| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 547411.1812 | 478589.2626 | 68821.9186 | 488704.7083 | 55241.5626 | 433463.1456 |
| Total P&L (%) | 547.4112 | 478.5893 | 68.8219 | 488.7047 | 55.2416 | 433.4631 |
| Avg Daily Profit (%) | 0.2857 | 0.2498 | 0.0359 | 0.0926 | 0.023 | 0.0874 |
| Buy And Hold Return (%) | 10.3278 | 10.3278 | 10.3278 | 10.3278 | 10.3278 | 10.3278 |
| Max Trade Drawdown | -104519 | -59460 | -63353 | -1047688 | -584367 | -463320 |
| Profit Factor | 2.3101 | 3.2643 | 1.3333 | 1.1628 | 1.0328 | 1.3292 |
| Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
| Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
| Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
| Profitability (%) | 39.3443 | 36.6667 | 41.9355 | 39.3443 | 36.6667 | 41.9355 |
| Ratio Avg Win / Avg Loss | 3.5613 | 5.6383 | 1.8461 | 1.7926 | 1.7839 | 1.8404 |
| Largest Winning Trade | 359744 | 359744 | 57647 | 634285 | 634285 | 598383 |
| Largest Losing Trade | -26716 | -24011 | -26716 | -291170 | -291170 | -248746 |
| Avg Bars in Trades | 60 | 54 | 67 | 60 | 54 | 67 |
| Avg Bars in Winners | 106 | 89 | 120 | 106 | 89 | 120 |
| Avg Bars in Losers | 31 | 33 | 28 | 31 | 33 | 28 |
| Bars Traded | 3712 | 1631 | 2081 | 3712 | 1631 | 2081 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -157252 | 325943 | -146914 | -280175 | -351898 | -78050 |
{
"trading_pair": "ZEN_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3832,
"evaluation_days": 1916,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1598572800000,
"last_datapoint_time": 1759492800000,
"evaluation_time": 1759534740255,
"expiration_time": 1764459072000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 107,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 12,
"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": [
[
547411.1811765177,
478589.2625993686,
68821.918577149,
488704.7082658684,
55241.5626222268,
433463.1456436415
],
[
547.411181,
478.589263,
68.821919,
488.704708,
55.241563,
433.463146
],
[
0.285705,
0.249786,
0.03592,
0.092567,
0.022957,
0.087419
],
[
10.327811,
10.327811,
10.327811,
10.327811,
10.327811,
10.327811
],
[
-104519,
-59460,
-63353,
-1047688,
-584367,
-463320
],
[
2.310063,
3.264305,
1.333297,
1.162769,
1.032771,
1.32919
],
[
61,
30,
31,
61,
30,
31
],
[
24,
11,
13,
24,
11,
13
],
[
37,
19,
18,
37,
19,
18
],
[
39.344262,
36.666667,
41.935484,
39.344262,
36.666667,
41.935484
],
[
3.561347,
5.638346,
1.846103,
1.792602,
1.783877,
1.840417
],
[
359744,
359744,
57647,
634285,
634285,
598383
],
[
-26716,
-24011,
-26716,
-291170,
-291170,
-248746
],
[
60,
54,
67,
60,
54,
67
],
[
106,
89,
120,
106,
89,
120
],
[
31,
33,
28,
31,
33,
28
],
[
3712,
1631,
2081,
3712,
1631,
2081
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-157252,
325943,
-146914,
-280175,
-351898,
-78050
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3832,
"evaluation_days": 1916,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1598572800000,
"last_datapoint_time": 1759492800000,
"evaluation_time": 1759534740255,
"expiration_time": 1764459072000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 107,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 12,
"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) |
|---|