| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 363065.8253 | 364529.7015 | -1463.8762 | 447.0327 | 242086.3068 | -241639.2741 |
| Total P&L (%) | 363.0658 | 364.5297 | -1.4639 | 0.447 | 242.0863 | -241.6393 |
| Avg Daily Profit (%) | 0.1899 | 0.1907 | -0.0008 | 0.0002 | 0.0644 | 0 |
| Buy And Hold Return (%) | 23.2715 | 23.2715 | 23.2715 | 23.2715 | 23.2715 | 23.2715 |
| Max Trade Drawdown | -156750 | -169680 | -90287 | -532745 | -597882 | -437853 |
| Profit Factor | 1.5539 | 2.1234 | 0.9956 | 1.0002 | 1.2642 | 0.7511 |
| Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
| Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
| Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
| Profitability (%) | 45.9459 | 43.2432 | 48.6486 | 45.9459 | 43.2432 | 48.6486 |
| Ratio Avg Win / Avg Loss | 1.8281 | 2.7869 | 1.0509 | 1.1767 | 1.6592 | 0.7928 |
| Largest Winning Trade | 168216 | 168216 | 48842 | 264619 | 264619 | 129157 |
| Largest Losing Trade | -72324 | -53600 | -72324 | -381386 | -324515 | -381386 |
| Avg Bars in Trades | 72 | 85 | 59 | 72 | 85 | 59 |
| Avg Bars in Winners | 101 | 109 | 93 | 101 | 109 | 93 |
| Avg Bars in Losers | 47 | 66 | 27 | 47 | 66 | 27 |
| Bars Traded | 5351 | 3149 | 2202 | 5351 | 3149 | 2202 |
| Profit Streak | 0 | 0 | 118.6209 | 0 | 0 | 118.6209 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -60072 | 322472 | -578673 | -648894 | -108643 | -580339 |
{
"trading_pair": "ZEN_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5735,
"evaluation_days": 1911.67,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1601251200000,
"last_datapoint_time": 1759132800000,
"evaluation_time": 1759157645754,
"expiration_time": 1764087840000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 239,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 26,
"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": [
[
363065.8252971722,
364529.7014570114,
-1463.8761598391,
447.0326866513,
242086.3068343831,
-241639.2741477317
],
[
363.065825,
364.529701,
-1.463876,
0.447033,
242.086307,
-241.639274
],
[
0.189921,
0.190687,
-0.000766,
0.000233,
0.064357,
0
],
[
23.27153,
23.27153,
23.27153,
23.27153,
23.27153,
23.27153
],
[
-156750,
-169680,
-90287,
-532745,
-597882,
-437853
],
[
1.553901,
2.123356,
0.995577,
1.000237,
1.264166,
0.751069
],
[
74,
37,
37,
74,
37,
37
],
[
34,
16,
18,
34,
16,
18
],
[
40,
21,
19,
40,
21,
19
],
[
45.945946,
43.243243,
48.648649,
45.945946,
43.243243,
48.648649
],
[
1.828118,
2.786905,
1.050887,
1.176749,
1.659218,
0.792795
],
[
168216,
168216,
48842,
264619,
264619,
129157
],
[
-72324,
-53600,
-72324,
-381386,
-324515,
-381386
],
[
72,
85,
59,
72,
85,
59
],
[
101,
109,
93,
101,
109,
93
],
[
47,
66,
27,
47,
66,
27
],
[
5351,
3149,
2202,
5351,
3149,
2202
],
[
0,
0,
118.6209,
0,
0,
118.6209
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-60072,
322472,
-578673,
-648894,
-108643,
-580339
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5735,
"evaluation_days": 1911.67,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1601251200000,
"last_datapoint_time": 1759132800000,
"evaluation_time": 1759157645754,
"expiration_time": 1764087840000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 239,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 26,
"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) |
|---|