| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 270986.4273 | 311999.1676 | -41012.7403 | -94306.588 | 320602.7714 | -414909.3594 |
| Total P&L (%) | 270.9864 | 311.9992 | -41.0127 | -94.3066 | 320.6028 | -414.9094 |
| Avg Daily Profit (%) | 0.1414 | 0.1628 | -0.0214 | -0.1495 | 0.075 | 0 |
| Buy And Hold Return (%) | 11.4243 | 11.4243 | 11.4243 | 11.4243 | 11.4243 | 11.4243 |
| Max Trade Drawdown | -219615 | -172977 | -203871 | -311569 | -46610 | -464048 |
| Profit Factor | 1.1834 | 1.4912 | 0.9513 | 0.874 | 3.5752 | 0.3351 |
| Total Trades | 276 | 138 | 138 | 276 | 138 | 138 |
| Winning Trades | 129 | 63 | 66 | 129 | 63 | 66 |
| Losing Trades | 147 | 75 | 72 | 147 | 75 | 72 |
| Profitability (%) | 46.7391 | 45.6522 | 47.8261 | 46.7391 | 45.6522 | 47.8261 |
| Ratio Avg Win / Avg Loss | 1.3485 | 1.7753 | 1.0378 | 0.996 | 4.2562 | 0.3656 |
| Largest Winning Trade | 81534 | 81534 | 43453 | 140446 | 140446 | 82625 |
| Largest Losing Trade | -96443 | -29168 | -96443 | -212180 | -28248 | -212180 |
| Avg Bars in Trades | 13 | 14 | 12 | 13 | 14 | 12 |
| Avg Bars in Winners | 15 | 14 | 16 | 15 | 14 | 16 |
| Avg Bars in Losers | 12 | 15 | 9 | 12 | 15 | 9 |
| Bars Traded | 3790 | 2023 | 1767 | 3790 | 2023 | 1767 |
| Profit Streak | 4.5819 | 11.5819 | 0 | 4.5819 | 11.5819 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -22229 | 313056 | -579867 | -580000 | -87023 | -581534 |
{
"trading_pair": "ZEN_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3832,
"evaluation_days": 1916,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1595505600000,
"last_datapoint_time": 1759492800000,
"evaluation_time": 1759499876338,
"expiration_time": 1764459072000,
"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": "kcb",
"factors": {
"length": 36,
"offset": 0,
"scalar": 1
}
}
} {
"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": [
[
270986.4272669873,
311999.1676102147,
-41012.7403432273,
-94306.588030386,
320602.7713861174,
-414909.3594165039
],
[
270.986427,
311.999168,
-41.01274,
-94.306588,
320.602771,
-414.909359
],
[
0.141433,
0.162839,
-0.021405,
-0.149463,
0.075003,
0
],
[
11.424315,
11.424315,
11.424315,
11.424315,
11.424315,
11.424315
],
[
-219615,
-172977,
-203871,
-311569,
-46610,
-464048
],
[
1.183409,
1.491224,
0.951311,
0.87401,
3.575247,
0.33511
],
[
276,
138,
138,
276,
138,
138
],
[
129,
63,
66,
129,
63,
66
],
[
147,
75,
72,
147,
75,
72
],
[
46.73913,
45.652174,
47.826087,
46.73913,
45.652174,
47.826087
],
[
1.348536,
1.775266,
1.037794,
0.995964,
4.256246,
0.365575
],
[
81534,
81534,
43453,
140446,
140446,
82625
],
[
-96443,
-29168,
-96443,
-212180,
-28248,
-212180
],
[
13,
14,
12,
13,
14,
12
],
[
15,
14,
16,
15,
14,
16
],
[
12,
15,
9,
12,
15,
9
],
[
3790,
2023,
1767,
3790,
2023,
1767
],
[
4.581902,
11.581902,
0,
4.581902,
11.581902,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-22229,
313056,
-579867,
-580000,
-87023,
-581534
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3832,
"evaluation_days": 1916,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1595505600000,
"last_datapoint_time": 1759492800000,
"evaluation_time": 1759499876338,
"expiration_time": 1764459072000,
"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": "kcb",
"factors": {
"length": 36,
"offset": 0,
"scalar": 1
}
}
}
| # | 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) |
|---|