| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 341252.4233 | 374783.4374 | -33531.0141 | -60748.078 | -157425.6154 | 96677.5373 |
| Total P&L (%) | 341.2524 | 374.7834 | -33.531 | -60.7481 | -157.4256 | 96.6775 |
| Avg Daily Profit (%) | 0.1789 | 0.1965 | -0.0176 | -0.049 | 0 | 0.0355 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -132844 | -129796 | -85332 | -825265 | -788288 | -93386 |
| Profit Factor | 1.5 | 1.7475 | 0.8149 | 0.9624 | 0.8866 | 1.4282 |
| Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
| Winning Trades | 70 | 36 | 34 | 70 | 36 | 34 |
| Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
| Profitability (%) | 66.0377 | 67.9245 | 64.1509 | 66.0377 | 67.9245 | 64.1509 |
| Ratio Avg Win / Avg Loss | 0.7714 | 0.8252 | 0.4554 | 0.4949 | 0.4187 | 0.7981 |
| Largest Winning Trade | 89630 | 89630 | 26926 | 252933 | 252933 | 125567 |
| Largest Losing Trade | -86259 | -86259 | -63045 | -737370 | -737370 | -67903 |
| Avg Bars in Trades | 51 | 99 | 3 | 51 | 99 | 3 |
| Avg Bars in Winners | 18 | 32 | 2 | 18 | 32 | 2 |
| Avg Bars in Losers | 116 | 240 | 5 | 116 | 240 | 5 |
| Bars Traded | 5457 | 5279 | 178 | 5457 | 5279 | 178 |
| Profit Streak | 76.5777 | 76.5777 | 273.9111 | 76.5777 | 76.5777 | 273.9111 |
| Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 392694 | -168641 | -757327 | -576949 | -757545 | -322870 |
{
"trading_pair": "ZEN_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5723,
"evaluation_days": 1907.67,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1595635200000,
"last_datapoint_time": 1758787200000,
"evaluation_time": 1758808315669,
"expiration_time": 1763731872000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 58,
"offset": 0,
"std": 2.50869
}
}
}
{
"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": [
[
341252.4233338913,
374783.437439906,
-33531.0141060147,
-60748.0780243839,
-157425.615364238,
96677.5373398541
],
[
341.252423,
374.783437,
-33.531014,
-60.748078,
-157.425615,
96.677537
],
[
0.178884,
0.196461,
-0.017577,
-0.04901,
0,
0.035463
],
[
10,
10,
10,
10,
10,
10
],
[
-132844,
-129796,
-85332,
-825265,
-788288,
-93386
],
[
1.499968,
1.747512,
0.814924,
0.962356,
0.886579,
1.428187
],
[
106,
53,
53,
106,
53,
53
],
[
70,
36,
34,
70,
36,
34
],
[
36,
17,
19,
36,
17,
19
],
[
66.037736,
67.924528,
64.150943,
66.037736,
67.924528,
64.150943
],
[
0.771412,
0.825214,
0.455399,
0.494926,
0.418662,
0.798105
],
[
89630,
89630,
26926,
252933,
252933,
125567
],
[
-86259,
-86259,
-63045,
-737370,
-737370,
-67903
],
[
51,
99,
3,
51,
99,
3
],
[
18,
32,
2,
18,
32,
2
],
[
116,
240,
5,
116,
240,
5
],
[
5457,
5279,
178,
5457,
5279,
178
],
[
76.577728,
76.577728,
273.911061,
76.577728,
76.577728,
273.911061
],
[
5,
2,
5,
5,
2,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
392694,
-168641,
-757327,
-576949,
-757545,
-322870
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5723,
"evaluation_days": 1907.67,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1595635200000,
"last_datapoint_time": 1758787200000,
"evaluation_time": 1758808315669,
"expiration_time": 1763731872000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 58,
"offset": 0,
"std": 2.50869
}
}
}
| # | 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) |
|---|