| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 569606.7606 | 565292.2992 | 4314.4613 | 89440.5932 | 478024.3923 | -388583.7991 |
| Total P&L (%) | 569.6068 | 565.2923 | 4.3145 | 89.4406 | 478.0244 | -388.5838 |
| Avg Daily Profit (%) | 0.2963 | 0.294 | 0.0022 | 0.0332 | 0.0913 | 0 |
| Buy And Hold Return (%) | 86.1538 | 86.1538 | 86.1538 | 86.1538 | 86.1538 | 86.1538 |
| Max Trade Drawdown | -158306 | -112023 | -106311 | -1145064 | -491632 | -721410 |
| Profit Factor | 1.7316 | 2.6829 | 1.0097 | 1.026 | 1.335 | 0.8074 |
| Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
| Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
| Losing Trades | 60 | 30 | 30 | 60 | 30 | 30 |
| Profitability (%) | 36.8421 | 36.1702 | 37.5 | 36.8421 | 36.1702 | 37.5 |
| Ratio Avg Win / Avg Loss | 2.9684 | 4.7344 | 1.6829 | 1.7588 | 2.3559 | 1.3456 |
| Largest Winning Trade | 268054 | 268054 | 68906 | 544420 | 541131 | 544420 |
| Largest Losing Trade | -46990 | -27652 | -46990 | -280177 | -142423 | -280177 |
| Avg Bars in Trades | 39 | 32 | 45 | 39 | 32 | 45 |
| Avg Bars in Winners | 70 | 52 | 86 | 70 | 52 | 86 |
| Avg Bars in Losers | 21 | 21 | 20 | 21 | 21 | 20 |
| Bars Traded | 3730 | 1545 | 2185 | 3730 | 1545 | 2185 |
| 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 | 252725 | 301320 | -569060 | -498108 | -75928 | -583883 |
{
"trading_pair": "ZEN_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3845,
"evaluation_days": 1922.5,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1596153600000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760096479217,
"expiration_time": 1765037520000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 51,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 29,
"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": [
[
569606.7605564713,
565292.2992285029,
4314.461327968,
89440.5932464824,
478024.3923277331,
-388583.7990812507
],
[
569.606761,
565.292299,
4.314461,
89.440593,
478.024392,
-388.583799
],
[
0.296284,
0.29404,
0.002244,
0.033239,
0.0913,
0
],
[
86.153846,
86.153846,
86.153846,
86.153846,
86.153846,
86.153846
],
[
-158306,
-112023,
-106311,
-1145064,
-491632,
-721410
],
[
1.731568,
2.682853,
1.009746,
1.025971,
1.335032,
0.807352
],
[
95,
47,
48,
95,
47,
48
],
[
35,
17,
18,
35,
17,
18
],
[
60,
30,
30,
60,
30,
30
],
[
36.842105,
36.170213,
37.5,
36.842105,
36.170213,
37.5
],
[
2.968403,
4.734447,
1.68291,
1.758807,
2.355939,
1.345587
],
[
268054,
268054,
68906,
544420,
541131,
544420
],
[
-46990,
-27652,
-46990,
-280177,
-142423,
-280177
],
[
39,
32,
45,
39,
32,
45
],
[
70,
52,
86,
70,
52,
86
],
[
21,
21,
20,
21,
21,
20
],
[
3730,
1545,
2185,
3730,
1545,
2185
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
252725,
301320,
-569060,
-498108,
-75928,
-583883
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3845,
"evaluation_days": 1922.5,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1596153600000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760096479217,
"expiration_time": 1765037520000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 51,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 29,
"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) |
|---|