| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 296753.8062 | 355927.3942 | -59173.588 | -76820.8094 | 99364.8581 | -176185.6675 |
| Total P&L (%) | 296.7538 | 355.9274 | -59.1736 | -76.8208 | 99.3649 | -176.1857 |
| Avg Daily Profit (%) | 0.1552 | 0.1861 | -0.0309 | -0.0764 | 0.0361 | 0 |
| Buy And Hold Return (%) | 12.6794 | 12.6794 | 12.6794 | 12.6794 | 12.6794 | 12.6794 |
| Max Trade Drawdown | -261822 | -146083 | -301297 | -123388 | -32434 | -198350 |
| Profit Factor | 1.1735 | 1.4148 | 0.9306 | 0.8383 | 1.5736 | 0.4163 |
| Total Trades | 330 | 165 | 165 | 330 | 165 | 165 |
| Winning Trades | 170 | 85 | 85 | 170 | 85 | 85 |
| Losing Trades | 160 | 80 | 80 | 160 | 80 | 80 |
| Profitability (%) | 51.5152 | 51.5152 | 51.5152 | 51.5152 | 51.5152 | 51.5152 |
| Ratio Avg Win / Avg Loss | 1.1045 | 1.3316 | 0.8758 | 0.789 | 1.481 | 0.3918 |
| Largest Winning Trade | 181439 | 181439 | 37882 | 60327 | 60327 | 10185 |
| Largest Losing Trade | -42060 | -42060 | -39580 | -34493 | -19667 | -34493 |
| Avg Bars in Trades | 34 | 34 | 34 | 34 | 34 | 34 |
| Avg Bars in Winners | 34 | 34 | 34 | 34 | 34 | 34 |
| Avg Bars in Losers | 34 | 34 | 34 | 34 | 34 | 34 |
| Bars Traded | 11426 | 5716 | 5710 | 11426 | 5716 | 5710 |
| Profit Streak | 0 | 0 | 19.1433 | 0 | 0 | 19.1433 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -20498 | 316559 | -579713 | -578856 | -142426 | -579713 |
{
"trading_pair": "ZEN_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11473,
"evaluation_days": 1912.17,
"actual_first_datapoint_time": 1594008000000,
"first_datapoint_time": 1594008000000,
"last_datapoint_time": 1759204800000,
"evaluation_time": 1759217180948,
"expiration_time": 1764161136000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.01701,
"nb": 0.1,
"nc": 0.58355
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 240,
"offset": 0,
"poles": 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": [
[
296753.8061817567,
355927.3941577218,
-59173.5879759649,
-76820.8094166142,
99364.8581285248,
-176185.667545139
],
[
296.753806,
355.927394,
-59.173588,
-76.820809,
99.364858,
-176.185668
],
[
0.155192,
0.186138,
-0.030946,
-0.076424,
0.036089,
0
],
[
12.67939,
12.67939,
12.67939,
12.67939,
12.67939,
12.67939
],
[
-261822,
-146083,
-301297,
-123388,
-32434,
-198350
],
[
1.173517,
1.414808,
0.930561,
0.8383,
1.573603,
0.416318
],
[
330,
165,
165,
330,
165,
165
],
[
170,
85,
85,
170,
85,
85
],
[
160,
80,
80,
160,
80,
80
],
[
51.515152,
51.515152,
51.515152,
51.515152,
51.515152,
51.515152
],
[
1.104487,
1.331584,
0.875823,
0.788988,
1.481038,
0.391828
],
[
181439,
181439,
37882,
60327,
60327,
10185
],
[
-42060,
-42060,
-39580,
-34493,
-19667,
-34493
],
[
34,
34,
34,
34,
34,
34
],
[
34,
34,
34,
34,
34,
34
],
[
34,
34,
34,
34,
34,
34
],
[
11426,
5716,
5710,
11426,
5716,
5710
],
[
0,
0,
19.143298,
0,
0,
19.143298
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-20498,
316559,
-579713,
-578856,
-142426,
-579713
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11473,
"evaluation_days": 1912.17,
"actual_first_datapoint_time": 1594008000000,
"first_datapoint_time": 1594008000000,
"last_datapoint_time": 1759204800000,
"evaluation_time": 1759217180948,
"expiration_time": 1764161136000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.01701,
"nb": 0.1,
"nc": 0.58355
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 240,
"offset": 0,
"poles": 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) |
|---|