| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 639124.3184 | 640520.3445 | -1396.0261 | 69907.678 | -113039.7144 | 182947.3925 |
| Total P&L (%) | 639.1243 | 640.5203 | -1.396 | 69.9077 | -113.0397 | 182.9474 |
| Avg Daily Profit (%) | 0.3352 | 0.3359 | -0.0007 | 0.0278 | 0 | 0.0546 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -184927 | -117822 | -110606 | -1411667 | -1029979 | -587099 |
| Profit Factor | 2.3339 | 3.6993 | 0.9942 | 1.0239 | 0.9295 | 1.1385 |
| Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
| Winning Trades | 21 | 9 | 12 | 21 | 9 | 12 |
| Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
| Profitability (%) | 36.8421 | 31.0345 | 42.8571 | 36.8421 | 31.0345 | 42.8571 |
| Ratio Avg Win / Avg Loss | 4.001 | 8.2207 | 1.3256 | 1.7553 | 2.0656 | 1.518 |
| Largest Winning Trade | 622206 | 622206 | 58329 | 622206 | 622206 | 582661 |
| Largest Losing Trade | -30483 | -26211 | -30483 | -282578 | -282578 | -203920 |
| Avg Bars in Trades | 122 | 108 | 136 | 122 | 108 | 136 |
| Avg Bars in Winners | 230 | 214 | 242 | 230 | 214 | 242 |
| Avg Bars in Losers | 59 | 61 | 55 | 59 | 61 | 55 |
| Bars Traded | 6968 | 3160 | 3808 | 6968 | 3160 | 3808 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -171256 | 309961 | -602944 | -533753 | -585430 | -210935 |
{
"trading_pair": "ZEN_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7627,
"evaluation_days": 1906.75,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1597449600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758926664069,
"expiration_time": 1763657496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 108,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 161,
"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": [
[
639124.3183612864,
640520.3444728898,
-1396.0261116036,
69907.6780330693,
-113039.7144360566,
182947.3924691259
],
[
639.124318,
640.520344,
-1.396026,
69.907678,
-113.039714,
182.947392
],
[
0.33519,
0.335923,
-0.000732,
0.027804,
0,
0.054563
],
[
10,
10,
10,
10,
10,
10
],
[
-184927,
-117822,
-110606,
-1411667,
-1029979,
-587099
],
[
2.333916,
3.699309,
0.994228,
1.023907,
0.929499,
1.138518
],
[
57,
29,
28,
57,
29,
28
],
[
21,
9,
12,
21,
9,
12
],
[
36,
20,
16,
36,
20,
16
],
[
36.842105,
31.034483,
42.857143,
36.842105,
31.034483,
42.857143
],
[
4.000999,
8.220686,
1.325637,
1.75527,
2.065553,
1.518024
],
[
622206,
622206,
58329,
622206,
622206,
582661
],
[
-30483,
-26211,
-30483,
-282578,
-282578,
-203920
],
[
122,
108,
136,
122,
108,
136
],
[
230,
214,
242,
230,
214,
242
],
[
59,
61,
55,
59,
61,
55
],
[
6968,
3160,
3808,
6968,
3160,
3808
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-171256,
309961,
-602944,
-533753,
-585430,
-210935
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7627,
"evaluation_days": 1906.75,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1597449600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758926664069,
"expiration_time": 1763657496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 108,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 161,
"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) |
|---|