| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 408341.098 | 406659.0866 | 1682.0114 | 13723.154 | 273771.8314 | -260048.6775 |
| Total P&L (%) | 408.3411 | 406.6591 | 1.682 | 13.7232 | 273.7718 | -260.0487 |
| Avg Daily Profit (%) | 0.2133 | 0.2124 | 0.0009 | 0.0067 | 0.0689 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -259577 | -205273 | -94336 | -842256 | -574461 | -377223 |
| Profit Factor | 1.5886 | 2.0468 | 1.0055 | 1.0068 | 1.2603 | 0.7314 |
| Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
| Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
| Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
| Profitability (%) | 43.9252 | 39.6226 | 48.1481 | 43.9252 | 39.6226 | 48.1481 |
| Ratio Avg Win / Avg Loss | 2.028 | 3.1189 | 1.0829 | 1.2853 | 1.9204 | 0.7877 |
| Largest Winning Trade | 258034 | 258034 | 48469 | 531640 | 531640 | 226264 |
| Largest Losing Trade | -40287 | -39860 | -40287 | -284067 | -194764 | -284067 |
| Avg Bars in Trades | 34 | 38 | 31 | 34 | 38 | 31 |
| Avg Bars in Winners | 50 | 58 | 44 | 50 | 58 | 44 |
| Avg Bars in Losers | 22 | 25 | 18 | 22 | 25 | 18 |
| Bars Traded | 3725 | 2036 | 1689 | 3725 | 2036 | 1689 |
| 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 | 310157 | -172473 | -752653 | -448929 | -284089 | -761553 |
{
"trading_pair": "ZEN_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3829,
"evaluation_days": 1914.5,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1595592000000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759383526166,
"expiration_time": 1764325584000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 38,
"offset": 0,
"a": 0.60539
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 28,
"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": [
[
408341.0979961752,
406659.0865841706,
1682.0114120048,
13723.1539565126,
273771.8314213144,
-260048.6774648021
],
[
408.341098,
406.659087,
1.682011,
13.723154,
273.771831,
-260.048677
],
[
0.213289,
0.21241,
0.000879,
0.006717,
0.068892,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-259577,
-205273,
-94336,
-842256,
-574461,
-377223
],
[
1.58861,
2.046794,
1.00551,
1.006793,
1.260259,
0.731393
],
[
107,
53,
54,
107,
53,
54
],
[
47,
21,
26,
47,
21,
26
],
[
60,
32,
28,
60,
32,
28
],
[
43.925234,
39.622642,
48.148148,
43.925234,
39.622642,
48.148148
],
[
2.028013,
3.118924,
1.082857,
1.285268,
1.920395,
0.787654
],
[
258034,
258034,
48469,
531640,
531640,
226264
],
[
-40287,
-39860,
-40287,
-284067,
-194764,
-284067
],
[
34,
38,
31,
34,
38,
31
],
[
50,
58,
44,
50,
58,
44
],
[
22,
25,
18,
22,
25,
18
],
[
3725,
2036,
1689,
3725,
2036,
1689
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
310157,
-172473,
-752653,
-448929,
-284089,
-761553
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3829,
"evaluation_days": 1914.5,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1595592000000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759383526166,
"expiration_time": 1764325584000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 38,
"offset": 0,
"a": 0.60539
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 28,
"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) |
|---|