| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 384091.826 | 425147.5203 | -41055.6943 | -227112.4205 | -79218.1738 | -147894.2467 |
| Total P&L (%) | 384.0918 | 425.1475 | -41.0557 | -227.1124 | -79.2182 | -147.8942 |
| Avg Daily Profit (%) | 0.2014 | 0.223 | -0.0215 | 0 | -0.0824 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -131095 | -87333 | -110109 | -296031 | -193219 | -214288 |
| Profit Factor | 1.4376 | 2.0202 | 0.9109 | 0.8369 | 0.8976 | 0.7609 |
| Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
| Winning Trades | 65 | 32 | 33 | 44 | 23 | 21 |
| Losing Trades | 45 | 23 | 22 | 66 | 32 | 34 |
| Profitability (%) | 59.0909 | 58.1818 | 60 | 40 | 41.8182 | 38.1818 |
| Ratio Avg Win / Avg Loss | 0.9953 | 1.452 | 0.6073 | 1.2553 | 1.2489 | 1.2319 |
| Largest Winning Trade | 236667 | 236667 | 52982 | 144737 | 144737 | 105223 |
| Largest Losing Trade | -133611 | -47664 | -133611 | -133611 | -119994 | -133611 |
| Avg Bars in Trades | 66 | 49 | 83 | 66 | 49 | 83 |
| Avg Bars in Winners | 52 | 28 | 77 | 79 | 78 | 81 |
| Avg Bars in Losers | 85 | 78 | 93 | 57 | 28 | 84 |
| Bars Traded | 7299 | 2703 | 4596 | 7299 | 2703 | 4596 |
| Profit Streak | 43.5707 | 43.5707 | 64.0707 | 0 | 0 | 0 |
| Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 336584 | -167896 | -758977 | -582707 | -762348 | -763762 |
{
"trading_pair": "ZEN_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7627,
"evaluation_days": 1906.75,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1598875200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758829311406,
"expiration_time": 1763657496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 154,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 227,
"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": [
[
384091.8260051174,
425147.5203028261,
-41055.6942977089,
-227112.420472522,
-79218.1737752431,
-147894.2466972789
],
[
384.091826,
425.14752,
-41.055694,
-227.11242,
-79.218174,
-147.894247
],
[
0.201438,
0.22297,
-0.021532,
0,
-0.082362,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-131095,
-87333,
-110109,
-296031,
-193219,
-214288
],
[
1.4376,
2.020227,
0.910943,
0.83689,
0.897641,
0.760867
],
[
110,
55,
55,
110,
55,
55
],
[
65,
32,
33,
44,
23,
21
],
[
45,
23,
22,
66,
32,
34
],
[
59.090909,
58.181818,
60,
40,
41.818182,
38.181818
],
[
0.995261,
1.452038,
0.607295,
1.255335,
1.248892,
1.231879
],
[
236667,
236667,
52982,
144737,
144737,
105223
],
[
-133611,
-47664,
-133611,
-133611,
-119994,
-133611
],
[
66,
49,
83,
66,
49,
83
],
[
52,
28,
77,
79,
78,
81
],
[
85,
78,
93,
57,
28,
84
],
[
7299,
2703,
4596,
7299,
2703,
4596
],
[
43.570734,
43.570734,
64.070734,
0,
0,
0
],
[
2,
1,
1,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
336584,
-167896,
-758977,
-582707,
-762348,
-763762
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7627,
"evaluation_days": 1906.75,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1598875200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758829311406,
"expiration_time": 1763657496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 154,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 227,
"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) |
|---|