| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 643843.4445 | 530226.472 | 113616.9726 | 821063.5757 | 1178136.222 | -357072.6462 |
| Total P&L (%) | 643.8434 | 530.2265 | 113.617 | 821.0636 | 1178.1362 | -357.0726 |
| Avg Daily Profit (%) | 0.3378 | 0.2782 | 0.0596 | 0.1166 | 0.1338 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -117566 | -143425 | -78272 | -2952164 | -2534163 | -2527592 |
| Profit Factor | 1.6218 | 1.7072 | 1.3978 | 1.049 | 1.1018 | 0.931 |
| Total Trades | 227 | 113 | 114 | 227 | 113 | 114 |
| Winning Trades | 126 | 56 | 70 | 126 | 56 | 70 |
| Losing Trades | 101 | 57 | 44 | 101 | 57 | 44 |
| Profitability (%) | 55.5066 | 49.5575 | 61.4035 | 55.5066 | 49.5575 | 61.4035 |
| Ratio Avg Win / Avg Loss | 1.3001 | 1.7376 | 0.8786 | 0.8409 | 1.1215 | 0.5852 |
| Largest Winning Trade | 162855 | 162855 | 16776 | 1429338 | 1429338 | 331053 |
| Largest Losing Trade | -60534 | -60534 | -30289 | -1415369 | -1415369 | -1158795 |
| Avg Bars in Trades | 99 | 180 | 19 | 99 | 180 | 19 |
| Avg Bars in Winners | 71 | 137 | 19 | 71 | 137 | 19 |
| Avg Bars in Losers | 133 | 221 | 19 | 133 | 221 | 19 |
| Bars Traded | 22540 | 20357 | 2183 | 22540 | 20357 | 2183 |
| 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 | 470760 | 414553 | -112806 | -203336 | -122990 | -579273 |
{
"trading_pair": "ZEN_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22872,
"evaluation_days": 1906,
"actual_first_datapoint_time": 1594008000000,
"first_datapoint_time": 1594900800000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758920908854,
"expiration_time": 1764650822400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 33,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 125,
"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": [
[
643843.4445360985,
530226.4719659577,
113616.9725701413,
821063.5757403632,
1178136.2219702853,
-357072.6462299239
],
[
643.843445,
530.226472,
113.616973,
821.063576,
1178.136222,
-357.072646
],
[
0.337798,
0.278188,
0.05961,
0.116561,
0.133772,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-117566,
-143425,
-78272,
-2952164,
-2534163,
-2527592
],
[
1.621847,
1.707163,
1.397849,
1.049028,
1.101809,
0.930998
],
[
227,
113,
114,
227,
113,
114
],
[
126,
56,
70,
126,
56,
70
],
[
101,
57,
44,
101,
57,
44
],
[
55.506608,
49.557522,
61.403509,
55.506608,
49.557522,
61.403509
],
[
1.300052,
1.737648,
0.878648,
0.840888,
1.121485,
0.585199
],
[
162855,
162855,
16776,
1429338,
1429338,
331053
],
[
-60534,
-60534,
-30289,
-1415369,
-1415369,
-1158795
],
[
99,
180,
19,
99,
180,
19
],
[
71,
137,
19,
71,
137,
19
],
[
133,
221,
19,
133,
221,
19
],
[
22540,
20357,
2183,
22540,
20357,
2183
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
470760,
414553,
-112806,
-203336,
-122990,
-579273
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22872,
"evaluation_days": 1906,
"actual_first_datapoint_time": 1594008000000,
"first_datapoint_time": 1594900800000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758920908854,
"expiration_time": 1764650822400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 33,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 125,
"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) |
|---|