| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1579954.3415 | 1583148.4979 | -3194.1564 | 8790.1996 | 35328.5301 | -26538.3305 |
| Total P&L (%) | 1579.9543 | 1583.1485 | -3.1942 | 8.7902 | 35.3285 | -26.5383 |
| Avg Daily Profit (%) | 0.8248 | 0.8265 | -0.0017 | 0.0044 | 0.0158 | -0.0161 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -192560 | -186765 | -45807 | -2157825 | -1968272 | -554810 |
| Profit Factor | 3.7554 | 5.0066 | 0.9821 | 1.0023 | 1.0124 | 0.972 |
| Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
| Winning Trades | 57 | 25 | 32 | 57 | 25 | 32 |
| Losing Trades | 52 | 29 | 23 | 52 | 29 | 23 |
| Profitability (%) | 52.2936 | 46.2963 | 58.1818 | 52.2936 | 46.2963 | 58.1818 |
| Ratio Avg Win / Avg Loss | 3.4259 | 5.8077 | 0.7059 | 0.9144 | 1.1744 | 0.6986 |
| Largest Winning Trade | 1736535 | 1736535 | 20426 | 1999181 | 1999181 | 244891 |
| Largest Losing Trade | -60289 | -60289 | -22764 | -712750 | -712750 | -305385 |
| Avg Bars in Trades | 100 | 180 | 21 | 100 | 180 | 21 |
| Avg Bars in Winners | 91 | 180 | 21 | 91 | 180 | 21 |
| Avg Bars in Losers | 110 | 180 | 21 | 110 | 180 | 21 |
| Bars Traded | 10941 | 9752 | 1189 | 10941 | 9752 | 1189 |
| Profit Streak | 20.6562 | 20.6562 | 78.1562 | 20.6562 | 20.6562 | 78.1562 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 796515 | -159953 | -758531 | -570305 | -562170 | -758531 |
{
"trading_pair": "ZEN_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11493,
"evaluation_days": 1915.5,
"actual_first_datapoint_time": 1594008000000,
"first_datapoint_time": 1597060800000,
"last_datapoint_time": 1759492800000,
"evaluation_time": 1759506298541,
"expiration_time": 1764457776000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcl",
"factors": {
"length": 37,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 213,
"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": [
[
1579954.341476359,
1583148.4979100518,
-3194.1564336917,
8790.199608162,
35328.5301423609,
-26538.3305341992
],
[
1579.954341,
1583.148498,
-3.194156,
8.7902,
35.32853,
-26.538331
],
[
0.824826,
0.826494,
-0.001668,
0.004398,
0.015795,
-0.016099
],
[
10,
10,
10,
10,
10,
10
],
[
-192560,
-186765,
-45807,
-2157825,
-1968272,
-554810
],
[
3.755358,
5.006619,
0.982083,
1.002321,
1.012439,
0.971973
],
[
109,
54,
55,
109,
54,
55
],
[
57,
25,
32,
57,
25,
32
],
[
52,
29,
23,
52,
29,
23
],
[
52.293578,
46.296296,
58.181818,
52.293578,
46.296296,
58.181818
],
[
3.42594,
5.807678,
0.705872,
0.914398,
1.174429,
0.698606
],
[
1736535,
1736535,
20426,
1999181,
1999181,
244891
],
[
-60289,
-60289,
-22764,
-712750,
-712750,
-305385
],
[
100,
180,
21,
100,
180,
21
],
[
91,
180,
21,
91,
180,
21
],
[
110,
180,
21,
110,
180,
21
],
[
10941,
9752,
1189,
10941,
9752,
1189
],
[
20.656233,
20.656233,
78.156233,
20.656233,
20.656233,
78.156233
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
796515,
-159953,
-758531,
-570305,
-562170,
-758531
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11493,
"evaluation_days": 1915.5,
"actual_first_datapoint_time": 1594008000000,
"first_datapoint_time": 1597060800000,
"last_datapoint_time": 1759492800000,
"evaluation_time": 1759506298541,
"expiration_time": 1764457776000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 37,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 213,
"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) |
|---|