| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 543742.9538 | 600717.2915 | -56974.3377 | -83491.1873 | -18080.4301 | -65410.7572 |
| Total P&L (%) | 543.743 | 600.7173 | -56.9743 | -83.4912 | -18.0804 | -65.4108 |
| Avg Daily Profit (%) | 0.2852 | 0.315 | -0.0299 | -0.0944 | -0.0105 | -0.0557 |
| Buy And Hold Return (%) | 24.8337 | 24.8337 | 24.8337 | 24.8337 | 24.8337 | 24.8337 |
| Max Trade Drawdown | -328615 | -229056 | -179087 | -1182864 | -936217 | -379466 |
| Profit Factor | 1.7331 | 2.4194 | 0.8211 | 0.9605 | 0.9868 | 0.9116 |
| Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
| Winning Trades | 72 | 35 | 37 | 72 | 35 | 37 |
| Losing Trades | 81 | 42 | 39 | 81 | 42 | 39 |
| Profitability (%) | 47.0588 | 45.4545 | 48.6842 | 47.0588 | 45.4545 | 48.6842 |
| Ratio Avg Win / Avg Loss | 1.9498 | 2.9032 | 0.8655 | 1.0805 | 1.1842 | 0.9609 |
| Largest Winning Trade | 806837 | 806837 | 31740 | 712176 | 712176 | 93414 |
| Largest Losing Trade | -44841 | -44841 | -38332 | -536911 | -536911 | -253160 |
| Avg Bars in Trades | 45 | 39 | 52 | 45 | 39 | 52 |
| Avg Bars in Winners | 48 | 23 | 72 | 48 | 23 | 72 |
| Avg Bars in Losers | 43 | 53 | 33 | 43 | 53 | 33 |
| Bars Traded | 7022 | 3051 | 3970 | 7022 | 3051 | 3970 |
| Profit Streak | 0 | 0 | 13.0794 | 0 | 0 | 13.0794 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 421519 | -30095 | -630140 | -579453 | -622837 | -630140 |
{
"trading_pair": "ZEN_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7627,
"evaluation_days": 1906.75,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1600884000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758894862370,
"expiration_time": 1763657496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 79,
"offset": 241
}
},
"second_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 70
}
}
}
{
"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": [
[
543742.9537920225,
600717.2914648759,
-56974.3376728532,
-83491.1873357989,
-18080.430136509,
-65410.7571992902
],
[
543.742954,
600.717291,
-56.974338,
-83.491187,
-18.08043,
-65.410757
],
[
0.285167,
0.315048,
-0.02988,
-0.094424,
-0.010459,
-0.055662
],
[
24.833703,
24.833703,
24.833703,
24.833703,
24.833703,
24.833703
],
[
-328615,
-229056,
-179087,
-1182864,
-936217,
-379466
],
[
1.733135,
2.41937,
0.821083,
0.960469,
0.98682,
0.911634
],
[
153,
77,
76,
153,
77,
76
],
[
72,
35,
37,
72,
35,
37
],
[
81,
42,
39,
81,
42,
39
],
[
47.058824,
45.454545,
48.684211,
47.058824,
45.454545,
48.684211
],
[
1.949777,
2.903245,
0.865466,
1.080528,
1.184184,
0.960912
],
[
806837,
806837,
31740,
712176,
712176,
93414
],
[
-44841,
-44841,
-38332,
-536911,
-536911,
-253160
],
[
45,
39,
52,
45,
39,
52
],
[
48,
23,
72,
48,
23,
72
],
[
43,
53,
33,
43,
53,
33
],
[
7022,
3051,
3970,
7022,
3051,
3970
],
[
0,
0,
13.079425,
0,
0,
13.079426
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
421519,
-30095,
-630140,
-579453,
-622837,
-630140
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7627,
"evaluation_days": 1906.75,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1600884000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758894862370,
"expiration_time": 1763657496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 79,
"offset": 241
}
},
"second_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 70
}
}
}
| # | 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) |
|---|