| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 604342.5291 | 598506.8288 | 5835.7003 | -8697695.5649 | -3688715.777 | -5008979.7879 |
| Total P&L (%) | 604.3425 | 598.5068 | 5.8357 | -8697.6956 | -3688.7158 | -5008.9798 |
| Avg Daily Profit (%) | 0.3145 | 0.3115 | 0.003 | 0 | 0 | 0 |
| Buy And Hold Return (%) | 82.7351 | 82.7351 | 82.7351 | 82.7351 | 82.7351 | 82.7351 |
| Max Trade Drawdown | -401342 | -57266 | -386692 | -8868790 | -3855857 | -5053021 |
| Profit Factor | 1.474 | 2.1679 | 1.0077 | 0.5044 | 0.6114 | 0.3782 |
| Total Trades | 286 | 143 | 143 | 286 | 143 | 143 |
| Winning Trades | 160 | 82 | 78 | 125 | 61 | 64 |
| Losing Trades | 126 | 61 | 65 | 161 | 82 | 79 |
| Profitability (%) | 55.9441 | 57.3427 | 54.5455 | 43.7063 | 42.6573 | 44.7552 |
| Ratio Avg Win / Avg Loss | 1.1608 | 1.6127 | 0.8397 | 0.6496 | 0.8219 | 0.4668 |
| Largest Winning Trade | 166662 | 166662 | 67153 | 1850099 | 1850099 | 451794 |
| Largest Losing Trade | -253141 | -32247 | -253141 | -2362964 | -2362964 | -1551972 |
| Avg Bars in Trades | 19 | 19 | 19 | 19 | 19 | 19 |
| Avg Bars in Winners | 21 | 21 | 21 | 17 | 18 | 16 |
| Avg Bars in Losers | 16 | 16 | 16 | 20 | 19 | 21 |
| Bars Traded | 5535 | 2734 | 2801 | 5535 | 2734 | 2801 |
| Profit Streak | 11.7621 | 11.7621 | 89.0954 | 0 | 0 | 0 |
| Trades During Streak | 2 | 1 | 4 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 496659 | 532676 | -566213 | -581451 | -583531 | -582715 |
{
"trading_pair": "ZEN_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5764,
"evaluation_days": 1921.33,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1600099200000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1760005041684,
"expiration_time": 1764948096000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 213,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 7,
"offset": 193
}
}
} {
"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": [
[
604342.5291162389,
598506.8287962341,
5835.7003200052,
-8697695.564907119,
-3688715.7770286477,
-5008979.787878471
],
[
604.342529,
598.506829,
5.8357,
-8697.695565,
-3688.715777,
-5008.979788
],
[
0.314544,
0.311507,
0.003037,
0,
0,
0
],
[
82.73507,
82.73507,
82.73507,
82.73507,
82.73507,
82.73507
],
[
-401342,
-57266,
-386692,
-8868790,
-3855857,
-5053021
],
[
1.473982,
2.167857,
1.007653,
0.50435,
0.611432,
0.37815
],
[
286,
143,
143,
286,
143,
143
],
[
160,
82,
78,
125,
61,
64
],
[
126,
61,
65,
161,
82,
79
],
[
55.944056,
57.342657,
54.545455,
43.706294,
42.657343,
44.755245
],
[
1.160761,
1.612674,
0.839711,
0.649603,
0.821925,
0.466779
],
[
166662,
166662,
67153,
1850099,
1850099,
451794
],
[
-253141,
-32247,
-253141,
-2362964,
-2362964,
-1551972
],
[
19,
19,
19,
19,
19,
19
],
[
21,
21,
21,
17,
18,
16
],
[
16,
16,
16,
20,
19,
21
],
[
5535,
2734,
2801,
5535,
2734,
2801
],
[
11.762056,
11.762056,
89.09539,
0,
0,
0
],
[
2,
1,
4,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
496659,
532676,
-566213,
-581451,
-583531,
-582715
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5764,
"evaluation_days": 1921.33,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1600099200000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1760005041684,
"expiration_time": 1764948096000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 213,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 7,
"offset": 193
}
}
}
| # | 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) |
|---|