| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 417406.6258 | 392847.0457 | 24559.58 | 58976.6839 | 44100.5013 | 14876.1826 |
| Total P&L (%) | 417.4066 | 392.847 | 24.5596 | 58.9767 | 44.1005 | 14.8762 |
| Avg Daily Profit (%) | 0.2182 | 0.2053 | 0.0128 | 0.0242 | 0.0191 | 0.0072 |
| Buy And Hold Return (%) | 21.8784 | 21.8784 | 21.8784 | 21.8784 | 21.8784 | 21.8784 |
| Max Trade Drawdown | -144652 | -102126 | -150423 | -449707 | -331964 | -268697 |
| Profit Factor | 1.2339 | 1.4764 | 1.0256 | 1.0158 | 1.0253 | 1.0075 |
| Total Trades | 537 | 268 | 269 | 537 | 268 | 269 |
| Winning Trades | 222 | 106 | 116 | 222 | 106 | 116 |
| Losing Trades | 315 | 162 | 153 | 315 | 162 | 153 |
| Profitability (%) | 41.3408 | 39.5522 | 43.1227 | 41.3408 | 39.5522 | 43.1227 |
| Ratio Avg Win / Avg Loss | 1.7508 | 2.2564 | 1.3527 | 1.4414 | 1.567 | 1.3289 |
| Largest Winning Trade | 100344 | 100344 | 37020 | 121505 | 121505 | 112250 |
| Largest Losing Trade | -45301 | -26790 | -45301 | -78669 | -63548 | -78669 |
| Avg Bars in Trades | 42 | 40 | 44 | 42 | 40 | 44 |
| Avg Bars in Winners | 64 | 61 | 68 | 64 | 61 | 68 |
| Avg Bars in Losers | 26 | 26 | 25 | 26 | 26 | 25 |
| Bars Traded | 22722 | 10853 | 11869 | 22722 | 10853 | 11869 |
| Profit Streak | 11.4242 | 0 | 13.8408 | 11.4242 | 0 | 13.8408 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 311013 | 242028 | -496950 | -366911 | -368889 | -562420 |
{
"trading_pair": "ZEN_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22958,
"evaluation_days": 1913.17,
"actual_first_datapoint_time": 1594008000000,
"first_datapoint_time": 1595325600000,
"last_datapoint_time": 1759341600000,
"evaluation_time": 1759349448857,
"expiration_time": 1765292313600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 184,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.11003,
"nb": 0.1,
"nc": 0.1
}
}
} {
"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": [
[
417406.6257832349,
392847.0457468544,
24559.5800363808,
58976.6838971304,
44100.5013463046,
14876.1825508256
],
[
417.406626,
392.847046,
24.55958,
58.976684,
44.100501,
14.876183
],
[
0.218175,
0.205338,
0.012837,
0.024234,
0.019098,
0.007249
],
[
21.878426,
21.878426,
21.878426,
21.878426,
21.878426,
21.878426
],
[
-144652,
-102126,
-150423,
-449707,
-331964,
-268697
],
[
1.233903,
1.476394,
1.025585,
1.015836,
1.025336,
1.0075
],
[
537,
268,
269,
537,
268,
269
],
[
222,
106,
116,
222,
106,
116
],
[
315,
162,
153,
315,
162,
153
],
[
41.340782,
39.552239,
43.122677,
41.340782,
39.552239,
43.122677
],
[
1.750808,
2.256376,
1.352712,
1.441389,
1.567023,
1.328857
],
[
100344,
100344,
37020,
121505,
121505,
112250
],
[
-45301,
-26790,
-45301,
-78669,
-63548,
-78669
],
[
42,
40,
44,
42,
40,
44
],
[
64,
61,
68,
64,
61,
68
],
[
26,
26,
25,
26,
26,
25
],
[
22722,
10853,
11869,
22722,
10853,
11869
],
[
11.424176,
0,
13.840843,
11.424177,
0,
13.840843
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
311013,
242028,
-496950,
-366911,
-368889,
-562420
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22958,
"evaluation_days": 1913.17,
"actual_first_datapoint_time": 1594008000000,
"first_datapoint_time": 1595325600000,
"last_datapoint_time": 1759341600000,
"evaluation_time": 1759349448857,
"expiration_time": 1765292313600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 184,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.11003,
"nb": 0.1,
"nc": 0.1
}
}
}
| # | 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) |
|---|