| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 289291.3955 | 280759.6139 | 8531.7816 | -5440.5509 | -165387.1775 | 159946.6266 |
| Total P&L (%) | 289.2914 | 280.7596 | 8.5318 | -5.4406 | -165.3872 | 159.9466 |
| Avg Daily Profit (%) | 0.1512 | 0.1467 | 0.0045 | -0.0029 | 0 | 0.0499 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -127358 | -145209 | -66845 | -834284 | -870608 | -230003 |
| Profit Factor | 1.4672 | 1.6599 | 1.0441 | 0.9974 | 0.9011 | 1.3573 |
| Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
| Winning Trades | 84 | 43 | 41 | 84 | 43 | 41 |
| Losing Trades | 27 | 12 | 15 | 27 | 12 | 15 |
| Profitability (%) | 75.6757 | 78.1818 | 73.2143 | 75.6757 | 78.1818 | 73.2143 |
| Ratio Avg Win / Avg Loss | 0.4716 | 0.4632 | 0.382 | 0.3206 | 0.2515 | 0.4966 |
| Largest Winning Trade | 51522 | 51522 | 19235 | 179689 | 179689 | 147621 |
| Largest Losing Trade | -68621 | -68621 | -60217 | -495101 | -495101 | -144011 |
| Avg Bars in Trades | 65 | 126 | 5 | 65 | 126 | 5 |
| Avg Bars in Winners | 24 | 44 | 3 | 24 | 44 | 3 |
| Avg Bars in Losers | 194 | 419 | 13 | 194 | 419 | 13 |
| Bars Traded | 7285 | 6953 | 332 | 7285 | 6953 | 332 |
| Profit Streak | 75.3226 | 75.3226 | 278.0726 | 75.3226 | 75.3226 | 278.0726 |
| Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 428992 | -172649 | -701794 | -575504 | -756622 | -302875 |
{
"trading_pair": "ZEN_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7654,
"evaluation_days": 1913.5,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1595721600000,
"last_datapoint_time": 1759298400000,
"evaluation_time": 1759304674365,
"expiration_time": 1764258192000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 81,
"offset": 0,
"scalar": 4
}
}
} {
"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": [
[
289291.3955467511,
280759.6139415398,
8531.7816052112,
-5440.5509122574,
-165387.1774625341,
159946.6265502768
],
[
289.291396,
280.759614,
8.531782,
-5.440551,
-165.387177,
159.946627
],
[
0.151184,
0.146726,
0.004459,
-0.002923,
0,
0.049937
],
[
10,
10,
10,
10,
10,
10
],
[
-127358,
-145209,
-66845,
-834284,
-870608,
-230003
],
[
1.467232,
1.659861,
1.044052,
0.997433,
0.901072,
1.357304
],
[
111,
55,
56,
111,
55,
56
],
[
84,
43,
41,
84,
43,
41
],
[
27,
12,
15,
27,
12,
15
],
[
75.675676,
78.181818,
73.214286,
75.675676,
78.181818,
73.214286
],
[
0.47161,
0.463217,
0.38197,
0.320603,
0.251462,
0.496575
],
[
51522,
51522,
19235,
179689,
179689,
147621
],
[
-68621,
-68621,
-60217,
-495101,
-495101,
-144011
],
[
65,
126,
5,
65,
126,
5
],
[
24,
44,
3,
24,
44,
3
],
[
194,
419,
13,
194,
419,
13
],
[
7285,
6953,
332,
7285,
6953,
332
],
[
75.32262,
75.32262,
278.07262,
75.32262,
75.32262,
278.07262
],
[
3,
1,
3,
3,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
428992,
-172649,
-701794,
-575504,
-756622,
-302875
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7654,
"evaluation_days": 1913.5,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1595721600000,
"last_datapoint_time": 1759298400000,
"evaluation_time": 1759304674365,
"expiration_time": 1764258192000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 81,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|