| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -381339.3887 | 33299.7484 | -414639.137 | 1698334.6518 | -232926.0551 | 1931260.7069 |
| Total P&L (%) | -381.3394 | 33.2997 | -414.6391 | 1698.3347 | -232.9261 | 1931.2607 |
| Avg Daily Profit (%) | -0.1992 | 0.0174 | -0.2166 | 0.151 | 0 | 0.1574 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -628212 | -68788 | -648714 | -2727273 | -1120647 | -1840465 |
| Profit Factor | 0.6465 | 1.1542 | 0.5195 | 1.2339 | 0.9256 | 1.4677 |
| Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
| Winning Trades | 56 | 26 | 30 | 56 | 25 | 31 |
| Losing Trades | 49 | 27 | 22 | 49 | 28 | 21 |
| Profitability (%) | 53.3333 | 49.0566 | 57.6923 | 53.3333 | 47.1698 | 59.6154 |
| Ratio Avg Win / Avg Loss | 0.5657 | 1.1986 | 0.381 | 1.0797 | 1.0367 | 0.9943 |
| Largest Winning Trade | 37599 | 28698 | 37599 | 1009855 | 453377 | 1009855 |
| Largest Losing Trade | -445218 | -24689 | -445218 | -531964 | -531964 | -525203 |
| Avg Bars in Trades | 35 | 16 | 55 | 35 | 16 | 55 |
| Avg Bars in Winners | 20 | 10 | 29 | 23 | 10 | 34 |
| Avg Bars in Losers | 52 | 21 | 90 | 48 | 20 | 86 |
| Bars Traded | 3719 | 848 | 2871 | 3719 | 848 | 2871 |
| Profit Streak | 22.9983 | 135.4983 | 22.9983 | 22.9983 | 135.4983 | 22.9983 |
| Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -578600 | -402098 | -759289 | 341143 | -758638 | -171146 |
{
"trading_pair": "ZEN_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3829,
"evaluation_days": 1914.5,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1597752000000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759406250523,
"expiration_time": 1764325584000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 86,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 88,
"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": [
[
-381339.388669433,
33299.7483731808,
-414639.1370426138,
1698334.6517704646,
-232926.0551120729,
1931260.7068825369
],
[
-381.339389,
33.299748,
-414.639137,
1698.334652,
-232.926055,
1931.260707
],
[
-0.199185,
0.017393,
-0.216578,
0.151038,
0,
0.15741
],
[
10,
10,
10,
10,
10,
10
],
[
-628212,
-68788,
-648714,
-2727273,
-1120647,
-1840465
],
[
0.646523,
1.154232,
0.519491,
1.233905,
0.925621,
1.467709
],
[
105,
53,
52,
105,
53,
52
],
[
56,
26,
30,
56,
25,
31
],
[
49,
27,
22,
49,
28,
21
],
[
53.333333,
49.056604,
57.692308,
53.333333,
47.169811,
59.615385
],
[
0.565708,
1.198625,
0.38096,
1.079667,
1.036695,
0.994255
],
[
37599,
28698,
37599,
1009855,
453377,
1009855
],
[
-445218,
-24689,
-445218,
-531964,
-531964,
-525203
],
[
35,
16,
55,
35,
16,
55
],
[
20,
10,
29,
23,
10,
34
],
[
52,
21,
90,
48,
20,
86
],
[
3719,
848,
2871,
3719,
848,
2871
],
[
22.99827,
135.49827,
22.99827,
22.99827,
135.49827,
22.99827
],
[
3,
3,
1,
3,
3,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-578600,
-402098,
-759289,
341143,
-758638,
-171146
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3829,
"evaluation_days": 1914.5,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1597752000000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759406250523,
"expiration_time": 1764325584000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 86,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 88,
"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) |
|---|