| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 143633.1081 | 124750.6857 | 18882.4224 | 20752.832 | -35574.0785 | 56326.9104 |
| Total P&L (%) | 143.6331 | 124.7507 | 18.8824 | 20.7528 | -35.5741 | 56.3269 |
| Avg Daily Profit (%) | 0.2758 | 0.2395 | 0.0363 | 0.0362 | -0.0844 | 0.0858 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -87878 | -70363 | -70526 | -219637 | -194810 | -83146 |
| Profit Factor | 1.2272 | 1.3759 | 1.0628 | 1.0193 | 0.9411 | 1.1191 |
| Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
| Winning Trades | 122 | 59 | 63 | 122 | 59 | 63 |
| Losing Trades | 102 | 53 | 49 | 102 | 53 | 49 |
| Profitability (%) | 54.4643 | 52.6786 | 56.25 | 54.4643 | 52.6786 | 56.25 |
| Ratio Avg Win / Avg Loss | 1.026 | 1.236 | 0.8267 | 0.8522 | 0.8454 | 0.8704 |
| Largest Winning Trade | 111771 | 111771 | 35909 | 93822 | 93822 | 70075 |
| Largest Losing Trade | -29541 | -17272 | -29541 | -66531 | -53097 | -66531 |
| Avg Bars in Trades | 110 | 104 | 115 | 110 | 104 | 115 |
| Avg Bars in Winners | 123 | 116 | 130 | 123 | 116 | 130 |
| Avg Bars in Losers | 93 | 91 | 96 | 93 | 91 | 96 |
| Bars Traded | 24651 | 11721 | 12930 | 24651 | 11721 | 12930 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 327226 | 289036 | -305181 | -350721 | -581255 | -170463 |
{
"trading_pair": "ZEN_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714206600000,
"first_datapoint_time": 1714586400000,
"last_datapoint_time": 1759204800000,
"evaluation_time": 1759205444085,
"expiration_time": 1765684800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 44,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 212,
"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": [
[
143633.1080873245,
124750.685651781,
18882.4224355435,
20752.8319851072,
-35574.078462998,
56326.9104481053
],
[
143.633108,
124.750686,
18.882422,
20.752832,
-35.574078,
56.32691
],
[
0.275777,
0.239523,
0.036254,
0.036213,
-0.084379,
0.085819
],
[
10,
10,
10,
10,
10,
10
],
[
-87878,
-70363,
-70526,
-219637,
-194810,
-83146
],
[
1.227151,
1.375911,
1.062844,
1.019272,
0.941105,
1.119125
],
[
224,
112,
112,
224,
112,
112
],
[
122,
59,
63,
122,
59,
63
],
[
102,
53,
49,
102,
53,
49
],
[
54.464286,
52.678571,
56.25,
54.464286,
52.678571,
56.25
],
[
1.025978,
1.235988,
0.826657,
0.852178,
0.845399,
0.870431
],
[
111771,
111771,
35909,
93822,
93822,
70075
],
[
-29541,
-17272,
-29541,
-66531,
-53097,
-66531
],
[
110,
104,
115,
110,
104,
115
],
[
123,
116,
130,
123,
116,
130
],
[
93,
91,
96,
93,
91,
96
],
[
24651,
11721,
12930,
24651,
11721,
12930
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
327226,
289036,
-305181,
-350721,
-581255,
-170463
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714206600000,
"first_datapoint_time": 1714586400000,
"last_datapoint_time": 1759204800000,
"evaluation_time": 1759205444085,
"expiration_time": 1765684800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 44,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 212,
"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) |
|---|