| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 157601.3625 | 317772.2709 | -160170.9084 | -96979.8067 | 160044.8961 | -257024.7028 |
| Total P&L (%) | 157.6014 | 317.7723 | -160.1709 | -96.9798 | 160.0449 | -257.0247 |
| Avg Daily Profit (%) | 0.0819 | 0.1652 | -0.0832 | -0.1817 | 0.0497 | 0 |
| Buy And Hold Return (%) | 39.5405 | 39.5405 | 39.5405 | 39.5405 | 39.5405 | 39.5405 |
| Max Trade Drawdown | -245370 | -157627 | -179979 | -306716 | -202848 | -258706 |
| Profit Factor | 1.1085 | 1.4975 | 0.8032 | 0.9351 | 1.2331 | 0.6814 |
| Total Trades | 251 | 126 | 125 | 251 | 126 | 125 |
| Winning Trades | 120 | 55 | 65 | 120 | 55 | 65 |
| Losing Trades | 131 | 71 | 60 | 131 | 71 | 60 |
| Profitability (%) | 47.8088 | 43.6508 | 52 | 47.8088 | 43.6508 | 52 |
| Ratio Avg Win / Avg Loss | 1.2101 | 1.9331 | 0.7414 | 1.0208 | 1.5919 | 0.629 |
| Largest Winning Trade | 109233 | 109233 | 51664 | 120532 | 120532 | 66271 |
| Largest Losing Trade | -86520 | -29459 | -86520 | -75550 | -74509 | -75550 |
| Avg Bars in Trades | 29 | 28 | 30 | 29 | 28 | 30 |
| Avg Bars in Winners | 32 | 27 | 36 | 32 | 27 | 36 |
| Avg Bars in Losers | 27 | 30 | 23 | 27 | 30 | 23 |
| Bars Traded | 7416 | 3628 | 3788 | 7416 | 3628 | 3788 |
| Profit Streak | 6.996 | 18.996 | 0 | 6.996 | 18.996 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -185587 | 301658 | -580741 | -577688 | -129300 | -580741 |
{
"trading_pair": "ZEN_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7696,
"evaluation_days": 1924,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1597903200000,
"last_datapoint_time": 1760205600000,
"evaluation_time": 1760226854858,
"expiration_time": 1765192608000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 182,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
157601.3625280366,
317772.2708925855,
-160170.9083645489,
-96979.8067091435,
160044.896057331,
-257024.7027664742
],
[
157.601363,
317.772271,
-160.170908,
-96.979807,
160.044896,
-257.024703
],
[
0.081913,
0.165162,
-0.083249,
-0.18174,
0.049684,
0
],
[
39.540521,
39.540521,
39.540521,
39.540521,
39.540521,
39.540521
],
[
-245370,
-157627,
-179979,
-306716,
-202848,
-258706
],
[
1.108491,
1.497482,
0.803207,
0.935054,
1.233145,
0.681419
],
[
251,
126,
125,
251,
126,
125
],
[
120,
55,
65,
120,
55,
65
],
[
131,
71,
60,
131,
71,
60
],
[
47.808765,
43.650794,
52,
47.808765,
43.650794,
52
],
[
1.210103,
1.933114,
0.741422,
1.020767,
1.591878,
0.629002
],
[
109233,
109233,
51664,
120532,
120532,
66271
],
[
-86520,
-29459,
-86520,
-75550,
-74509,
-75550
],
[
29,
28,
30,
29,
28,
30
],
[
32,
27,
36,
32,
27,
36
],
[
27,
30,
23,
27,
30,
23
],
[
7416,
3628,
3788,
7416,
3628,
3788
],
[
6.996005,
18.996005,
0,
6.996005,
18.996005,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-185587,
301658,
-580741,
-577688,
-129300,
-580741
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7696,
"evaluation_days": 1924,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1597903200000,
"last_datapoint_time": 1760205600000,
"evaluation_time": 1760226854858,
"expiration_time": 1765192608000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 182,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|