| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 300232.0166 | 328971.9131 | -28739.8964 | -45747.2943 | 90757.4198 | -136504.7141 |
| Total P&L (%) | 300.232 | 328.9719 | -28.7399 | -45.7473 | 90.7574 | -136.5047 |
| Avg Daily Profit (%) | 0.1569 | 0.1719 | -0.015 | -0.0319 | 0.0337 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -249054 | -156628 | -119151 | -650588 | -545708 | -349704 |
| Profit Factor | 1.4472 | 2.0942 | 0.9225 | 0.9697 | 1.128 | 0.8295 |
| Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
| Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
| Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
| Profitability (%) | 42.3529 | 42.8571 | 41.8605 | 42.3529 | 42.8571 | 41.8605 |
| Ratio Avg Win / Avg Loss | 1.9698 | 2.7922 | 1.2812 | 1.3199 | 1.504 | 1.1521 |
| Largest Winning Trade | 238312 | 238312 | 52231 | 336101 | 336101 | 197824 |
| Largest Losing Trade | -47200 | -29407 | -47200 | -224122 | -128434 | -224122 |
| Avg Bars in Trades | 130 | 126 | 134 | 130 | 126 | 134 |
| Avg Bars in Winners | 169 | 155 | 184 | 169 | 155 | 184 |
| Avg Bars in Losers | 102 | 105 | 98 | 102 | 105 | 98 |
| Bars Traded | 11125 | 5329 | 5796 | 11125 | 5329 | 5796 |
| 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 | 237608 | 310613 | -582225 | -581858 | -229169 | -582225 |
{
"trading_pair": "ZEN_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11484,
"evaluation_days": 1914,
"actual_first_datapoint_time": 1594008000000,
"first_datapoint_time": 1596614400000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759365057118,
"expiration_time": 1764324288000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 64,
"offset": 118
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 149,
"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": [
[
300232.0166306834,
328971.9130567446,
-28739.8964260611,
-45747.294296023,
90757.4198079254,
-136504.7141039485
],
[
300.232017,
328.971913,
-28.739896,
-45.747294,
90.75742,
-136.504714
],
[
0.156861,
0.171877,
-0.015016,
-0.031945,
0.033748,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-249054,
-156628,
-119151,
-650588,
-545708,
-349704
],
[
1.447215,
2.094163,
0.922466,
0.969696,
1.127991,
0.829477
],
[
85,
42,
43,
85,
42,
43
],
[
36,
18,
18,
36,
18,
18
],
[
49,
24,
25,
49,
24,
25
],
[
42.352941,
42.857143,
41.860465,
42.352941,
42.857143,
41.860465
],
[
1.96982,
2.792217,
1.281203,
1.319864,
1.503988,
1.152052
],
[
238312,
238312,
52231,
336101,
336101,
197824
],
[
-47200,
-29407,
-47200,
-224122,
-128434,
-224122
],
[
130,
126,
134,
130,
126,
134
],
[
169,
155,
184,
169,
155,
184
],
[
102,
105,
98,
102,
105,
98
],
[
11125,
5329,
5796,
11125,
5329,
5796
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
237608,
310613,
-582225,
-581858,
-229169,
-582225
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11484,
"evaluation_days": 1914,
"actual_first_datapoint_time": 1594008000000,
"first_datapoint_time": 1596614400000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759365057118,
"expiration_time": 1764324288000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 64,
"offset": 118
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 149,
"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) |
|---|