| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 570510.033 | 552561.3856 | 17948.6474 | -319733.6899 | 78963.1628 | -398696.8527 |
| Total P&L (%) | 570.51 | 552.5614 | 17.9486 | -319.7337 | 78.9632 | -398.6969 |
| Avg Daily Profit (%) | 0.2982 | 0.2888 | 0.0094 | 0 | 0.0304 | 0 |
| Buy And Hold Return (%) | 18.93 | 18.93 | 18.93 | 18.93 | 18.93 | 18.93 |
| Max Trade Drawdown | -166625 | -110698 | -86513 | -420433 | -237088 | -329326 |
| Profit Factor | 1.9998 | 2.9701 | 1.0619 | 0.7523 | 1.1314 | 0.422 |
| Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
| Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
| Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
| Profitability (%) | 49.2308 | 50 | 48.4848 | 49.2308 | 50 | 48.4848 |
| Ratio Avg Win / Avg Loss | 2.0623 | 2.9701 | 1.1282 | 0.7758 | 1.1314 | 0.4484 |
| Largest Winning Trade | 436165 | 436165 | 46344 | 131535 | 131535 | 58962 |
| Largest Losing Trade | -118565 | -48408 | -118565 | -138566 | -108128 | -138566 |
| Avg Bars in Trades | 54 | 65 | 44 | 54 | 65 | 44 |
| Avg Bars in Winners | 66 | 77 | 55 | 41 | 53 | 28 |
| Avg Bars in Losers | 43 | 53 | 34 | 68 | 77 | 59 |
| Bars Traded | 3573 | 2103 | 1470 | 3573 | 2103 | 1470 |
| Profit Streak | 116.1511 | 116.1511 | 324.1511 | 0 | 0 | 0 |
| Trades During Streak | 3 | 1 | 4 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -122269 | 540029 | -497796 | -717076 | -230283 | -581392 |
{
"trading_pair": "ZEN_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3826,
"evaluation_days": 1913,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1600473600000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759246655501,
"expiration_time": 1764192096000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 243,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 172,
"offset": 0,
"multiplier": 3.92891
}
}
} {
"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": [
[
570510.033018474,
552561.3856345753,
17948.6473838988,
-319733.6898712725,
78963.1628390576,
-398696.85271033
],
[
570.510033,
552.561386,
17.948647,
-319.73369,
78.963163,
-398.696853
],
[
0.298228,
0.288845,
0.009382,
0,
0.030429,
0
],
[
18.929974,
18.929974,
18.929974,
18.929974,
18.929974,
18.929974
],
[
-166625,
-110698,
-86513,
-420433,
-237088,
-329326
],
[
1.999848,
2.970059,
1.061867,
0.75225,
1.131437,
0.421996
],
[
65,
32,
33,
65,
32,
33
],
[
32,
16,
16,
32,
16,
16
],
[
33,
16,
17,
33,
16,
17
],
[
49.230769,
50,
48.484848,
49.230769,
50,
48.484848
],
[
2.062343,
2.970059,
1.128234,
0.775758,
1.131437,
0.448371
],
[
436165,
436165,
46344,
131535,
131535,
58962
],
[
-118565,
-48408,
-118565,
-138566,
-108128,
-138566
],
[
54,
65,
44,
54,
65,
44
],
[
66,
77,
55,
41,
53,
28
],
[
43,
53,
34,
68,
77,
59
],
[
3573,
2103,
1470,
3573,
2103,
1470
],
[
116.151105,
116.151105,
324.151105,
0,
0,
0
],
[
3,
1,
4,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-122269,
540029,
-497796,
-717076,
-230283,
-581392
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3826,
"evaluation_days": 1913,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1600473600000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759246655501,
"expiration_time": 1764192096000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 243,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 172,
"offset": 0,
"multiplier": 3.92891
}
}
}
| # | 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) |
|---|