| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 438009.0183 | 416176.0688 | 21832.9496 | 79030.6313 | 229470.1484 | -150439.5171 |
| Total P&L (%) | 438.009 | 416.1761 | 21.833 | 79.0306 | 229.4701 | -150.4395 |
| Avg Daily Profit (%) | 0.2297 | 0.2183 | 0.0115 | 0.0305 | 0.0626 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -196718 | -98999 | -99951 | -820320 | -497564 | -459070 |
| Profit Factor | 1.8305 | 2.5823 | 1.0826 | 1.0403 | 1.2347 | 0.847 |
| Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
| Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
| Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
| Profitability (%) | 40.2985 | 39.3939 | 41.1765 | 40.2985 | 39.3939 | 41.1765 |
| Ratio Avg Win / Avg Loss | 2.7119 | 3.9727 | 1.5465 | 1.5412 | 1.8996 | 1.21 |
| Largest Winning Trade | 244038 | 244038 | 63942 | 507188 | 507188 | 236920 |
| Largest Losing Trade | -42987 | -24334 | -42987 | -288625 | -210551 | -288625 |
| Avg Bars in Trades | 110 | 96 | 124 | 110 | 96 | 124 |
| Avg Bars in Winners | 173 | 127 | 217 | 173 | 127 | 217 |
| Avg Bars in Losers | 67 | 75 | 59 | 67 | 75 | 59 |
| Bars Traded | 7397 | 3168 | 4229 | 7397 | 3168 | 4229 |
| Profit Streak | 52.6116 | 0 | 71.3616 | 52.6116 | 0 | 71.3616 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -113138 | 307861 | -314671 | -451645 | -112758 | -582001 |
{
"trading_pair": "ZEN_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7627,
"evaluation_days": 1906.75,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1596002400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758876039153,
"expiration_time": 1763657496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 94,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 97,
"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": [
[
438009.0183169142,
416176.0687571274,
21832.9495597868,
79030.6313057017,
229470.1483626452,
-150439.5170569436
],
[
438.009018,
416.176069,
21.83295,
79.030631,
229.470148,
-150.439517
],
[
0.229715,
0.218265,
0.01145,
0.030548,
0.062551,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-196718,
-98999,
-99951,
-820320,
-497564,
-459070
],
[
1.830506,
2.582266,
1.082583,
1.040303,
1.23471,
0.846994
],
[
67,
33,
34,
67,
33,
34
],
[
27,
13,
14,
27,
13,
14
],
[
40,
20,
20,
40,
20,
20
],
[
40.298507,
39.393939,
41.176471,
40.298507,
39.393939,
41.176471
],
[
2.71186,
3.972716,
1.546548,
1.54119,
1.899553,
1.209992
],
[
244038,
244038,
63942,
507188,
507188,
236920
],
[
-42987,
-24334,
-42987,
-288625,
-210551,
-288625
],
[
110,
96,
124,
110,
96,
124
],
[
173,
127,
217,
173,
127,
217
],
[
67,
75,
59,
67,
75,
59
],
[
7397,
3168,
4229,
7397,
3168,
4229
],
[
52.611564,
0,
71.361564,
52.611564,
0,
71.361564
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-113138,
307861,
-314671,
-451645,
-112758,
-582001
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7627,
"evaluation_days": 1906.75,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1596002400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758876039153,
"expiration_time": 1763657496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 94,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 97,
"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) |
|---|