| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 424968.0416 | 402330.3921 | 22637.6495 | 102188.5389 | -265941.9722 | 368130.5111 |
| Total P&L (%) | 424.968 | 402.3304 | 22.6377 | 102.1885 | -265.942 | 368.1305 |
| Avg Daily Profit (%) | 0.2228 | 0.211 | 0.0119 | 0.0369 | 0 | 0.081 |
| Buy And Hold Return (%) | 15.943 | 15.943 | 15.943 | 15.943 | 15.943 | 15.943 |
| Max Trade Drawdown | -213843 | -160906 | -113244 | -1204876 | -1229083 | -501794 |
| Profit Factor | 1.6668 | 2.1373 | 1.0798 | 1.0294 | 0.8811 | 1.2963 |
| Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
| Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
| Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
| Profitability (%) | 45.4545 | 46 | 44.898 | 45.4545 | 46 | 44.898 |
| Ratio Avg Win / Avg Loss | 2.0002 | 2.5089 | 1.3253 | 1.2353 | 1.0343 | 1.591 |
| Largest Winning Trade | 316438 | 316438 | 49091 | 425597 | 425597 | 246240 |
| Largest Losing Trade | -31558 | -31093 | -31558 | -287663 | -287663 | -117070 |
| Avg Bars in Trades | 36 | 30 | 41 | 36 | 30 | 41 |
| Avg Bars in Winners | 44 | 35 | 52 | 44 | 35 | 52 |
| Avg Bars in Losers | 29 | 26 | 32 | 29 | 26 | 32 |
| Bars Traded | 3568 | 1533 | 2035 | 3568 | 1533 | 2035 |
| Profit Streak | 0 | 0 | 45.3445 | 0 | 0 | 45.3445 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 340903 | -169830 | -345723 | -333678 | -760722 | -84567 |
{
"trading_pair": "ZEN_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3814,
"evaluation_days": 1907,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1600603200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758831367384,
"expiration_time": 1763658144000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 154,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
424968.0415865427,
402330.3920724706,
22637.6495140718,
102188.5388759529,
-265941.9722072682,
368130.5110832212
],
[
424.968042,
402.330392,
22.63765,
102.188539,
-265.941972,
368.130511
],
[
0.222846,
0.210976,
0.011871,
0.036925,
0,
0.080975
],
[
15.943024,
15.943024,
15.943024,
15.943024,
15.943024,
15.943024
],
[
-213843,
-160906,
-113244,
-1204876,
-1229083,
-501794
],
[
1.666808,
2.137252,
1.079838,
1.029381,
0.88105,
1.296338
],
[
99,
50,
49,
99,
50,
49
],
[
45,
23,
22,
45,
23,
22
],
[
54,
27,
27,
54,
27,
27
],
[
45.454545,
46,
44.897959,
45.454545,
46,
44.897959
],
[
2.000169,
2.508948,
1.325256,
1.235258,
1.034276,
1.59096
],
[
316438,
316438,
49091,
425597,
425597,
246240
],
[
-31558,
-31093,
-31558,
-287663,
-287663,
-117070
],
[
36,
30,
41,
36,
30,
41
],
[
44,
35,
52,
44,
35,
52
],
[
29,
26,
32,
29,
26,
32
],
[
3568,
1533,
2035,
3568,
1533,
2035
],
[
0,
0,
45.34453,
0,
0,
45.34453
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
340903,
-169830,
-345723,
-333678,
-760722,
-84567
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3814,
"evaluation_days": 1907,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1600603200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758831367384,
"expiration_time": 1763658144000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 154,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|