| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -526539.658 | 110452.139 | -636991.797 | 9168780.9459 | 1615210.8304 | 7553570.1155 |
| Total P&L (%) | -526.5397 | 110.4521 | -636.9918 | 9168.7809 | 1615.2108 | 7553.5701 |
| Avg Daily Profit (%) | -0.2738 | 0.0574 | -0.3312 | 0.2358 | 0.1479 | 0.2258 |
| Buy And Hold Return (%) | 10.6142 | 10.6142 | 10.6142 | 10.6142 | 10.6142 | 10.6142 |
| Max Trade Drawdown | -793226 | -48846 | -810570 | -7142551 | -1260200 | -7193494 |
| Profit Factor | 0.6589 | 1.4907 | 0.5169 | 1.3852 | 1.1981 | 1.4827 |
| Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
| Winning Trades | 164 | 75 | 89 | 84 | 47 | 37 |
| Losing Trades | 49 | 32 | 17 | 129 | 60 | 69 |
| Profitability (%) | 76.9953 | 70.0935 | 83.9623 | 39.4366 | 43.9252 | 34.9057 |
| Ratio Avg Win / Avg Loss | 0.1969 | 0.6361 | 0.0987 | 2.1273 | 1.5295 | 2.7651 |
| Largest Winning Trade | 33485 | 33485 | 31931 | 5364203 | 970270 | 5364203 |
| Largest Losing Trade | -756698 | -21315 | -756698 | -965005 | -965005 | -695933 |
| Avg Bars in Trades | 52 | 19 | 85 | 52 | 19 | 85 |
| Avg Bars in Winners | 26 | 8 | 41 | 69 | 28 | 122 |
| Avg Bars in Losers | 138 | 45 | 311 | 40 | 12 | 65 |
| Bars Traded | 11149 | 2113 | 9036 | 11149 | 2113 | 9036 |
| Profit Streak | 70.3304 | 104.4971 | 70.3304 | 70.3304 | 104.4971 | 70.3304 |
| Trades During Streak | 7 | 5 | 3 | 7 | 5 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -574580 | -112317 | -575120 | 311396 | 84812 | 209020 |
{
"trading_pair": "ZEN_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11538,
"evaluation_days": 1923,
"actual_first_datapoint_time": 1594008000000,
"first_datapoint_time": 1595620800000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760154950328,
"expiration_time": 1765125216000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 10,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 113,
"offset": 0,
"scalar": 3
}
}
} {
"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": [
[
-526539.6580153704,
110452.1390243835,
-636991.7970397533,
9168780.945918847,
1615210.8303920168,
7553570.115526825
],
[
-526.539658,
110.452139,
-636.991797,
9168.780946,
1615.21083,
7553.570116
],
[
-0.273812,
0.057437,
-0.331249,
0.235807,
0.147905,
0.225827
],
[
10.61423,
10.61423,
10.61423,
10.61423,
10.61423,
10.61423
],
[
-793226,
-48846,
-810570,
-7142551,
-1260200,
-7193494
],
[
0.658883,
1.490744,
0.516884,
1.385207,
1.19807,
1.482735
],
[
213,
107,
106,
213,
107,
106
],
[
164,
75,
89,
84,
47,
37
],
[
49,
32,
17,
129,
60,
69
],
[
76.995305,
70.093458,
83.962264,
39.43662,
43.925234,
34.90566
],
[
0.196861,
0.636051,
0.098731,
2.127282,
1.529451,
2.765099
],
[
33485,
33485,
31931,
5364203,
970270,
5364203
],
[
-756698,
-21315,
-756698,
-965005,
-965005,
-695933
],
[
52,
19,
85,
52,
19,
85
],
[
26,
8,
41,
69,
28,
122
],
[
138,
45,
311,
40,
12,
65
],
[
11149,
2113,
9036,
11149,
2113,
9036
],
[
70.330443,
104.49711,
70.330443,
70.330444,
104.49711,
70.330444
],
[
7,
5,
3,
7,
5,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-574580,
-112317,
-575120,
311396,
84812,
209020
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11538,
"evaluation_days": 1923,
"actual_first_datapoint_time": 1594008000000,
"first_datapoint_time": 1595620800000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760154950328,
"expiration_time": 1765125216000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 10,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 113,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|