| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 229649.6425 | 311830.5594 | -82180.917 | -106496.8684 | 284402.2993 | -390899.1677 |
| Total P&L (%) | 229.6496 | 311.8306 | -82.1809 | -106.4969 | 284.4023 | -390.8992 |
| Avg Daily Profit (%) | 0.1198 | 0.1627 | -0.0429 | 0 | 0.0703 | 0 |
| Buy And Hold Return (%) | 21.1873 | 21.1873 | 21.1873 | 21.1873 | 21.1873 | 21.1873 |
| Max Trade Drawdown | -175180 | -133178 | -237868 | -560388 | -57814 | -532764 |
| Profit Factor | 1.14 | 1.436 | 0.9111 | 0.8984 | 2.1681 | 0.5143 |
| Total Trades | 315 | 158 | 157 | 315 | 158 | 157 |
| Winning Trades | 151 | 73 | 78 | 170 | 87 | 83 |
| Losing Trades | 164 | 85 | 79 | 145 | 71 | 74 |
| Profitability (%) | 47.9365 | 46.2025 | 49.6815 | 53.9683 | 55.0633 | 52.8662 |
| Ratio Avg Win / Avg Loss | 1.2382 | 1.6721 | 0.9228 | 0.7663 | 1.7694 | 0.4586 |
| Largest Winning Trade | 65719 | 65719 | 47029 | 98279 | 98279 | 60800 |
| Largest Losing Trade | -108120 | -31674 | -108120 | -529244 | -19275 | -529244 |
| Avg Bars in Trades | 12 | 12 | 11 | 12 | 12 | 11 |
| Avg Bars in Winners | 12 | 12 | 13 | 11 | 12 | 11 |
| Avg Bars in Losers | 11 | 12 | 10 | 12 | 12 | 12 |
| Bars Traded | 3806 | 1932 | 1874 | 3806 | 1932 | 1874 |
| Profit Streak | 5.6473 | 12.6473 | 0 | 0 | 0 | 7.6473 |
| Trades During Streak | 1 | 2 | 0 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -97755 | 341421 | -580356 | -578338 | -93787 | -579183 |
{
"trading_pair": "ZEN_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3834,
"evaluation_days": 1917,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1594814400000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759591926827,
"expiration_time": 1764548064000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 20,
"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": [
[
229649.6424509857,
311830.5594393897,
-82180.9169884039,
-106496.8684088287,
284402.2992521145,
-390899.1676609431
],
[
229.649642,
311.830559,
-82.180917,
-106.496868,
284.402299,
-390.899168
],
[
0.119796,
0.162666,
-0.04287,
0,
0.070266,
0
],
[
21.187349,
21.187349,
21.187349,
21.187349,
21.187349,
21.187349
],
[
-175180,
-133178,
-237868,
-560388,
-57814,
-532764
],
[
1.140022,
1.436017,
0.911148,
0.898414,
2.168121,
0.514332
],
[
315,
158,
157,
315,
158,
157
],
[
151,
73,
78,
170,
87,
83
],
[
164,
85,
79,
145,
71,
74
],
[
47.936508,
46.202532,
49.681529,
53.968254,
55.063291,
52.866242
],
[
1.238169,
1.672075,
0.92283,
0.766294,
1.769386,
0.458561
],
[
65719,
65719,
47029,
98279,
98279,
60800
],
[
-108120,
-31674,
-108120,
-529244,
-19275,
-529244
],
[
12,
12,
11,
12,
12,
11
],
[
12,
12,
13,
11,
12,
11
],
[
11,
12,
10,
12,
12,
12
],
[
3806,
1932,
1874,
3806,
1932,
1874
],
[
5.647301,
12.647301,
0,
0,
0,
7.647301
],
[
1,
2,
0,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-97755,
341421,
-580356,
-578338,
-93787,
-579183
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3834,
"evaluation_days": 1917,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1594814400000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759591926827,
"expiration_time": 1764548064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 20,
"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) |
|---|