| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 341482.2319 | 333597.5771 | 7884.6548 | -58837.1978 | 62123.7195 | -120960.9173 |
| Total P&L (%) | 341.4822 | 333.5976 | 7.8847 | -58.8372 | 62.1237 | -120.9609 |
| Avg Daily Profit (%) | 0.1791 | 0.175 | 0.0041 | -0.0465 | 0.0253 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -125776 | -112426 | -149060 | -175207 | -63033 | -190148 |
| Profit Factor | 1.4616 | 2.1686 | 1.0174 | 0.8721 | 1.4748 | 0.6326 |
| Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
| Winning Trades | 52 | 27 | 25 | 52 | 27 | 25 |
| Losing Trades | 64 | 31 | 33 | 64 | 31 | 33 |
| Profitability (%) | 44.8276 | 46.5517 | 43.1034 | 44.8276 | 46.5517 | 43.1034 |
| Ratio Avg Win / Avg Loss | 1.7989 | 2.4898 | 1.3429 | 1.0734 | 1.6933 | 0.835 |
| Largest Winning Trade | 106031 | 106031 | 68090 | 39906 | 39906 | 37377 |
| Largest Losing Trade | -92558 | -32006 | -92558 | -170554 | -16347 | -170554 |
| Avg Bars in Trades | 93 | 66 | 120 | 93 | 66 | 120 |
| Avg Bars in Winners | 147 | 90 | 209 | 147 | 90 | 209 |
| Avg Bars in Losers | 49 | 44 | 53 | 49 | 44 | 53 |
| Bars Traded | 10828 | 3843 | 6985 | 10828 | 3843 | 6985 |
| Profit Streak | 105.3611 | 105.3611 | 107.8611 | 105.3611 | 105.3611 | 107.8611 |
| Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 319658 | -169302 | -736287 | -579856 | -338106 | -762557 |
{
"trading_pair": "ZEN_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11439,
"evaluation_days": 1906.5,
"actual_first_datapoint_time": 1594008000000,
"first_datapoint_time": 1596916800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758876003003,
"expiration_time": 1763656848000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 203,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 24,
"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": [
[
341482.2318819261,
333597.5770924193,
7884.6547895067,
-58837.1977584334,
62123.719518118,
-120960.9172765514
],
[
341.482232,
333.597577,
7.884655,
-58.837198,
62.12372,
-120.960917
],
[
0.179115,
0.174979,
0.004136,
-0.046548,
0.025348,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-125776,
-112426,
-149060,
-175207,
-63033,
-190148
],
[
1.461567,
2.168575,
1.017353,
0.872107,
1.474781,
0.632564
],
[
116,
58,
58,
116,
58,
58
],
[
52,
27,
25,
52,
27,
25
],
[
64,
31,
33,
64,
31,
33
],
[
44.827586,
46.551724,
43.103448,
44.827586,
46.551724,
43.103448
],
[
1.798852,
2.489846,
1.342906,
1.073362,
1.693267,
0.834985
],
[
106031,
106031,
68090,
39906,
39906,
37377
],
[
-92558,
-32006,
-92558,
-170554,
-16347,
-170554
],
[
93,
66,
120,
93,
66,
120
],
[
147,
90,
209,
147,
90,
209
],
[
49,
44,
53,
49,
44,
53
],
[
10828,
3843,
6985,
10828,
3843,
6985
],
[
105.361146,
105.361146,
107.861146,
105.361146,
105.361146,
107.861146
],
[
2,
1,
2,
2,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
319658,
-169302,
-736287,
-579856,
-338106,
-762557
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11439,
"evaluation_days": 1906.5,
"actual_first_datapoint_time": 1594008000000,
"first_datapoint_time": 1596916800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758876003003,
"expiration_time": 1763656848000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 203,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 24,
"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) |
|---|