| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 654638.8757 | 524732.7953 | 129906.0804 | 1408814.3814 | 83576.9069 | 1325237.4746 |
| Total P&L (%) | 654.6389 | 524.7328 | 129.9061 | 1408.8144 | 83.5769 | 1325.2375 |
| Avg Daily Profit (%) | 0.3433 | 0.2752 | 0.0681 | 0.1424 | 0.0319 | 0.1394 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -83170 | -67645 | -56606 | -2112096 | -1209805 | -1020208 |
| Profit Factor | 2.5671 | 3.7523 | 1.572 | 1.2167 | 1.0252 | 1.4156 |
| Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
| Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
| Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
| Profitability (%) | 47.4576 | 41.3793 | 53.3333 | 47.4576 | 41.3793 | 53.3333 |
| Ratio Avg Win / Avg Loss | 2.8421 | 5.3157 | 1.3755 | 1.3471 | 1.4524 | 1.2386 |
| Largest Winning Trade | 307977 | 307977 | 54735 | 1252675 | 1252675 | 954660 |
| Largest Losing Trade | -44139 | -31275 | -44139 | -968601 | -737526 | -968601 |
| Avg Bars in Trades | 125 | 115 | 135 | 125 | 115 | 135 |
| Avg Bars in Winners | 181 | 167 | 191 | 181 | 167 | 191 |
| Avg Bars in Losers | 74 | 78 | 70 | 74 | 78 | 70 |
| Bars Traded | 7399 | 3348 | 4051 | 7399 | 3348 | 4051 |
| Profit Streak | 53.4379 | 0 | 74.9379 | 53.4379 | 0 | 74.9379 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -165768 | 437501 | -99277 | -182829 | -346503 | -4736 |
{
"trading_pair": "ZEN_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7627,
"evaluation_days": 1906.75,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1596693600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758882634645,
"expiration_time": 1763657496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 126,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 183,
"offset": 0,
"std": 1.83276
}
}
}
{
"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": [
[
654638.8757254694,
524732.7953385692,
129906.0803869002,
1408814.381446946,
83576.9068932722,
1325237.4745536745
],
[
654.638876,
524.732795,
129.90608,
1408.814381,
83.576907,
1325.237475
],
[
0.343327,
0.275197,
0.06813,
0.142433,
0.031864,
0.13944
],
[
10,
10,
10,
10,
10,
10
],
[
-83170,
-67645,
-56606,
-2112096,
-1209805,
-1020208
],
[
2.567085,
3.752288,
1.572047,
1.216691,
1.025229,
1.41559
],
[
59,
29,
30,
59,
29,
30
],
[
28,
12,
16,
28,
12,
16
],
[
31,
17,
14,
31,
17,
14
],
[
47.457627,
41.37931,
53.333333,
47.457627,
41.37931,
53.333333
],
[
2.84213,
5.315742,
1.375541,
1.347051,
1.452408,
1.238641
],
[
307977,
307977,
54735,
1252675,
1252675,
954660
],
[
-44139,
-31275,
-44139,
-968601,
-737526,
-968601
],
[
125,
115,
135,
125,
115,
135
],
[
181,
167,
191,
181,
167,
191
],
[
74,
78,
70,
74,
78,
70
],
[
7399,
3348,
4051,
7399,
3348,
4051
],
[
53.437901,
0,
74.937901,
53.437901,
0,
74.937901
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-165768,
437501,
-99277,
-182829,
-346503,
-4736
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7627,
"evaluation_days": 1906.75,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1596693600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758882634645,
"expiration_time": 1763657496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 126,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 183,
"offset": 0,
"std": 1.83276
}
}
}
| # | 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) |
|---|