| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 589028.1951 | 466938.9988 | 122089.1963 | 972127.6792 | 650736.3315 | 321391.3477 |
| Total P&L (%) | 589.0282 | 466.939 | 122.0892 | 972.1277 | 650.7363 | 321.3913 |
| Avg Daily Profit (%) | 0.3087 | 0.2447 | 0.064 | 0.1244 | 0.1057 | 0.0754 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -144500 | -107912 | -139709 | -4193081 | -2171017 | -3639143 |
| Profit Factor | 1.3689 | 1.6328 | 1.1422 | 1.0371 | 1.0536 | 1.0229 |
| Total Trades | 386 | 193 | 193 | 386 | 193 | 193 |
| Winning Trades | 193 | 96 | 97 | 193 | 96 | 97 |
| Losing Trades | 193 | 97 | 96 | 193 | 97 | 96 |
| Profitability (%) | 50 | 49.7409 | 50.2591 | 50 | 49.7409 | 50.2591 |
| Ratio Avg Win / Avg Loss | 1.3689 | 1.6498 | 1.1304 | 1.0371 | 1.0645 | 1.0123 |
| Largest Winning Trade | 88607 | 88607 | 37288 | 912912 | 546606 | 912912 |
| Largest Losing Trade | -38088 | -29607 | -38088 | -1237089 | -543527 | -1237089 |
| Avg Bars in Trades | 14 | 13 | 15 | 14 | 13 | 15 |
| Avg Bars in Winners | 16 | 14 | 18 | 16 | 14 | 18 |
| Avg Bars in Losers | 12 | 13 | 12 | 12 | 13 | 12 |
| Bars Traded | 5644 | 2640 | 3004 | 5644 | 2640 | 3004 |
| Profit Streak | 4.7473 | 0 | 8.0806 | 4.7473 | 0 | 8.0806 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 440887 | 422172 | -170190 | -203457 | -212406 | -286191 |
{
"trading_pair": "ZEN_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5724,
"evaluation_days": 1908,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1596009600000,
"last_datapoint_time": 1758816000000,
"evaluation_time": 1758851768092,
"expiration_time": 1763761536000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 71,
"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": [
[
589028.1951147012,
466938.9987923681,
122089.196322332,
972127.6792344418,
650736.3315384015,
321391.3476960364
],
[
589.028195,
466.938999,
122.089196,
972.127679,
650.736332,
321.391348
],
[
0.308715,
0.244727,
0.063988,
0.124408,
0.10571,
0.075416
],
[
10,
10,
10,
10,
10,
10
],
[
-144500,
-107912,
-139709,
-4193081,
-2171017,
-3639143
],
[
1.368917,
1.632814,
1.142168,
1.037097,
1.053574,
1.022861
],
[
386,
193,
193,
386,
193,
193
],
[
193,
96,
97,
193,
96,
97
],
[
193,
97,
96,
193,
97,
96
],
[
50,
49.740933,
50.259067,
50,
49.740933,
50.259067
],
[
1.368917,
1.649822,
1.130393,
1.037097,
1.064549,
1.012316
],
[
88607,
88607,
37288,
912912,
546606,
912912
],
[
-38088,
-29607,
-38088,
-1237089,
-543527,
-1237089
],
[
14,
13,
15,
14,
13,
15
],
[
16,
14,
18,
16,
14,
18
],
[
12,
13,
12,
12,
13,
12
],
[
5644,
2640,
3004,
5644,
2640,
3004
],
[
4.747316,
0,
8.080649,
4.747316,
0,
8.080649
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
440887,
422172,
-170190,
-203457,
-212406,
-286191
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5724,
"evaluation_days": 1908,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1596009600000,
"last_datapoint_time": 1758816000000,
"evaluation_time": 1758851768092,
"expiration_time": 1763761536000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 71,
"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) |
|---|