| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 699746.5111 | 555488.1381 | 144258.373 | 3331835.9585 | 1195046.196 | 2136789.7625 |
| Total P&L (%) | 699.7465 | 555.4881 | 144.2584 | 3331.836 | 1195.0462 | 2136.7898 |
| Avg Daily Profit (%) | 0.3646 | 0.2894 | 0.0752 | 0.1844 | 0.1335 | 0.162 |
| Buy And Hold Return (%) | 54.5223 | 54.5223 | 54.5223 | 54.5223 | 54.5223 | 54.5223 |
| Max Trade Drawdown | -56897 | -88793 | -37331 | -2726393 | -1337688 | -2093566 |
| Profit Factor | 2.4968 | 3.1055 | 1.7083 | 1.3907 | 1.2396 | 1.6034 |
| Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
| Winning Trades | 58 | 26 | 32 | 58 | 26 | 32 |
| Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
| Profitability (%) | 60.4167 | 54.1667 | 66.6667 | 60.4167 | 54.1667 | 66.6667 |
| Ratio Avg Win / Avg Loss | 1.6358 | 2.6277 | 0.8542 | 0.9111 | 1.0489 | 0.8017 |
| Largest Winning Trade | 238632 | 238632 | 55114 | 1480012 | 1480012 | 887548 |
| Largest Losing Trade | -40965 | -34088 | -40965 | -1704501 | -1337688 | -1704501 |
| Avg Bars in Trades | 56 | 70 | 43 | 56 | 70 | 43 |
| Avg Bars in Winners | 65 | 93 | 42 | 65 | 93 | 42 |
| Avg Bars in Losers | 44 | 42 | 46 | 44 | 42 | 46 |
| Bars Traded | 5461 | 3360 | 2101 | 5461 | 3360 | 2101 |
| Profit Streak | 0 | 48.4821 | 0 | 0 | 48.4821 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 569143 | 573346 | -93308 | 305348 | -13446 | 367909 |
{
"trading_pair": "ZEN_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5758,
"evaluation_days": 1919.33,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1600041600000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759808052952,
"expiration_time": 1764770112000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 211,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 151,
"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": [
[
699746.5110700965,
555488.1380888321,
144258.3729812641,
3331835.9585187603,
1195046.195973048,
2136789.762545711
],
[
699.746511,
555.488138,
144.258373,
3331.835959,
1195.046196,
2136.789763
],
[
0.364579,
0.289418,
0.075161,
0.184384,
0.133528,
0.162043
],
[
54.522252,
54.522252,
54.522252,
54.522252,
54.522252,
54.522252
],
[
-56897,
-88793,
-37331,
-2726393,
-1337688,
-2093566
],
[
2.496816,
3.105474,
1.708331,
1.390698,
1.23964,
1.603434
],
[
96,
48,
48,
96,
48,
48
],
[
58,
26,
32,
58,
26,
32
],
[
38,
22,
16,
38,
22,
16
],
[
60.416667,
54.166667,
66.666667,
60.416667,
54.166667,
66.666667
],
[
1.635845,
2.627709,
0.854165,
0.911147,
1.048926,
0.801717
],
[
238632,
238632,
55114,
1480012,
1480012,
887548
],
[
-40965,
-34088,
-40965,
-1704501,
-1337688,
-1704501
],
[
56,
70,
43,
56,
70,
43
],
[
65,
93,
42,
65,
93,
42
],
[
44,
42,
46,
44,
42,
46
],
[
5461,
3360,
2101,
5461,
3360,
2101
],
[
0,
48.482094,
0,
0,
48.482094,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
569143,
573346,
-93308,
305348,
-13446,
367909
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5758,
"evaluation_days": 1919.33,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1600041600000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759808052952,
"expiration_time": 1764770112000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 211,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 151,
"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) |
|---|