| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 812328.8837 | 624235.3825 | 188093.5012 | 3899948.1846 | 109052.0222 | 3790896.1624 |
| Total P&L (%) | 812.3289 | 624.2354 | 188.0935 | 3899.9482 | 109.052 | 3790.8962 |
| Avg Daily Profit (%) | 0.4262 | 0.3275 | 0.0987 | 0.1937 | 0.0387 | 0.1923 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -88548 | -125214 | -81081 | -4817813 | -5864831 | -2370449 |
| Profit Factor | 1.442 | 1.5814 | 1.2461 | 1.1161 | 1.0051 | 1.3074 |
| Total Trades | 675 | 337 | 338 | 675 | 337 | 338 |
| Winning Trades | 290 | 138 | 152 | 290 | 138 | 152 |
| Losing Trades | 385 | 199 | 186 | 385 | 199 | 186 |
| Profitability (%) | 42.963 | 40.9496 | 44.9704 | 42.963 | 40.9496 | 44.9704 |
| Ratio Avg Win / Avg Loss | 1.9143 | 2.2805 | 1.5248 | 1.4817 | 1.4494 | 1.5999 |
| Largest Winning Trade | 154030 | 154030 | 29555 | 4391723 | 4391723 | 1543363 |
| Largest Losing Trade | -32795 | -28455 | -32795 | -1956344 | -1956344 | -515326 |
| Avg Bars in Trades | 33 | 49 | 17 | 33 | 49 | 17 |
| Avg Bars in Winners | 47 | 73 | 23 | 47 | 73 | 23 |
| Avg Bars in Losers | 23 | 32 | 12 | 23 | 32 | 12 |
| Bars Traded | 22669 | 16702 | 5967 | 22669 | 16702 | 5967 |
| 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 | 461628 | 350257 | -60827 | -84034 | -358407 | 314843 |
{
"trading_pair": "ZEN_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22872,
"evaluation_days": 1906,
"actual_first_datapoint_time": 1594008000000,
"first_datapoint_time": 1595088000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758885906841,
"expiration_time": 1764650822400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 151,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 12,
"offset": 0,
"std": 2.21883
}
}
}
{
"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": [
[
812328.8836956497,
624235.3825079771,
188093.5011876723,
3899948.1846447974,
109052.0222229319,
3790896.1624218617
],
[
812.328884,
624.235383,
188.093501,
3899.948185,
109.052022,
3790.896162
],
[
0.426196,
0.327511,
0.098685,
0.193727,
0.038697,
0.192274
],
[
10,
10,
10,
10,
10,
10
],
[
-88548,
-125214,
-81081,
-4817813,
-5864831,
-2370449
],
[
1.441951,
1.581437,
1.246052,
1.116108,
1.00513,
1.307427
],
[
675,
337,
338,
675,
337,
338
],
[
290,
138,
152,
290,
138,
152
],
[
385,
199,
186,
385,
199,
186
],
[
42.962963,
40.949555,
44.970414,
42.962963,
40.949555,
44.970414
],
[
1.914314,
2.280478,
1.524774,
1.48173,
1.449427,
1.599878
],
[
154030,
154030,
29555,
4391723,
4391723,
1543363
],
[
-32795,
-28455,
-32795,
-1956344,
-1956344,
-515326
],
[
33,
49,
17,
33,
49,
17
],
[
47,
73,
23,
47,
73,
23
],
[
23,
32,
12,
23,
32,
12
],
[
22669,
16702,
5967,
22669,
16702,
5967
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
461628,
350257,
-60827,
-84034,
-358407,
314843
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22872,
"evaluation_days": 1906,
"actual_first_datapoint_time": 1594008000000,
"first_datapoint_time": 1595088000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758885906841,
"expiration_time": 1764650822400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 151,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 12,
"offset": 0,
"std": 2.21883
}
}
}
| # | 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) |
|---|