| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 271320.6595 | 310996.4854 | -39675.8258 | -45147.0415 | 162948.8117 | -208095.8532 |
| Total P&L (%) | 271.3207 | 310.9965 | -39.6758 | -45.147 | 162.9488 | -208.0959 |
| Avg Daily Profit (%) | 0.1422 | 0.163 | -0.0208 | -0.0315 | 0.0507 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -174227 | -151967 | -124094 | -324129 | -229392 | -282130 |
| Profit Factor | 1.4261 | 1.9937 | 0.8774 | 0.9497 | 1.3985 | 0.5743 |
| Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
| Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
| Losing Trades | 57 | 28 | 29 | 57 | 28 | 29 |
| Profitability (%) | 38.7097 | 40.4255 | 36.9565 | 38.7097 | 40.4255 | 36.9565 |
| Ratio Avg Win / Avg Loss | 2.2581 | 2.9381 | 1.4968 | 1.5037 | 2.061 | 0.9797 |
| Largest Winning Trade | 266723 | 266723 | 59674 | 246239 | 246239 | 58002 |
| Largest Losing Trade | -37513 | -37513 | -31488 | -111304 | -90848 | -111304 |
| Avg Bars in Trades | 58 | 48 | 69 | 58 | 48 | 69 |
| Avg Bars in Winners | 90 | 66 | 118 | 90 | 66 | 118 |
| Avg Bars in Losers | 38 | 36 | 40 | 38 | 36 | 40 |
| Bars Traded | 5474 | 2289 | 3185 | 5474 | 2289 | 3185 |
| Profit Streak | 48.3625 | 48.3625 | 68.0292 | 48.3625 | 48.3625 | 68.0292 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -3927 | 303833 | -583140 | -580656 | -126096 | -584807 |
{
"trading_pair": "ZEN_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5725,
"evaluation_days": 1908.33,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1598313600000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758876121003,
"expiration_time": 1763791200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 149,
"offset": 0,
"std": 2.10359
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 234,
"offset": 0,
"multiplier": 2.15347
}
}
}
{
"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": [
[
271320.6595428953,
310996.4853840409,
-39675.8258411459,
-45147.0414654651,
162948.8117243527,
-208095.8531898178
],
[
271.32066,
310.996485,
-39.675826,
-45.147041,
162.948812,
-208.095853
],
[
0.142177,
0.162968,
-0.020791,
-0.031463,
0.050674,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-174227,
-151967,
-124094,
-324129,
-229392,
-282130
],
[
1.426145,
1.993717,
0.877439,
0.94971,
1.398504,
0.574299
],
[
93,
47,
46,
93,
47,
46
],
[
36,
19,
17,
36,
19,
17
],
[
57,
28,
29,
57,
28,
29
],
[
38.709677,
40.425532,
36.956522,
38.709677,
40.425532,
36.956522
],
[
2.258063,
2.938109,
1.496808,
1.503707,
2.060954,
0.979686
],
[
266723,
266723,
59674,
246239,
246239,
58002
],
[
-37513,
-37513,
-31488,
-111304,
-90848,
-111304
],
[
58,
48,
69,
58,
48,
69
],
[
90,
66,
118,
90,
66,
118
],
[
38,
36,
40,
38,
36,
40
],
[
5474,
2289,
3185,
5474,
2289,
3185
],
[
48.362512,
48.362512,
68.029178,
48.362512,
48.362512,
68.029178
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-3927,
303833,
-583140,
-580656,
-126096,
-584807
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5725,
"evaluation_days": 1908.33,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1598313600000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758876121003,
"expiration_time": 1763791200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 149,
"offset": 0,
"std": 2.10359
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 234,
"offset": 0,
"multiplier": 2.15347
}
}
}
| # | 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) |
|---|