| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 393950.8323 | 395799.3099 | -1848.4775 | -16650.6959 | 106524.7298 | -123175.4257 |
| Total P&L (%) | 393.9508 | 395.7993 | -1.8485 | -16.6507 | 106.5247 | -123.1754 |
| Avg Daily Profit (%) | 0.2062 | 0.2072 | -0.001 | -0.0095 | 0.038 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -191577 | -126842 | -114345 | -680906 | -478252 | -414959 |
| Profit Factor | 1.5737 | 2.207 | 0.9948 | 0.9929 | 1.1035 | 0.906 |
| Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
| Winning Trades | 61 | 28 | 33 | 61 | 28 | 33 |
| Losing Trades | 79 | 42 | 37 | 79 | 42 | 37 |
| Profitability (%) | 43.5714 | 40 | 47.1429 | 43.5714 | 40 | 47.1429 |
| Ratio Avg Win / Avg Loss | 2.0381 | 3.3105 | 1.1154 | 1.2859 | 1.6552 | 1.0158 |
| Largest Winning Trade | 305017 | 305017 | 55326 | 320768 | 320768 | 198482 |
| Largest Losing Trade | -68881 | -24825 | -68881 | -245742 | -111910 | -245742 |
| Avg Bars in Trades | 39 | 35 | 42 | 39 | 35 | 42 |
| Avg Bars in Winners | 53 | 45 | 60 | 53 | 45 | 60 |
| Avg Bars in Losers | 28 | 29 | 27 | 28 | 29 | 27 |
| Bars Traded | 5507 | 2508 | 2999 | 5507 | 2508 | 2999 |
| Profit Streak | 41.6873 | 41.6873 | 43.0207 | 41.6873 | 41.6873 | 43.0207 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 338383 | -85914 | -674128 | -580253 | -345582 | -674128 |
{
"trading_pair": "ZEN_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5732,
"evaluation_days": 1910.67,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1597046400000,
"last_datapoint_time": 1759046400000,
"evaluation_time": 1759048184357,
"expiration_time": 1763998848000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 106
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 33,
"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": [
[
393950.8323269925,
395799.3098729993,
-1848.4775460065,
-16650.6958767374,
106524.7298374668,
-123175.4257142041
],
[
393.950832,
395.79931,
-1.848478,
-16.650696,
106.52473,
-123.175426
],
[
0.206185,
0.207152,
-0.000967,
-0.009532,
0.037965,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-191577,
-126842,
-114345,
-680906,
-478252,
-414959
],
[
1.573716,
2.207023,
0.994847,
0.992884,
1.10347,
0.905999
],
[
140,
70,
70,
140,
70,
70
],
[
61,
28,
33,
61,
28,
33
],
[
79,
42,
37,
79,
42,
37
],
[
43.571429,
40,
47.142857,
43.571429,
40,
47.142857
],
[
2.038092,
3.310534,
1.115435,
1.285866,
1.655205,
1.015817
],
[
305017,
305017,
55326,
320768,
320768,
198482
],
[
-68881,
-24825,
-68881,
-245742,
-111910,
-245742
],
[
39,
35,
42,
39,
35,
42
],
[
53,
45,
60,
53,
45,
60
],
[
28,
29,
27,
28,
29,
27
],
[
5507,
2508,
2999,
5507,
2508,
2999
],
[
41.687319,
41.687319,
43.020652,
41.687319,
41.687319,
43.020652
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
338383,
-85914,
-674128,
-580253,
-345582,
-674128
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5732,
"evaluation_days": 1910.67,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1597046400000,
"last_datapoint_time": 1759046400000,
"evaluation_time": 1759048184357,
"expiration_time": 1763998848000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 106
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 33,
"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) |
|---|