| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -108341.0943 | -9839.542 | -98501.5524 | -124643.4832 | 123173.0631 | -247816.5464 |
| Total P&L (%) | -108.3411 | -9.8395 | -98.5016 | -124.6435 | 123.1731 | -247.8165 |
| Avg Daily Profit (%) | -0.208 | -0.0189 | -0.1891 | 0 | 0.1543 | 0 |
| Buy And Hold Return (%) | 14.8804 | 14.8804 | 14.8804 | 14.8804 | 14.8804 | 14.8804 |
| Max Trade Drawdown | -216357 | -102864 | -172363 | -256440 | -52147 | -301239 |
| Profit Factor | 0.8849 | 0.9771 | 0.8071 | 0.8459 | 1.4795 | 0.551 |
| Total Trades | 595 | 298 | 297 | 595 | 298 | 297 |
| Winning Trades | 429 | 209 | 220 | 302 | 155 | 147 |
| Losing Trades | 166 | 89 | 77 | 293 | 143 | 150 |
| Profitability (%) | 72.1008 | 70.1342 | 74.0741 | 50.7563 | 52.0134 | 49.4949 |
| Ratio Avg Win / Avg Loss | 0.3424 | 0.4161 | 0.2825 | 0.8207 | 1.365 | 0.5622 |
| Largest Winning Trade | 15523 | 15523 | 14523 | 25885 | 22684 | 25885 |
| Largest Losing Trade | -138201 | -31358 | -138201 | -228335 | -33771 | -228335 |
| Avg Bars in Trades | 41 | 43 | 38 | 41 | 43 | 38 |
| Avg Bars in Winners | 18 | 19 | 18 | 42 | 49 | 36 |
| Avg Bars in Losers | 99 | 101 | 97 | 39 | 37 | 41 |
| Bars Traded | 24564 | 13022 | 11542 | 24564 | 13022 | 11542 |
| Profit Streak | 0 | 0 | 12.3713 | 6.7047 | 10.538 | 0 |
| Trades During Streak | 0 | 0 | 4 | 1 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -574956 | -577733 | -575659 | -577452 | 383061 | -580545 |
{
"trading_pair": "ZEN_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714348800000,
"first_datapoint_time": 1714597200000,
"last_datapoint_time": 1759347000000,
"evaluation_time": 1759348483359,
"expiration_time": 1765827000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.26691,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 139,
"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": [
[
-108341.0943412064,
-9839.5419744216,
-98501.5523667847,
-124643.4832405013,
123173.0631487069,
-247816.5463892081
],
[
-108.341094,
-9.839542,
-98.501552,
-124.643483,
123.173063,
-247.816546
],
[
-0.208016,
-0.018892,
-0.189124,
0,
0.154253,
0
],
[
14.880383,
14.880383,
14.880383,
14.880383,
14.880383,
14.880383
],
[
-216357,
-102864,
-172363,
-256440,
-52147,
-301239
],
[
0.884858,
0.977138,
0.807065,
0.845883,
1.479549,
0.550981
],
[
595,
298,
297,
595,
298,
297
],
[
429,
209,
220,
302,
155,
147
],
[
166,
89,
77,
293,
143,
150
],
[
72.10084,
70.134228,
74.074074,
50.756303,
52.013423,
49.494949
],
[
0.342393,
0.416102,
0.282473,
0.820674,
1.365003,
0.562225
],
[
15523,
15523,
14523,
25885,
22684,
25885
],
[
-138201,
-31358,
-138201,
-228335,
-33771,
-228335
],
[
41,
43,
38,
41,
43,
38
],
[
18,
19,
18,
42,
49,
36
],
[
99,
101,
97,
39,
37,
41
],
[
24564,
13022,
11542,
24564,
13022,
11542
],
[
0,
0,
12.371335,
6.704668,
10.538002,
0
],
[
0,
0,
4,
1,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-574956,
-577733,
-575659,
-577452,
383061,
-580545
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714348800000,
"first_datapoint_time": 1714597200000,
"last_datapoint_time": 1759347000000,
"evaluation_time": 1759348483359,
"expiration_time": 1765827000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.26691,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 139,
"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) |
|---|