| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 253686.5097 | 324860.0361 | -71173.5264 | -68419.923 | 263226.2582 | -331646.1811 |
| Total P&L (%) | 253.6865 | 324.86 | -71.1735 | -68.4199 | 263.2263 | -331.6462 |
| Avg Daily Profit (%) | 0.1321 | 0.1692 | -0.0371 | -0.06 | 0.0672 | 0 |
| Buy And Hold Return (%) | 37.3055 | 37.3055 | 37.3055 | 37.3055 | 37.3055 | 37.3055 |
| Max Trade Drawdown | -271769 | -208434 | -195159 | -271325 | -135623 | -421452 |
| Profit Factor | 1.1591 | 1.5034 | 0.9251 | 0.9481 | 1.6044 | 0.6242 |
| Total Trades | 315 | 158 | 157 | 315 | 158 | 157 |
| Winning Trades | 134 | 71 | 63 | 134 | 71 | 63 |
| Losing Trades | 181 | 87 | 94 | 181 | 87 | 94 |
| Profitability (%) | 42.5397 | 44.9367 | 40.1274 | 42.5397 | 44.9367 | 40.1274 |
| Ratio Avg Win / Avg Loss | 1.5656 | 1.8422 | 1.3802 | 1.2806 | 1.966 | 0.9313 |
| Largest Winning Trade | 155883 | 155883 | 38827 | 74043 | 74043 | 64821 |
| Largest Losing Trade | -41220 | -21269 | -41220 | -110444 | -38606 | -110444 |
| Avg Bars in Trades | 12 | 11 | 12 | 12 | 11 | 12 |
| Avg Bars in Winners | 17 | 15 | 19 | 17 | 15 | 19 |
| Avg Bars in Losers | 8 | 8 | 7 | 8 | 8 | 7 |
| Bars Traded | 3830 | 1860 | 1970 | 3830 | 1860 | 1970 |
| Profit Streak | 9.2629 | 16.2629 | 0 | 9.2629 | 16.2629 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -61573 | 322292 | -582405 | -579420 | -101032 | -584072 |
{
"trading_pair": "ZEN_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3841,
"evaluation_days": 1920.5,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1593993600000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759904313931,
"expiration_time": 1764859536000,
"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": "vwap",
"factors": {
"length": 0,
"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": [
[
253686.509720677,
324860.0361363008,
-71173.5264156238,
-68419.9229586418,
263226.2581788113,
-331646.1811374531
],
[
253.68651,
324.860036,
-71.173526,
-68.419923,
263.226258,
-331.646181
],
[
0.132094,
0.169154,
-0.03706,
-0.06,
0.067185,
0
],
[
37.305469,
37.305469,
37.305469,
37.305469,
37.305469,
37.305469
],
[
-271769,
-208434,
-195159,
-271325,
-135623,
-421452
],
[
1.15906,
1.503437,
0.925051,
0.948085,
1.60443,
0.624162
],
[
315,
158,
157,
315,
158,
157
],
[
134,
71,
63,
134,
71,
63
],
[
181,
87,
94,
181,
87,
94
],
[
42.539683,
44.936709,
40.127389,
42.539683,
44.936709,
40.127389
],
[
1.565595,
1.842239,
1.380235,
1.280622,
1.965991,
0.93129
],
[
155883,
155883,
38827,
74043,
74043,
64821
],
[
-41220,
-21269,
-41220,
-110444,
-38606,
-110444
],
[
12,
11,
12,
12,
11,
12
],
[
17,
15,
19,
17,
15,
19
],
[
8,
8,
7,
8,
8,
7
],
[
3830,
1860,
1970,
3830,
1860,
1970
],
[
9.262893,
16.262893,
0,
9.262893,
16.262893,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-61573,
322292,
-582405,
-579420,
-101032,
-584072
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3841,
"evaluation_days": 1920.5,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1593993600000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759904313931,
"expiration_time": 1764859536000,
"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": "vwap",
"factors": {
"length": 0,
"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) |
|---|