| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 448935.9841 | 428552.5822 | 20383.4019 | -7656.6148 | 356214.5708 | -363871.1856 |
| Total P&L (%) | 448.936 | 428.5526 | 20.3834 | -7.6566 | 356.2146 | -363.8712 |
| Avg Daily Profit (%) | 0.2355 | 0.2248 | 0.0107 | -0.0042 | 0.0797 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -100806 | -112334 | -123718 | -772351 | -730430 | -546681 |
| Profit Factor | 1.4683 | 1.9231 | 1.0412 | 0.9979 | 1.2022 | 0.8012 |
| Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
| Winning Trades | 71 | 36 | 35 | 71 | 36 | 35 |
| Losing Trades | 85 | 42 | 43 | 85 | 42 | 43 |
| Profitability (%) | 45.5128 | 46.1538 | 44.8718 | 45.5128 | 46.1538 | 44.8718 |
| Ratio Avg Win / Avg Loss | 1.7578 | 2.2436 | 1.2792 | 1.1946 | 1.4025 | 0.9843 |
| Largest Winning Trade | 268422 | 268422 | 49531 | 433242 | 433242 | 225429 |
| Largest Losing Trade | -73416 | -36629 | -73416 | -319851 | -316731 | -319851 |
| Avg Bars in Trades | 144 | 144 | 144 | 144 | 144 | 144 |
| Avg Bars in Winners | 190 | 191 | 190 | 190 | 191 | 190 |
| Avg Bars in Losers | 105 | 104 | 106 | 105 | 104 | 106 |
| Bars Traded | 22496 | 11251 | 11245 | 22496 | 11251 | 11245 |
| 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 | 331936 | -24468 | -396813 | -580038 | -123055 | -617230 |
{
"trading_pair": "ZEN_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22872,
"evaluation_days": 1906,
"actual_first_datapoint_time": 1594008000000,
"first_datapoint_time": 1595361600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1759024084999,
"expiration_time": 1764650822400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 177,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 189,
"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": [
[
448935.9840947612,
428552.5821637851,
20383.4019309764,
-7656.6147858721,
356214.5708412474,
-363871.1856271193
],
[
448.935984,
428.552582,
20.383402,
-7.656615,
356.214571,
-363.871186
],
[
0.235538,
0.224844,
0.010694,
-0.004179,
0.079664,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-100806,
-112334,
-123718,
-772351,
-730430,
-546681
],
[
1.468264,
1.923054,
1.041225,
0.997868,
1.202185,
0.801189
],
[
156,
78,
78,
156,
78,
78
],
[
71,
36,
35,
71,
36,
35
],
[
85,
42,
43,
85,
42,
43
],
[
45.512821,
46.153846,
44.871795,
45.512821,
46.153846,
44.871795
],
[
1.75778,
2.243563,
1.279219,
1.194631,
1.402549,
0.984318
],
[
268422,
268422,
49531,
433242,
433242,
225429
],
[
-73416,
-36629,
-73416,
-319851,
-316731,
-319851
],
[
144,
144,
144,
144,
144,
144
],
[
190,
191,
190,
190,
191,
190
],
[
105,
104,
106,
105,
104,
106
],
[
22496,
11251,
11245,
22496,
11251,
11245
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
331936,
-24468,
-396813,
-580038,
-123055,
-617230
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22872,
"evaluation_days": 1906,
"actual_first_datapoint_time": 1594008000000,
"first_datapoint_time": 1595361600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1759024084999,
"expiration_time": 1764650822400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 177,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 189,
"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) |
|---|