| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 873453.2302 | 874583.8988 | -1130.6686 | 2769.0099 | 232698.7449 | -229929.735 |
| Total P&L (%) | 873.4532 | 874.5839 | -1.1307 | 2.769 | 232.6987 | -229.9297 |
| Avg Daily Profit (%) | 0.458 | 0.4586 | -0.0006 | 0.0014 | 0.0631 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -194594 | -195500 | -33312 | -1209144 | -975364 | -322225 |
| Profit Factor | 2.3757 | 2.7272 | 0.9912 | 1.0011 | 1.1175 | 0.5956 |
| Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
| Winning Trades | 44 | 17 | 27 | 44 | 17 | 27 |
| Losing Trades | 63 | 36 | 27 | 63 | 36 | 27 |
| Profitability (%) | 41.1215 | 32.0755 | 50 | 41.1215 | 32.0755 | 50 |
| Ratio Avg Win / Avg Loss | 3.4016 | 5.7753 | 0.9912 | 1.4334 | 2.3664 | 0.5956 |
| Largest Winning Trade | 855192 | 855192 | 16369 | 1167311 | 1167311 | 70711 |
| Largest Losing Trade | -47475 | -47475 | -16053 | -365429 | -365429 | -209301 |
| Avg Bars in Trades | 34 | 66 | 2 | 34 | 66 | 2 |
| Avg Bars in Winners | 34 | 86 | 2 | 34 | 86 | 2 |
| Avg Bars in Losers | 34 | 57 | 3 | 34 | 57 | 3 |
| Bars Traded | 3692 | 3534 | 158 | 3692 | 3534 | 158 |
| 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 | 417607 | -171852 | -760555 | -579175 | -386226 | -760555 |
{
"trading_pair": "ZEN_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3814,
"evaluation_days": 1907,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1595678400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758870664464,
"expiration_time": 1763658144000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 40,
"offset": 192,
"scalar": 4
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 4,
"offset": 0,
"std": 2.86473
}
}
}
{
"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": [
[
873453.230221036,
874583.8987865436,
-1130.6685655069,
2769.0099226337,
232698.7449296238,
-229929.7350069903
],
[
873.45323,
874.583899,
-1.130669,
2.76901,
232.698745,
-229.929735
],
[
0.458025,
0.458618,
-0.000593,
0.001432,
0.063054,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-194594,
-195500,
-33312,
-1209144,
-975364,
-322225
],
[
2.375732,
2.727217,
0.991204,
1.001086,
1.11748,
0.59561
],
[
107,
53,
54,
107,
53,
54
],
[
44,
17,
27,
44,
17,
27
],
[
63,
36,
27,
63,
36,
27
],
[
41.121495,
32.075472,
50,
41.121495,
32.075472,
50
],
[
3.401616,
5.775284,
0.991204,
1.433373,
2.366428,
0.59561
],
[
855192,
855192,
16369,
1167311,
1167311,
70711
],
[
-47475,
-47475,
-16053,
-365429,
-365429,
-209301
],
[
34,
66,
2,
34,
66,
2
],
[
34,
86,
2,
34,
86,
2
],
[
34,
57,
3,
34,
57,
3
],
[
3692,
3534,
158,
3692,
3534,
158
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
417607,
-171852,
-760555,
-579175,
-386226,
-760555
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3814,
"evaluation_days": 1907,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1595678400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758870664464,
"expiration_time": 1763658144000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 40,
"offset": 192,
"scalar": 4
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 4,
"offset": 0,
"std": 2.86473
}
}
}
| # | 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) |
|---|