| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 136690.2316 | 105281.7974 | 31408.4342 | 42756.0071 | 36469.8877 | 6286.1194 |
| Total P&L (%) | 136.6902 | 105.2818 | 31.4084 | 42.756 | 36.4699 | 6.2861 |
| Avg Daily Profit (%) | 0.2624 | 0.2021 | 0.0603 | 0.0684 | 0.0597 | 0.0117 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -132133 | -121864 | -31104 | -365107 | -283823 | -104448 |
| Profit Factor | 1.3689 | 1.368 | 1.3717 | 1.0619 | 1.0716 | 1.0348 |
| Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
| Winning Trades | 72 | 31 | 41 | 72 | 31 | 41 |
| Losing Trades | 58 | 34 | 24 | 58 | 34 | 24 |
| Profitability (%) | 55.3846 | 47.6923 | 63.0769 | 55.3846 | 47.6923 | 63.0769 |
| Ratio Avg Win / Avg Loss | 1.1027 | 1.5004 | 0.8029 | 0.8554 | 1.1753 | 0.6057 |
| Largest Winning Trade | 117763 | 117763 | 17058 | 214707 | 214707 | 67727 |
| Largest Losing Trade | -29123 | -29123 | -19239 | -81370 | -81370 | -66163 |
| Avg Bars in Trades | 189 | 343 | 36 | 189 | 343 | 36 |
| Avg Bars in Winners | 201 | 421 | 35 | 201 | 421 | 35 |
| Avg Bars in Losers | 175 | 271 | 38 | 175 | 271 | 38 |
| Bars Traded | 24665 | 22300 | 2365 | 24665 | 22300 | 2365 |
| 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 | 328799 | -123896 | -247084 | -257226 | -390679 | -657474 |
{
"trading_pair": "ZEN_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714091400000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758925548133,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 44,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 203,
"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": [
[
136690.2315952123,
105281.7974444333,
31408.434150779,
42756.0070649745,
36469.8876902909,
6286.1193746835
],
[
136.690232,
105.281797,
31.408434,
42.756007,
36.469888,
6.286119
],
[
0.262447,
0.202142,
0.060305,
0.068369,
0.059717,
0.011706
],
[
10,
10,
10,
10,
10,
10
],
[
-132133,
-121864,
-31104,
-365107,
-283823,
-104448
],
[
1.368871,
1.368039,
1.371691,
1.061926,
1.071558,
1.034772
],
[
130,
65,
65,
130,
65,
65
],
[
72,
31,
41,
72,
31,
41
],
[
58,
34,
24,
58,
34,
24
],
[
55.384615,
47.692308,
63.076923,
55.384615,
47.692308,
63.076923
],
[
1.102702,
1.500429,
0.802941,
0.85544,
1.175257,
0.60572
],
[
117763,
117763,
17058,
214707,
214707,
67727
],
[
-29123,
-29123,
-19239,
-81370,
-81370,
-66163
],
[
189,
343,
36,
189,
343,
36
],
[
201,
421,
35,
201,
421,
35
],
[
175,
271,
38,
175,
271,
38
],
[
24665,
22300,
2365,
24665,
22300,
2365
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
328799,
-123896,
-247084,
-257226,
-390679,
-657474
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714091400000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758925548133,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 44,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 203,
"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) |
|---|