| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 341740.5889 | 305916.9044 | 35823.6845 | 183541.5552 | 285925.0385 | -102383.4833 |
| Total P&L (%) | 341.7406 | 305.9169 | 35.8237 | 183.5416 | 285.925 | -102.3835 |
| Avg Daily Profit (%) | 0.1783 | 0.1596 | 0.0187 | 0.0544 | 0.0705 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -135382 | -142043 | -69055 | -1117067 | -727674 | -692549 |
| Profit Factor | 1.4891 | 1.9894 | 1.092 | 1.0542 | 1.2037 | 0.9483 |
| Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
| Winning Trades | 61 | 30 | 31 | 61 | 30 | 31 |
| Losing Trades | 66 | 33 | 33 | 66 | 33 | 33 |
| Profitability (%) | 48.0315 | 47.619 | 48.4375 | 48.0315 | 47.619 | 48.4375 |
| Ratio Avg Win / Avg Loss | 1.6111 | 2.1883 | 1.1624 | 1.1406 | 1.324 | 1.0095 |
| Largest Winning Trade | 106605 | 106605 | 53923 | 384652 | 218420 | 384652 |
| Largest Losing Trade | -42527 | -24685 | -42527 | -490063 | -162346 | -490063 |
| Avg Bars in Trades | 58 | 51 | 65 | 58 | 51 | 65 |
| Avg Bars in Winners | 81 | 67 | 95 | 81 | 67 | 95 |
| Avg Bars in Losers | 37 | 37 | 36 | 37 | 37 | 36 |
| Bars Traded | 7424 | 3254 | 4170 | 7424 | 3254 | 4170 |
| 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 | 336851 | -136550 | -429638 | -281613 | -246954 | -718899 |
{
"trading_pair": "ZEN_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7668,
"evaluation_days": 1917,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1597968000000,
"last_datapoint_time": 1759600800000,
"evaluation_time": 1759626857171,
"expiration_time": 1764569664000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 41,
"offset": 144
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
341740.5888992717,
305916.9043821236,
35823.684517148,
183541.555171534,
285925.038490047,
-102383.4833185134
],
[
341.740589,
305.916904,
35.823685,
183.541555,
285.925038,
-102.383483
],
[
0.178268,
0.159581,
0.018687,
0.05438,
0.070472,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-135382,
-142043,
-69055,
-1117067,
-727674,
-692549
],
[
1.489079,
1.989371,
1.091964,
1.05422,
1.203658,
0.948322
],
[
127,
63,
64,
127,
63,
64
],
[
61,
30,
31,
61,
30,
31
],
[
66,
33,
33,
66,
33,
33
],
[
48.031496,
47.619048,
48.4375,
48.031496,
47.619048,
48.4375
],
[
1.611134,
2.188309,
1.162413,
1.140632,
1.324023,
1.009504
],
[
106605,
106605,
53923,
384652,
218420,
384652
],
[
-42527,
-24685,
-42527,
-490063,
-162346,
-490063
],
[
58,
51,
65,
58,
51,
65
],
[
81,
67,
95,
81,
67,
95
],
[
37,
37,
36,
37,
37,
36
],
[
7424,
3254,
4170,
7424,
3254,
4170
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
336851,
-136550,
-429638,
-281613,
-246954,
-718899
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7668,
"evaluation_days": 1917,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1597968000000,
"last_datapoint_time": 1759600800000,
"evaluation_time": 1759626857171,
"expiration_time": 1764569664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 41,
"offset": 144
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|