| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 159037.3157 | 114372.1848 | 44665.1309 | 106357.3089 | -9611.1071 | 115968.4161 |
| Total P&L (%) | 159.0373 | 114.3722 | 44.6651 | 106.3573 | -9.6111 | 115.9684 |
| Avg Daily Profit (%) | 0.3054 | 0.2196 | 0.0858 | 0.1392 | -0.0194 | 0.1479 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -61377 | -53376 | -41940 | -213085 | -170116 | -119548 |
| Profit Factor | 1.4777 | 1.7285 | 1.2539 | 1.1451 | 0.9742 | 1.3212 |
| Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
| Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
| Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
| Profitability (%) | 44.7917 | 39.5833 | 50 | 44.7917 | 39.5833 | 50 |
| Ratio Avg Win / Avg Loss | 1.8214 | 2.6382 | 1.2539 | 1.4114 | 1.4869 | 1.3212 |
| Largest Winning Trade | 98258 | 98258 | 29824 | 115216 | 115216 | 83114 |
| Largest Losing Trade | -21024 | -18237 | -21024 | -73925 | -72168 | -73925 |
| Avg Bars in Trades | 256 | 234 | 278 | 256 | 234 | 278 |
| Avg Bars in Winners | 380 | 366 | 392 | 380 | 366 | 392 |
| Avg Bars in Losers | 155 | 147 | 165 | 155 | 147 | 165 |
| Bars Traded | 24634 | 11249 | 13385 | 24634 | 11249 | 13385 |
| 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 | 304709 | 235217 | -80947 | -70519 | -583642 | 150639 |
{
"trading_pair": "ZEN_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714181400000,
"first_datapoint_time": 1714624200000,
"last_datapoint_time": 1759179600000,
"evaluation_time": 1759180816554,
"expiration_time": 1765659600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 223,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 247,
"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": [
[
159037.3157421728,
114372.184795905,
44665.130946268,
106357.3089456778,
-9611.1071493556,
115968.4160950335
],
[
159.037316,
114.372185,
44.665131,
106.357309,
-9.611107,
115.968416
],
[
0.305354,
0.219596,
0.085758,
0.13919,
-0.0194,
0.147943
],
[
10,
10,
10,
10,
10,
10
],
[
-61377,
-53376,
-41940,
-213085,
-170116,
-119548
],
[
1.477723,
1.728489,
1.253912,
1.14506,
0.974175,
1.321211
],
[
96,
48,
48,
96,
48,
48
],
[
43,
19,
24,
43,
19,
24
],
[
53,
29,
24,
53,
29,
24
],
[
44.791667,
39.583333,
50,
44.791667,
39.583333,
50
],
[
1.82138,
2.63822,
1.253912,
1.411353,
1.486899,
1.321211
],
[
98258,
98258,
29824,
115216,
115216,
83114
],
[
-21024,
-18237,
-21024,
-73925,
-72168,
-73925
],
[
256,
234,
278,
256,
234,
278
],
[
380,
366,
392,
380,
366,
392
],
[
155,
147,
165,
155,
147,
165
],
[
24634,
11249,
13385,
24634,
11249,
13385
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
304709,
235217,
-80947,
-70519,
-583642,
150639
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714181400000,
"first_datapoint_time": 1714624200000,
"last_datapoint_time": 1759179600000,
"evaluation_time": 1759180816554,
"expiration_time": 1765659600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 223,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 247,
"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) |
|---|