| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1118710.5133 | 1073212.4928 | 45498.0205 | 287334.5052 | -198226.1276 | 485560.6328 |
| Total P&L (%) | 1118.7105 | 1073.2125 | 45.498 | 287.3345 | -198.2261 | 485.5606 |
| Avg Daily Profit (%) | 0.5861 | 0.5623 | 0.0238 | 0.071 | 0 | 0.0926 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -138523 | -86486 | -72659 | -1758843 | -1360100 | -810357 |
| Profit Factor | 3.6429 | 5.8432 | 1.2256 | 1.0571 | 0.9273 | 1.2108 |
| Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
| Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
| Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
| Profitability (%) | 38.5714 | 37.1429 | 40 | 38.5714 | 37.1429 | 40 |
| Ratio Avg Win / Avg Loss | 5.8016 | 9.8884 | 1.8384 | 1.6836 | 1.5693 | 1.8162 |
| Largest Winning Trade | 1107870 | 1107870 | 58619 | 1026421 | 1026421 | 789087 |
| Largest Losing Trade | -31340 | -26617 | -31340 | -555167 | -555167 | -412205 |
| Avg Bars in Trades | 79 | 85 | 72 | 79 | 85 | 72 |
| Avg Bars in Winners | 132 | 144 | 121 | 132 | 144 | 121 |
| Avg Bars in Losers | 45 | 50 | 39 | 45 | 50 | 39 |
| Bars Traded | 5534 | 2993 | 2541 | 5534 | 2993 | 2541 |
| 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 | -85084 | 523359 | -165914 | -357978 | -583009 | -72533 |
{
"trading_pair": "ZEN_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5726,
"evaluation_days": 1908.67,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1597622400000,
"last_datapoint_time": 1758873600000,
"evaluation_time": 1758901811207,
"expiration_time": 1763820864000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 127,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 22,
"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": [
[
1118710.5133181615,
1073212.4928292716,
45498.0204888902,
287334.5051973031,
-198226.1275533604,
485560.6327506639
],
[
1118.710513,
1073.212493,
45.49802,
287.334505,
-198.226128,
485.560633
],
[
0.58612,
0.562283,
0.023838,
0.070971,
0,
0.092641
],
[
10,
10,
10,
10,
10,
10
],
[
-138523,
-86486,
-72659,
-1758843,
-1360100,
-810357
],
[
3.64286,
5.843157,
1.225571,
1.057125,
0.927299,
1.210811
],
[
70,
35,
35,
70,
35,
35
],
[
27,
13,
14,
27,
13,
14
],
[
43,
22,
21,
43,
22,
21
],
[
38.571429,
37.142857,
40,
38.571429,
37.142857,
40
],
[
5.801592,
9.888419,
1.838356,
1.68357,
1.569276,
1.816217
],
[
1107870,
1107870,
58619,
1026421,
1026421,
789087
],
[
-31340,
-26617,
-31340,
-555167,
-555167,
-412205
],
[
79,
85,
72,
79,
85,
72
],
[
132,
144,
121,
132,
144,
121
],
[
45,
50,
39,
45,
50,
39
],
[
5534,
2993,
2541,
5534,
2993,
2541
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-85084,
523359,
-165914,
-357978,
-583009,
-72533
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5726,
"evaluation_days": 1908.67,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1597622400000,
"last_datapoint_time": 1758873600000,
"evaluation_time": 1758901811207,
"expiration_time": 1763820864000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 127,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 22,
"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) |
|---|