| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 695455.9891 | 683054.9075 | 12401.0815 | 64937.2956 | 38209.911 | 26727.3846 |
| Total P&L (%) | 695.456 | 683.0549 | 12.4011 | 64.9373 | 38.2099 | 26.7274 |
| Avg Daily Profit (%) | 0.3628 | 0.3563 | 0.0065 | 0.0261 | 0.0169 | 0.0124 |
| Buy And Hold Return (%) | 91.8146 | 91.8146 | 91.8146 | 91.8146 | 91.8146 | 91.8146 |
| Max Trade Drawdown | -169663 | -92166 | -110511 | -707551 | -362888 | -422778 |
| Profit Factor | 1.9591 | 2.7967 | 1.0359 | 1.0252 | 1.026 | 1.0242 |
| Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
| Winning Trades | 62 | 31 | 31 | 62 | 31 | 31 |
| Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
| Profitability (%) | 56.3636 | 56.3636 | 56.3636 | 56.3636 | 56.3636 | 56.3636 |
| Ratio Avg Win / Avg Loss | 1.5167 | 2.1652 | 0.802 | 0.7937 | 0.7943 | 0.7929 |
| Largest Winning Trade | 619677 | 619677 | 38396 | 291391 | 291391 | 107318 |
| Largest Losing Trade | -65941 | -33494 | -65941 | -225131 | -225131 | -103300 |
| Avg Bars in Trades | 32 | 26 | 38 | 32 | 26 | 38 |
| Avg Bars in Winners | 35 | 27 | 44 | 35 | 27 | 44 |
| Avg Bars in Losers | 27 | 24 | 31 | 27 | 24 | 31 |
| Bars Traded | 3558 | 1448 | 2110 | 3558 | 1448 | 2110 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 513632 | -164241 | -711840 | -517099 | -708623 | -716903 |
{
"trading_pair": "ZEN_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3834,
"evaluation_days": 1917,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1603195200000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759623821529,
"expiration_time": 1764548064000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 214,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
695455.9890570829,
683054.9075201992,
12401.0815368842,
64937.2956212851,
38209.9110082273,
26727.3846130577
],
[
695.455989,
683.054908,
12.401082,
64.937296,
38.209911,
26.727385
],
[
0.362784,
0.356315,
0.006469,
0.026106,
0.016882,
0.012357
],
[
91.81456,
91.81456,
91.81456,
91.81456,
91.81456,
91.81456
],
[
-169663,
-92166,
-110511,
-707551,
-362888,
-422778
],
[
1.95906,
2.796726,
1.035948,
1.02523,
1.025998,
1.024208
],
[
110,
55,
55,
110,
55,
55
],
[
62,
31,
31,
62,
31,
31
],
[
48,
24,
24,
48,
24,
24
],
[
56.363636,
56.363636,
56.363636,
56.363636,
56.363636,
56.363636
],
[
1.516692,
2.165207,
0.802024,
0.793727,
0.794321,
0.792935
],
[
619677,
619677,
38396,
291391,
291391,
107318
],
[
-65941,
-33494,
-65941,
-225131,
-225131,
-103300
],
[
32,
26,
38,
32,
26,
38
],
[
35,
27,
44,
35,
27,
44
],
[
27,
24,
31,
27,
24,
31
],
[
3558,
1448,
2110,
3558,
1448,
2110
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
513632,
-164241,
-711840,
-517099,
-708623,
-716903
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3834,
"evaluation_days": 1917,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1603195200000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759623821529,
"expiration_time": 1764548064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 214,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|