| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 539460.6616 | 516870.5483 | 22590.1133 | -215707.8875 | -131784.2333 | -83923.6542 |
| Total P&L (%) | 539.4607 | 516.8705 | 22.5901 | -215.7079 | -131.7842 | -83.9237 |
| Avg Daily Profit (%) | 0.2816 | 0.2698 | 0.0118 | 0 | 0 | -0.0954 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -193995 | -71151 | -228235 | -335254 | -120675 | -238510 |
| Profit Factor | 1.549 | 2.3712 | 1.0373 | 0.7815 | 0.7072 | 0.8438 |
| Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
| Winning Trades | 76 | 37 | 39 | 51 | 28 | 23 |
| Losing Trades | 51 | 27 | 24 | 76 | 36 | 40 |
| Profitability (%) | 59.8425 | 57.8125 | 61.9048 | 40.1575 | 43.75 | 36.5079 |
| Ratio Avg Win / Avg Loss | 1.0395 | 1.7304 | 0.6383 | 1.1646 | 0.9093 | 1.4675 |
| Largest Winning Trade | 198385 | 198385 | 45632 | 122398 | 42872 | 122398 |
| Largest Losing Trade | -136688 | -37156 | -136688 | -52121 | -52121 | -52009 |
| Avg Bars in Trades | 29 | 25 | 33 | 29 | 25 | 33 |
| Avg Bars in Winners | 28 | 21 | 35 | 30 | 27 | 33 |
| Avg Bars in Losers | 30 | 29 | 31 | 28 | 23 | 33 |
| Bars Traded | 3745 | 1612 | 2133 | 3745 | 1612 | 2133 |
| Profit Streak | 51.4854 | 51.4854 | 69.9854 | 0 | 0 | 0 |
| Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 493537 | -123750 | -507580 | -582324 | -722388 | -731316 |
{
"trading_pair": "ZEN_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3832,
"evaluation_days": 1916,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1597449600000,
"last_datapoint_time": 1759492800000,
"evaluation_time": 1759534740188,
"expiration_time": 1764459072000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 81,
"offset": 0,
"std": 4.90123
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 59,
"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": [
[
539460.6615957896,
516870.5482906284,
22590.1133051615,
-215707.8875007695,
-131784.2332799335,
-83923.6542208359
],
[
539.460662,
516.870548,
22.590113,
-215.707888,
-131.784233,
-83.923654
],
[
0.281556,
0.269765,
0.01179,
0,
0,
-0.095352
],
[
10,
10,
10,
10,
10,
10
],
[
-193995,
-71151,
-228235,
-335254,
-120675,
-238510
],
[
1.549035,
2.371236,
1.037301,
0.781534,
0.707232,
0.843788
],
[
127,
64,
63,
127,
64,
63
],
[
76,
37,
39,
51,
28,
23
],
[
51,
27,
24,
76,
36,
40
],
[
59.84252,
57.8125,
61.904762,
40.15748,
43.75,
36.507937
],
[
1.039484,
1.730361,
0.638339,
1.164639,
0.909298,
1.467458
],
[
198385,
198385,
45632,
122398,
42872,
122398
],
[
-136688,
-37156,
-136688,
-52121,
-52121,
-52009
],
[
29,
25,
33,
29,
25,
33
],
[
28,
21,
35,
30,
27,
33
],
[
30,
29,
31,
28,
23,
33
],
[
3745,
1612,
2133,
3745,
1612,
2133
],
[
51.485419,
51.485419,
69.985419,
0,
0,
0
],
[
4,
2,
2,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
493537,
-123750,
-507580,
-582324,
-722388,
-731316
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3832,
"evaluation_days": 1916,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1597449600000,
"last_datapoint_time": 1759492800000,
"evaluation_time": 1759534740188,
"expiration_time": 1764459072000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 81,
"offset": 0,
"std": 4.90123
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 59,
"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) |
|---|