| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 621320.4226 | 511821.1686 | 109499.254 | 1178023.1907 | 1738307.0316 | -560283.8409 |
| Total P&L (%) | 621.3204 | 511.8212 | 109.4993 | 1178.0232 | 1738.307 | -560.2838 |
| Avg Daily Profit (%) | 0.3232 | 0.2662 | 0.057 | 0.1326 | 0.1516 | 0 |
| Buy And Hold Return (%) | 126.5905 | 126.5905 | 126.5905 | 126.5905 | 126.5905 | 126.5905 |
| Max Trade Drawdown | -253092 | -203918 | -91910 | -1875936 | -1190152 | -1095982 |
| Profit Factor | 1.4067 | 1.7463 | 1.1301 | 1.1137 | 1.3971 | 0.9063 |
| Total Trades | 309 | 154 | 155 | 309 | 154 | 155 |
| Winning Trades | 141 | 69 | 72 | 141 | 69 | 72 |
| Losing Trades | 168 | 85 | 83 | 168 | 85 | 83 |
| Profitability (%) | 45.6311 | 44.8052 | 46.4516 | 45.6311 | 44.8052 | 46.4516 |
| Ratio Avg Win / Avg Loss | 1.6761 | 2.1513 | 1.3027 | 1.327 | 1.721 | 1.0448 |
| Largest Winning Trade | 81534 | 81534 | 41411 | 472322 | 472322 | 373142 |
| Largest Losing Trade | -41220 | -28199 | -41220 | -782454 | -512820 | -782454 |
| Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
| Avg Bars in Winners | 14 | 13 | 15 | 14 | 13 | 15 |
| Avg Bars in Losers | 10 | 11 | 9 | 10 | 11 | 9 |
| Bars Traded | 3800 | 1928 | 1872 | 3800 | 1928 | 1872 |
| Profit Streak | 0 | 18.3657 | 0 | 0 | 18.3657 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 349832 | 316888 | -360926 | -110796 | 305412 | -579956 |
{
"trading_pair": "ZEN_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3845,
"evaluation_days": 1922.5,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1595030400000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760085997654,
"expiration_time": 1765037520000,
"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": "sma",
"factors": {
"length": 25,
"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": [
[
621320.4225786045,
511821.1686118604,
109499.2539667446,
1178023.1906592303,
1738307.0315690988,
-560283.8409098692
],
[
621.320423,
511.821169,
109.499254,
1178.023191,
1738.307032,
-560.283841
],
[
0.323184,
0.266227,
0.056957,
0.132618,
0.151555,
0
],
[
126.590538,
126.590538,
126.590538,
126.590538,
126.590538,
126.590538
],
[
-253092,
-203918,
-91910,
-1875936,
-1190152,
-1095982
],
[
1.406739,
1.746329,
1.13008,
1.113729,
1.397063,
0.906311
],
[
309,
154,
155,
309,
154,
155
],
[
141,
69,
72,
141,
69,
72
],
[
168,
85,
83,
168,
85,
83
],
[
45.631068,
44.805195,
46.451613,
45.631068,
44.805195,
46.451613
],
[
1.676114,
2.151275,
1.302731,
1.326996,
1.72102,
1.044775
],
[
81534,
81534,
41411,
472322,
472322,
373142
],
[
-41220,
-28199,
-41220,
-782454,
-512820,
-782454
],
[
12,
12,
12,
12,
12,
12
],
[
14,
13,
15,
14,
13,
15
],
[
10,
11,
9,
10,
11,
9
],
[
3800,
1928,
1872,
3800,
1928,
1872
],
[
0,
18.365713,
0,
0,
18.365714,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
349832,
316888,
-360926,
-110796,
305412,
-579956
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3845,
"evaluation_days": 1922.5,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1595030400000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760085997654,
"expiration_time": 1765037520000,
"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": "sma",
"factors": {
"length": 25,
"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) |
|---|