| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 248825.1287 | 329099.1184 | -80273.9897 | -110310.6015 | 22164.3373 | -132474.9388 |
| Total P&L (%) | 248.8251 | 329.0991 | -80.274 | -110.3106 | 22.1643 | -132.4749 |
| Avg Daily Profit (%) | 0.1299 | 0.1718 | -0.0419 | 0 | 0.0105 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -203504 | -118456 | -254257 | -268488 | -82886 | -215729 |
| Profit Factor | 1.1425 | 1.4182 | 0.9163 | 0.8762 | 1.0576 | 0.7381 |
| Total Trades | 334 | 167 | 167 | 334 | 167 | 167 |
| Winning Trades | 176 | 84 | 92 | 154 | 78 | 76 |
| Losing Trades | 158 | 83 | 75 | 180 | 89 | 91 |
| Profitability (%) | 52.6946 | 50.2994 | 55.0898 | 46.1078 | 46.7066 | 45.509 |
| Ratio Avg Win / Avg Loss | 1.0257 | 1.4013 | 0.747 | 1.0241 | 1.2067 | 0.8837 |
| Largest Winning Trade | 134169 | 134169 | 30789 | 50926 | 50926 | 23864 |
| Largest Losing Trade | -118383 | -41126 | -118383 | -123875 | -36303 | -123875 |
| Avg Bars in Trades | 33 | 34 | 33 | 33 | 34 | 33 |
| Avg Bars in Winners | 32 | 32 | 31 | 34 | 34 | 34 |
| Avg Bars in Losers | 35 | 35 | 35 | 33 | 33 | 32 |
| Bars Traded | 11272 | 5680 | 5592 | 11272 | 5680 | 5592 |
| Profit Streak | 0 | 0 | 0 | 11.8476 | 39.681 | 11.8476 |
| Trades During Streak | 0 | 0 | 0 | 2 | 3 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -81260 | 307598 | -579798 | -577791 | -341042 | -581579 |
{
"trading_pair": "ZEN_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11494,
"evaluation_days": 1915.67,
"actual_first_datapoint_time": 1594008000000,
"first_datapoint_time": 1596614400000,
"last_datapoint_time": 1759507200000,
"evaluation_time": 1759522835440,
"expiration_time": 1764472608000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.03518,
"nc": 0.25896
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 170,
"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": [
[
248825.1286835531,
329099.1183974586,
-80273.9897139055,
-110310.6014703893,
22164.3373038034,
-132474.9387741928
],
[
248.825129,
329.099118,
-80.27399,
-110.310601,
22.164337,
-132.474939
],
[
0.129889,
0.171793,
-0.041904,
0,
0.010451,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-203504,
-118456,
-254257,
-268488,
-82886,
-215729
],
[
1.142538,
1.418222,
0.916275,
0.876155,
1.057578,
0.738072
],
[
334,
167,
167,
334,
167,
167
],
[
176,
84,
92,
154,
78,
76
],
[
158,
83,
75,
180,
89,
91
],
[
52.694611,
50.299401,
55.08982,
46.107784,
46.706587,
45.508982
],
[
1.025687,
1.401339,
0.746963,
1.024077,
1.206723,
0.883744
],
[
134169,
134169,
30789,
50926,
50926,
23864
],
[
-118383,
-41126,
-118383,
-123875,
-36303,
-123875
],
[
33,
34,
33,
33,
34,
33
],
[
32,
32,
31,
34,
34,
34
],
[
35,
35,
35,
33,
33,
32
],
[
11272,
5680,
5592,
11272,
5680,
5592
],
[
0,
0,
0,
11.847632,
39.680966,
11.847632
],
[
0,
0,
0,
2,
3,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-81260,
307598,
-579798,
-577791,
-341042,
-581579
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11494,
"evaluation_days": 1915.67,
"actual_first_datapoint_time": 1594008000000,
"first_datapoint_time": 1596614400000,
"last_datapoint_time": 1759507200000,
"evaluation_time": 1759522835440,
"expiration_time": 1764472608000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.03518,
"nc": 0.25896
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 170,
"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) |
|---|