| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 225019.5702 | 313214.265 | -88194.6948 | -102690.8799 | 39721.3114 | -142412.1913 |
| Total P&L (%) | 225.0196 | 313.2143 | -88.1947 | -102.6909 | 39.7213 | -142.4122 |
| Avg Daily Profit (%) | 0.118 | 0.1643 | -0.0463 | 0 | 0.0175 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -227812 | -139213 | -180862 | -182255 | -13707 | -177399 |
| Profit Factor | 1.2652 | 1.8329 | 0.8133 | 0.5453 | 2.2899 | 0.2699 |
| Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
| Winning Trades | 47 | 23 | 24 | 48 | 25 | 23 |
| Losing Trades | 47 | 24 | 23 | 46 | 22 | 24 |
| Profitability (%) | 50 | 48.9362 | 51.0638 | 51.0638 | 53.1915 | 48.9362 |
| Ratio Avg Win / Avg Loss | 1.2652 | 1.9126 | 0.7794 | 0.5226 | 2.0151 | 0.2816 |
| Largest Winning Trade | 207065 | 207065 | 60247 | 33800 | 33800 | 24200 |
| Largest Losing Trade | -103732 | -46498 | -103732 | -163898 | -6058 | -163898 |
| Avg Bars in Trades | 76 | 57 | 96 | 76 | 57 | 96 |
| Avg Bars in Winners | 82 | 43 | 120 | 75 | 68 | 82 |
| Avg Bars in Losers | 70 | 70 | 70 | 78 | 44 | 109 |
| Bars Traded | 7211 | 2684 | 4527 | 7211 | 2684 | 4527 |
| Profit Streak | 0 | 0 | 113.5943 | 67.5943 | 118.3443 | 0 |
| Trades During Streak | 0 | 0 | 1 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -35334 | 376588 | -579995 | -579830 | -165849 | -581110 |
{
"trading_pair": "ZEN_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7627,
"evaluation_days": 1906.75,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1597082400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758809744407,
"expiration_time": 1763657496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 122,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 144,
"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": [
[
225019.5701950007,
313214.2649528051,
-88194.6947578043,
-102690.8799014822,
39721.3114017467,
-142412.1913032289
],
[
225.01957,
313.214265,
-88.194695,
-102.69088,
39.721311,
-142.412191
],
[
0.118012,
0.164266,
-0.046254,
0,
0.017543,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-227812,
-139213,
-180862,
-182255,
-13707,
-177399
],
[
1.265227,
1.832886,
0.813283,
0.545302,
2.289856,
0.269865
],
[
94,
47,
47,
94,
47,
47
],
[
47,
23,
24,
48,
25,
23
],
[
47,
24,
23,
46,
22,
24
],
[
50,
48.93617,
51.06383,
51.06383,
53.191489,
48.93617
],
[
1.265227,
1.912577,
0.779397,
0.522581,
2.015074,
0.281598
],
[
207065,
207065,
60247,
33800,
33800,
24200
],
[
-103732,
-46498,
-103732,
-163898,
-6058,
-163898
],
[
76,
57,
96,
76,
57,
96
],
[
82,
43,
120,
75,
68,
82
],
[
70,
70,
70,
78,
44,
109
],
[
7211,
2684,
4527,
7211,
2684,
4527
],
[
0,
0,
113.594264,
67.594264,
118.344264,
0
],
[
0,
0,
1,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-35334,
376588,
-579995,
-579830,
-165849,
-581110
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7627,
"evaluation_days": 1906.75,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1597082400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758809744407,
"expiration_time": 1763657496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 122,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 144,
"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) |
|---|