| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 500302.9307 | 467299.4059 | 33003.5249 | 72284.0837 | 159749.886 | -87465.8024 |
| Total P&L (%) | 500.3029 | 467.2994 | 33.0035 | 72.2841 | 159.7499 | -87.4658 |
| Avg Daily Profit (%) | 0.2624 | 0.2451 | 0.0173 | 0.0285 | 0.0501 | -0.1089 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -185146 | -111560 | -129445 | -1557798 | -1173698 | -799042 |
| Profit Factor | 1.4681 | 1.8846 | 1.061 | 1.0098 | 1.0418 | 0.9756 |
| Total Trades | 301 | 150 | 151 | 301 | 150 | 151 |
| Winning Trades | 144 | 69 | 75 | 144 | 69 | 75 |
| Losing Trades | 157 | 81 | 76 | 157 | 81 | 76 |
| Profitability (%) | 47.8405 | 46 | 49.6689 | 47.8405 | 46 | 49.6689 |
| Ratio Avg Win / Avg Loss | 1.6006 | 2.2123 | 1.0752 | 1.1009 | 1.223 | 0.9886 |
| Largest Winning Trade | 243844 | 243844 | 49830 | 500775 | 500775 | 299062 |
| Largest Losing Trade | -44593 | -44400 | -44593 | -576322 | -421693 | -576322 |
| Avg Bars in Trades | 36 | 35 | 38 | 36 | 35 | 38 |
| Avg Bars in Winners | 42 | 40 | 43 | 42 | 40 | 43 |
| Avg Bars in Losers | 31 | 31 | 32 | 31 | 31 | 32 |
| Bars Traded | 11093 | 5329 | 5765 | 11093 | 5329 | 5765 |
| Profit Streak | 7.7766 | 26.4432 | 7.7766 | 7.7766 | 26.4432 | 7.7766 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 455901 | 388824 | -325159 | -362662 | -301310 | -579994 |
{
"trading_pair": "ZEN_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11439,
"evaluation_days": 1906.5,
"actual_first_datapoint_time": 1594008000000,
"first_datapoint_time": 1596139200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758955094327,
"expiration_time": 1763656848000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 148
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 92,
"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": [
[
500302.9307460566,
467299.4058676995,
33003.5248783568,
72284.0836907179,
159749.8860492139,
-87465.8023584959
],
[
500.302931,
467.299406,
33.003525,
72.284084,
159.749886,
-87.465802
],
[
0.26242,
0.245109,
0.017311,
0.028537,
0.050081,
-0.108869
],
[
10,
10,
10,
10,
10,
10
],
[
-185146,
-111560,
-129445,
-1557798,
-1173698,
-799042
],
[
1.468057,
1.88457,
1.061048,
1.009774,
1.041847,
0.975553
],
[
301,
150,
151,
301,
150,
151
],
[
144,
69,
75,
144,
69,
75
],
[
157,
81,
76,
157,
81,
76
],
[
47.840532,
46,
49.668874,
47.840532,
46,
49.668874
],
[
1.60059,
2.212321,
1.075196,
1.100935,
1.223038,
0.988561
],
[
243844,
243844,
49830,
500775,
500775,
299062
],
[
-44593,
-44400,
-44593,
-576322,
-421693,
-576322
],
[
36,
35,
38,
36,
35,
38
],
[
42,
40,
43,
42,
40,
43
],
[
31,
31,
32,
31,
31,
32
],
[
11093,
5329,
5765,
11093,
5329,
5765
],
[
7.776555,
26.443221,
7.776555,
7.776555,
26.443221,
7.776555
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
455901,
388824,
-325159,
-362662,
-301310,
-579994
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11439,
"evaluation_days": 1906.5,
"actual_first_datapoint_time": 1594008000000,
"first_datapoint_time": 1596139200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758955094327,
"expiration_time": 1763656848000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 148
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 92,
"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) |
|---|