| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 244092.9718 | 304515.9806 | -60423.0088 | -78694.2119 | 55392.6583 | -134086.8701 |
| Total P&L (%) | 244.093 | 304.516 | -60.423 | -78.6942 | 55.3927 | -134.0869 |
| Avg Daily Profit (%) | 0.1273 | 0.1588 | -0.0315 | -0.0806 | 0.023 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -230405 | -116538 | -189206 | -185288 | -123071 | -208174 |
| Profit Factor | 1.1956 | 1.5653 | 0.9148 | 0.92 | 1.1403 | 0.7724 |
| Total Trades | 215 | 108 | 107 | 215 | 108 | 107 |
| Winning Trades | 104 | 49 | 55 | 104 | 49 | 55 |
| Losing Trades | 111 | 59 | 52 | 111 | 59 | 52 |
| Profitability (%) | 48.3721 | 45.3704 | 51.4019 | 48.3721 | 45.3704 | 51.4019 |
| Ratio Avg Win / Avg Loss | 1.2761 | 1.8848 | 0.8649 | 0.9819 | 1.373 | 0.7302 |
| Largest Winning Trade | 123943 | 123943 | 51096 | 55016 | 55016 | 38777 |
| Largest Losing Trade | -73843 | -40877 | -73843 | -76526 | -36865 | -76526 |
| Avg Bars in Trades | 25 | 22 | 29 | 25 | 22 | 29 |
| Avg Bars in Winners | 28 | 21 | 34 | 28 | 21 | 34 |
| Avg Bars in Losers | 23 | 23 | 24 | 23 | 23 | 24 |
| Bars Traded | 5586 | 2419 | 3167 | 5586 | 2419 | 3167 |
| Profit Streak | 36.3151 | 36.3151 | 37.6484 | 36.3151 | 36.3151 | 37.6484 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -26170 | 334311 | -579598 | -578503 | -230104 | -579598 |
{
"trading_pair": "ZEN_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5753,
"evaluation_days": 1917.67,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1597680000000,
"last_datapoint_time": 1759651200000,
"evaluation_time": 1759678422001,
"expiration_time": 1764621792000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 22,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 129,
"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": [
[
244092.971757227,
304515.9805595739,
-60423.0088023469,
-78694.2118763572,
55392.6582683338,
-134086.8701446911
],
[
244.092972,
304.515981,
-60.423009,
-78.694212,
55.392658,
-134.08687
],
[
0.127286,
0.158795,
-0.031509,
-0.080596,
0.022988,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-230405,
-116538,
-189206,
-185288,
-123071,
-208174
],
[
1.195613,
1.565344,
0.914801,
0.920013,
1.140319,
0.772377
],
[
215,
108,
107,
215,
108,
107
],
[
104,
49,
55,
104,
49,
55
],
[
111,
59,
52,
111,
59,
52
],
[
48.372093,
45.37037,
51.401869,
48.372093,
45.37037,
51.401869
],
[
1.276087,
1.884803,
0.864903,
0.981937,
1.373037,
0.730247
],
[
123943,
123943,
51096,
55016,
55016,
38777
],
[
-73843,
-40877,
-73843,
-76526,
-36865,
-76526
],
[
25,
22,
29,
25,
22,
29
],
[
28,
21,
34,
28,
21,
34
],
[
23,
23,
24,
23,
23,
24
],
[
5586,
2419,
3167,
5586,
2419,
3167
],
[
36.315069,
36.315069,
37.648403,
36.315069,
36.315069,
37.648403
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-26170,
334311,
-579598,
-578503,
-230104,
-579598
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5753,
"evaluation_days": 1917.67,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1597680000000,
"last_datapoint_time": 1759651200000,
"evaluation_time": 1759678422001,
"expiration_time": 1764621792000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 22,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 129,
"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) |
|---|