| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 154910.8392 | 292139.115 | -137228.2758 | -105801.7686 | 12834.1267 | -118635.8953 |
| Total P&L (%) | 154.9108 | 292.1391 | -137.2283 | -105.8018 | 12.8341 | -118.6359 |
| Avg Daily Profit (%) | 0.081 | 0.1527 | -0.0717 | 0 | 0.0063 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -293610 | -175314 | -300153 | -276926 | -124436 | -181659 |
| Profit Factor | 1.0712 | 1.2942 | 0.884 | 0.872 | 1.0346 | 0.7397 |
| Total Trades | 497 | 248 | 249 | 497 | 248 | 249 |
| Winning Trades | 255 | 125 | 130 | 237 | 118 | 119 |
| Losing Trades | 242 | 123 | 119 | 260 | 130 | 130 |
| Profitability (%) | 51.3078 | 50.4032 | 52.2088 | 47.6861 | 47.5806 | 47.7912 |
| Ratio Avg Win / Avg Loss | 1.0166 | 1.2735 | 0.8092 | 0.9566 | 1.1398 | 0.8081 |
| Largest Winning Trade | 57739 | 57739 | 45411 | 47406 | 47406 | 25481 |
| Largest Losing Trade | -129679 | -34880 | -129679 | -84146 | -31734 | -84146 |
| Avg Bars in Trades | 7 | 7 | 7 | 7 | 7 | 7 |
| Avg Bars in Winners | 7 | 7 | 7 | 7 | 7 | 7 |
| Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
| Bars Traded | 3823 | 1920 | 1903 | 3823 | 1920 | 1903 |
| Profit Streak | 0 | 0 | 0 | 8.0572 | 12.0572 | 8.0572 |
| Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -224005 | 300144 | -579466 | -577671 | -443745 | -579937 |
{
"trading_pair": "ZEN_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3826,
"evaluation_days": 1913,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1593993600000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759238546100,
"expiration_time": 1764192096000,
"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": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.40775,
"nc": 0.79081
}
}
} {
"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": [
[
154910.8391647585,
292139.1150005415,
-137228.2758357827,
-105801.768552453,
12834.1267257311,
-118635.895278184
],
[
154.910839,
292.139115,
-137.228276,
-105.801769,
12.834127,
-118.635895
],
[
0.080978,
0.152713,
-0.071735,
0,
0.006312,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-293610,
-175314,
-300153,
-276926,
-124436,
-181659
],
[
1.071194,
1.294188,
0.883986,
0.871993,
1.034614,
0.739694
],
[
497,
248,
249,
497,
248,
249
],
[
255,
125,
130,
237,
118,
119
],
[
242,
123,
119,
260,
130,
130
],
[
51.307847,
50.403226,
52.208835,
47.686117,
47.580645,
47.791165
],
[
1.016584,
1.273481,
0.809188,
0.956617,
1.139829,
0.80807
],
[
57739,
57739,
45411,
47406,
47406,
25481
],
[
-129679,
-34880,
-129679,
-84146,
-31734,
-84146
],
[
7,
7,
7,
7,
7,
7
],
[
7,
7,
7,
7,
7,
7
],
[
7,
7,
7,
7,
7,
7
],
[
3823,
1920,
1903,
3823,
1920,
1903
],
[
0,
0,
0,
8.057246,
12.057247,
8.057246
],
[
0,
0,
0,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-224005,
300144,
-579466,
-577671,
-443745,
-579937
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3826,
"evaluation_days": 1913,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1593993600000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759238546100,
"expiration_time": 1764192096000,
"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": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.40775,
"nc": 0.79081
}
}
}
| # | 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) |
|---|