
2.132908
],
[
29566,
18722,
29566,
7838512,
957037,
7838512
],
[
-957902,
-17466,
-957902,
-1247486,
-949152,
-1247486
],
[
41,
11,
72,
41,
11,
72
],
[
25,
7,
41,
51,
14,
90
],
[
91,
20,
213,
34,
9,
60
],
[
3703,
511,
3192,
3703,
511,
3192
],
[
100.440048,
100.440048,
252.940048,
100.440048,
100.440048,
400.940048
],
[
4,
2,
7,
4,
2,
8
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-575589,
-153857,
-575209,
286135,
-275594,
301144
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3838,
"evaluation_days": 1919,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1596024000000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759790020137,
"expiration_time": 1764726048000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 14,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 48,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|