| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 630635.881 | 625150.9339 | 5484.9471 | 8823.8656 | -36576.9877 | 45400.8533 |
| Total P&L (%) | 630.6359 | 625.1509 | 5.4849 | 8.8239 | -36.577 | 45.4009 |
| Avg Daily Profit (%) | 0.3294 | 0.3265 | 0.0029 | 0.0044 | -0.0238 | 0.0196 |
| Buy And Hold Return (%) | 82.2326 | 82.2326 | 82.2326 | 82.2326 | 82.2326 | 82.2326 |
| Max Trade Drawdown | -187310 | -123801 | -123754 | -498065 | -409207 | -301686 |
| Profit Factor | 1.8737 | 2.5719 | 1.0169 | 1.0047 | 0.9675 | 1.059 |
| Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
| Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
| Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
| Profitability (%) | 49.5575 | 47.3684 | 51.7857 | 49.5575 | 47.3684 | 51.7857 |
| Ratio Avg Win / Avg Loss | 1.9071 | 2.8577 | 0.9468 | 1.0226 | 1.075 | 0.9859 |
| Largest Winning Trade | 619677 | 619677 | 38396 | 278841 | 278841 | 98647 |
| Largest Losing Trade | -65941 | -36107 | -65941 | -128524 | -128524 | -87120 |
| Avg Bars in Trades | 31 | 25 | 38 | 31 | 25 | 38 |
| Avg Bars in Winners | 38 | 29 | 46 | 38 | 29 | 46 |
| Avg Bars in Losers | 25 | 21 | 30 | 25 | 21 | 30 |
| Bars Traded | 3598 | 1441 | 2157 | 3598 | 1441 | 2157 |
| 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 | 461818 | -166777 | -738166 | -567971 | -759912 | -669658 |
{
"trading_pair": "ZEN_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3829,
"evaluation_days": 1914.5,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1602331200000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759406251054,
"expiration_time": 1764325584000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 194,
"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": [
[
630635.8809510077,
625150.9338797737,
5484.9470712341,
8823.8655926285,
-36576.9877247512,
45400.8533173795
],
[
630.635881,
625.150934,
5.484947,
8.823866,
-36.576988,
45.400853
],
[
0.3294,
0.326535,
0.002865,
0.004417,
-0.023781,
0.019554
],
[
82.232592,
82.232592,
82.232592,
82.232592,
82.232592,
82.232592
],
[
-187310,
-123801,
-123754,
-498065,
-409207,
-301686
],
[
1.873679,
2.571917,
1.016923,
1.004657,
0.967483,
1.058974
],
[
113,
57,
56,
113,
57,
56
],
[
56,
27,
29,
56,
27,
29
],
[
57,
30,
27,
57,
30,
27
],
[
49.557522,
47.368421,
51.785714,
49.557522,
47.368421,
51.785714
],
[
1.907138,
2.857685,
0.94679,
1.022597,
1.074981,
0.985942
],
[
619677,
619677,
38396,
278841,
278841,
98647
],
[
-65941,
-36107,
-65941,
-128524,
-128524,
-87120
],
[
31,
25,
38,
31,
25,
38
],
[
38,
29,
46,
38,
29,
46
],
[
25,
21,
30,
25,
21,
30
],
[
3598,
1441,
2157,
3598,
1441,
2157
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
461818,
-166777,
-738166,
-567971,
-759912,
-669658
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3829,
"evaluation_days": 1914.5,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1602331200000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759406251054,
"expiration_time": 1764325584000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 194,
"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) |
|---|